Friday, August 8, 2014

MoneyScience News

MoneyScience News


Published / Preprint: The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy. (arXiv:1408.1494v1 [physics.soc-ph])

Posted: 07 Aug 2014 05:38 PM PDT

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique possibility to measure socio-economic signals from such digital traces. Here, we focus on Bitcoin, the most popular cryptocurrency. Bitcoin has experienced periods...

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Published / Preprint: Structural social capital and health in Italy. (arXiv:1408.1671v1 [q-fin.EC])

Posted: 07 Aug 2014 05:38 PM PDT

This paper presents the first empirical assessment of the causal relationship between social capital and health in Italy. The analysis draws on the 2000 wave of the Multipurpose Survey on Household conducted by the Italian Institute of Statistics on a representative sample of the population (n = 46,868). Our measure of social capital is the frequency of meetings with friends. Based on IV and...

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Published / Preprint: Signal-wise performance attribution for constrained portfolio optimisation. (arXiv:1404.4798v2 [q-fin.PM] UPDATED)

Posted: 07 Aug 2014 05:38 PM PDT

Performance analysis, from the external point of view of a client who would only have access to returns and holdings of a fund, evolved towards exact attribution made in the context of portfolio optimisation, which is the internal point of view of a manager controlling all the parameters of this optimisation. Attribution is exact, that-is-to-say no residual "interaction" term remains, and various...

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Why IBM’s New Brainlike Chip May Be “Historic” | MIT Technology Review

Posted: 07 Aug 2014 11:53 AM PDT

 IBM's new chip uses a million digital neurons and 256 million synapses http://t.co/lMsqyzNZMr — moneyscience (@moneyscience) August 7, 2014

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Blog Post: ThePracticalQuant: Scaling up Data Frames

Posted: 07 Aug 2014 09:00 AM PDT

New frameworks for interactive business analysis and advanced analytics fuel the rise in tabular data objects[A version of this post appears on the O'Reilly Radar blog.]Long before the advent of "big data", analysts were building models using tools like R (and its forerunners S/S-PLUS). Productivity hinged on tools that made data wrangling, data inspection, and data modeling convenient. Among R...

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Blog Post: iMFdirect: U.S. Labor Force: Where Have All the Workers Gone?

Posted: 07 Aug 2014 08:49 AM PDT

By Ravi Balakrishnanread more...

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Vendor News: Early Consumer Results for T-Mobile Jump! Program

Posted: 07 Aug 2014 05:07 AM PDT

New ITG Market Research Report Finds Flagship Devices Benefit the Most NEW YORK, Aug. 7, 2014 (GLOBE NEWSWIRE) -- ITG Market Research today released the results of its latest Early Upgrade Report showing Jump! customers are utilizing the program's early upgrade option to upgrade to the newest flagship devices at significantly higher rates than the customer base as a whole. Since April, the...

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