Monday, August 11, 2014

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: A Few Investment Notes

Posted: 11 Aug 2014 01:52 AM PDT

Just a few notes for this evening:read more...

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Blog Post: TheFinancialServicesClub: Technology: taming the risk beast

Posted: 11 Aug 2014 01:50 AM PDT

After outlining the four main buckets of risk that banks have to tame: market, credit, liquidity and operational; the real issue is the bank’s structure.read more...

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Published / Preprint: Dynamics in two networks based on stocks of the US stock market. (arXiv:1408.1728v1 [q-fin.ST])

Posted: 10 Aug 2014 05:38 PM PDT

We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those stocks: correlation, which is symmetric and measures how similar two stocks behave, and Transfer Entropy, which is non-symmetric and measures the influence of the...

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