MoneyScience News |
- Blog Post: TheAlephBlog: On Overstated Book Titles
- Blog Post: TheFinancialServicesClub: Becoming a Digital Bank: Evolution or Revolution?
- Published / Preprint: Clustering and hierarchy of financial markets data: advantages of the DBHT. (arXiv:1406.0496v1 [q-fin.ST])
- Published / Preprint: Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (arXiv:1406.0551v1 [q-fin.MF])
- Published / Preprint: Supervised classification-based stock prediction and portfolio optimization. (arXiv:1406.0824v1 [q-fin.ST])
- Published / Preprint: Buyer to Seller Recommendation under Constraints. (arXiv:1406.0455v1 [cs.SI] CROSS LISTED)
- Vendor News: June 3, 2014 - SS&C GlobeOp Reaches Milestone of 150 Customers for its Regulatory Services
| Blog Post: TheAlephBlog: On Overstated Book Titles Posted: 04 Jun 2014 03:02 AM PDT I have a problem with book titles. Â They are often inflated far beyond what the book actually states or proves. Â I have a few in my hands now, and it burns me, because the books in and of themselves are good, but they don’t reflect the title. Â The title makes grandiose claims, and then there is not enough in the book to back them up.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Becoming a Digital Bank: Evolution or Revolution? Posted: 04 Jun 2014 02:59 AM PDT A question that comes up regularly is should the bank evolve to a new digital model, or does it need to bite the bullet and transform?read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2014 05:39 PM PDT We present a set of analyses aiming at quantifying the amount of information filtered by different hierarchical clustering methods on correlations between stock returns. In particular we apply, for the first time to financial data, a novel hierarchical clustering approach, the Directed Bubble Hierarchical Tree (DBHT), and we compare it with other methods including the Linkage and k-medoids. In... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2014 05:39 PM PDT We consider the pricing of derivatives in a setting with trading restrictions, but without any probabilistic assumptions on the underlying model, in discrete and continuous time. In particular, we assume that European put or call options are traded at certain maturities, and the forward price implied by these option prices may be strictly decreasing in time. In discrete time, when call options... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2014 05:39 PM PDT As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on estimating the stock prices of individual companies. However, many of those have worked with very small number of financial parameters. In this work, we apply... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2014 05:39 PM PDT The majority of recommender systems are designed to recommend items (such as movies and products) to users. We focus on the problem of recommending buyers to sellers which comes with new challenges: (1) constraints on the number of recommendations buyers are part of before they become overwhelmed, (2) constraints on the number of recommendations sellers receive within their budget, and (3)... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2014 06:07 AM PDT    |
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