MoneyScience News |
- Blog Post: TheAlephBlog: Asset Value Illusion
- Published / Preprint: Big Data, Socio-Psychological Theory, Algorithmic Text Analysis and Predicting the Michigan Consumer Sentiment Index. (arXiv:1405.5695v1 [q-fin.ST])
- Published / Preprint: Micro and Macro Benefits of Random Investments in Financial Markets. (arXiv:1405.5805v1 [q-fin.GN])
- Published / Preprint: Stationarity of Bivariate Dynamic Contagion Processes. (arXiv:1405.5842v1 [q-fin.MF])
- Blog Post: iMFdirect: Taper Tantrum or Tedium: How U.S. Interest Rates Affect Financial Markets in Emerging Economies
- Blog Post: TheFinancialServicesClub: Swiss Bank Leaker from HSBC: 'Money Is Easy to Hide'
| Blog Post: TheAlephBlog: Asset Value Illusion Posted: 22 May 2014 10:49 PM PDT Are some Baby Boomers retiring because the current value of their assets is high?  This article from Bloomberg gives an ambivalent answer to the question.  Personally, I don’t know the answer to that question, but I can answer a related question: In the current market environment, where interest rates are low and stock valuations are high, should Baby Boomers accelerate their... Visit MoneyScience for the Complete Article.      |
| Posted: 22 May 2014 05:38 PM PDT We describe an exercise of using Big Data to predict the Michigan Consumer Sentiment Index, a widely used indicator of the state of confidence in the US economy. We carry out the exercise from a pure ex ante perspective. We use the methodology of algorithmic text analysis of an archive of brokers' reports over the period June 2010 through June 2013. The search is directed by... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2014 05:38 PM PDT In this paper, making use of recent statistical physics techniques and models, we address the specific role of randomness in financial markets, both at the micro and the macro level. In particular, we review some recent results obtained about the effectiveness of random strategies of investment, compared with some of the most used trading strategies for forecasting the behavior of real financial... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2014 05:38 PM PDT The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Markov processes. The BDCP describes a rich dynamic structure where the system is under the influence of both external and internal factors modelled by a shot-noise Cox process and a generalized Hawkes process respectively.... Visit MoneyScience for the Complete Article.    |
| Posted: 22 May 2014 08:19 AM PDT By Alexander Klemm, Andre Meier, and Sebastián Sosaread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Swiss Bank Leaker from HSBC: 'Money Is Easy to Hide' Posted: 22 May 2014 08:19 AM PDT I wanted to give up talking about bankers being jailed, fined, sued and sanctioned, but during my investigations into background issues over this week's Credit Suisse fine, I stumbled across an article I had missed in Germany's Spiegel that is pretty interesting and crucial reading.read more... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |