MoneyScience News |
- Blog Post: TheAlephBlog: As Light As Hydrogen
- Published / Preprint: An importance sampling algorithm for copula models in insurance. (arXiv:1403.4291v1 [stat.CO])
- Published / Preprint: Which factor dominates the industry evolution? A synergy analysis based on China's ICT industry. (arXiv:1403.4305v1 [physics.soc-ph])
- Published / Preprint: On asymptotic optimality of Merton's myopic portfolio strategies for discrete time market. (arXiv:1403.4329v1 [q-fin.PM])
- Published / Preprint: Stationarity, non-stationarity and early-warning signals in economic networks. (arXiv:1403.4460v1 [q-fin.GN])
| Blog Post: TheAlephBlog: As Light As Hydrogen Posted: 19 Mar 2014 01:59 AM PDT Okay let’s roll the promoted stocks scoreboard:read more... Visit MoneyScience for the Complete Article.      |
| Posted: 18 Mar 2014 05:37 PM PDT An importance sampling algorithm for copula models is introduced. The method improves Monte Carlo estimators when the functional of interest depends mainly on the behaviour of the underlying random vector when at least one of the components is large. Such problems often arise from dependence models in finance and insurance. The importance sampling framework we propose is general and can be easily... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Mar 2014 05:37 PM PDT Industry evolution caused by various reasons, among which technology progress driving industry development has been approved, but with the new trend of industry convergence, inter-industry convergence also plays an increasing important role. This paper plans to probe the industry synergetic evolution mechanism based on industry convergence and technology progress. Firstly, we use... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Mar 2014 05:37 PM PDT The paper studies the properties of discrete time stochastic optimal control problems associated with the portfolio selection problem and related continuous time portfolio selection problems. We found that Merton's strategy that is optimal for continuous time model can be used effectively for the discrete market model that has sufficiently small time steps and approximate the continuous time... Visit MoneyScience for the Complete Article.    |
| Posted: 18 Mar 2014 05:37 PM PDT Economic integration, globalization and financial crises represent examples of processes whose understanding requires the analysis of the underlying network structure. Of particular interest is establishing whether a real economic network is in a state of (quasi) stationary equilibrium, i.e. characterized by smooth structural changes rather than abrupt transitions. While in the former case the... Visit MoneyScience for the Complete Article.    |
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