Monday, July 7, 2014

MoneyScience News

MoneyScience News


Shredded Tweets | Ian Fraser

Posted: 07 Jul 2014 02:40 AM PDT

'Shredded Tweets': Update on #Shredded: Inside RBS, The Bank That Broke Britain @BirlinnBooks http://t.co/IpPdBwK3Kh http://ift.tt/1r2shTp — Ian Fraser…

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System Cookie Warning

Posted: 07 Jul 2014 02:33 AM PDT

Financial Engineering Explained: a new series of concise, accessible guides to quant finance http://t.co/1cjvVswrDO http://ift.tt/1mZCZ8c — Palgrave Finance…

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Buyer's Guide: Futures & Options OMS and EMS

Posted: 07 Jul 2014 02:33 AM PDT

What's hot in futures and execution systems, @GreySparkUK http://t.co/480qmMjofc — Metia Influence (@MetiaInfluence) July 7, 2014

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A transistor material intended to replace silicon by 2024 | KurzweilAI

Posted: 07 Jul 2014 02:33 AM PDT

A transistor material intended to replace silicon by 2024: USC Viterbi School of Engineering researchers have ... http://t.co/J00B4sKadu — KurzweilAINews…

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How unusual is Fed policy?

Posted: 07 Jul 2014 02:30 AM PDT

"How unusual is Fed policy?" - that's a fascinating and simple graph. http://t.co/JTXvVawVZd — Tim Harford (@TimHarford) July 7, 2014

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Published / Preprint: On a Transform Method for the Efficient Computation of Conditional VaR (and VaR) with Application to Loss Models with Jumps and Stochastic Volatility. (arXiv:1407.1072v1 [q-fin.RM])

Posted: 07 Jul 2014 02:23 AM PDT

In this paper we consider Fourier transform techniques to efficiently compute the Value-at-Risk and the Conditional Value-at-Risk of an arbitrary loss random variable, characterized by having a computable generalized characteristic function. We exploit the property of these risk measures of being the solution of an elementary optimization problem of convex type in one dimension for which Fast and...

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Blog Post: TheAlephBlog: On Fixed Payment Annuities

Posted: 07 Jul 2014 02:22 AM PDT

Before I start, thanks to all those who e-mailed me over my “sorted weekly tweets.”  I am likely to continue doing them.  That will start next week, because I have had a flood of new clients, and other obligations.read more...

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News Analytics in Finance (Gary Kazantsev, Bloomberg)

Posted: 07 Jul 2014 02:03 AM PDT

Video: @Bloomberg's Head of R&D in Machine Learning, Gary Kazantsev on #News #Analytics in #Finance http://t.co/d4FzK8nuWu @SethGrimes — Financial Technology…

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[1406.2210] Memristor models for machine learning

Posted: 07 Jul 2014 02:03 AM PDT

Memristor models for machine learning. (arXiv:1406.2210v1 [cs.LG]) http://t.co/iQMf7fSPUk — stefano bertolo (@sclopit) June 26, 2014

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Guy Kaplanski talks Behavioural Economics and the impact of the World Cup on Stock Market Performance - MoneyScience's blog - MoneyScience

Posted: 07 Jul 2014 02:03 AM PDT

Blog Partner: Guy Kaplanski talks Behavioural Economics and the impact of the World Cup on Stock Market Performance http://t.co/JMo9SLB0jt — Financial…

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The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches by Michael Ehrmann , David-Jan Jansen :: SSRN

Posted: 07 Jul 2014 02:03 AM PDT

The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches http://t.co/cytYnwx2uf #WorldCup — Financial Technology (@fin_tech) June 20,…

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http://www.machinereadablenews.com/inc/dl/M_Dion_News-Analytics-Can-They-Add-Value-to-Your-Quant-Process.pdf

Posted: 07 Jul 2014 02:03 AM PDT

Elijah references JP Morgan paper on News Analytics - this one: http://t.co/41Q3Vk7hLO #UnicomSA — Financial Technology (@fin_tech) June 18, 2014

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EUROPLACE INSTITUTE OF FINANCE CALL FOR RESEARCH PROJECTS 2014

Posted: 06 Jul 2014 11:44 AM PDT

EUROPLACE INSTITUTE OF FINANCE CALL FOR RESEARCH PROJECTS 2014 The Europlace Institute of Finance, a registered Foundation of public interest, aims to foster synergies between academia in finance and economics and financial industry professionals (financial intermediaries, investors and managers, issuers and companies involved in the financial markets) - in France and in Europe. The...

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