Tuesday, September 16, 2014

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Who am I paying?

Posted: 16 Sep 2014 04:01 AM PDT

I received a text alert about a possible fraud last night.read more...

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Vendor News: Japanâs Muji Personalizes Shopping Experience for Millions of Customers with Infosys InteractEdge

Posted: 15 Sep 2014 11:29 PM PDT

Infosys is enabling Muji, a leading retailer in Japan, to deliver a superior shopping experience through real-time insights into the buying behavior of its customers.

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Published / Preprint: Instability and network effects in innovative markets. (arXiv:1409.3837v1 [physics.soc-ph])

Posted: 15 Sep 2014 05:37 PM PDT

We consider a network of interacting agents and we model the process of choice on the adoption of a given innovative product by means of statistical-mechanics tools. The modelization allows us to focus on the effects of direct interactions among agents in establishing the success or failure of the product itself. Mimicking real systems, the whole population is divided into two sub-communities...

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Published / Preprint: Portfolio Selection with Mandatory Bequest. (arXiv:1409.3969v1 [q-fin.PM])

Posted: 15 Sep 2014 05:37 PM PDT

In this paper, optimal consumption and investment decisions are studied for an investor who can invest in a fixed interest rate bank account and a stock whose price is a log normal diffusion. We present the method of the HJB equation in order to explicitly solve problems of this type with modifications such as a fixed percentage transaction cost and a mandatory bequest function. It is shown that...

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Published / Preprint: Rawls' Fairness, Income Distribution and Alarming Level of Gini Coefficient. (arXiv:1409.3979v1 [q-fin.GN])

Posted: 15 Sep 2014 05:37 PM PDT

The argument that the alarming level of Gini coefficient is 0.4 is very popular, especially in the media industry, all around the world for a long time. Although the 0.4 standard is widely accepted, the derivation of the value lacks rigid theoretical foundations. In fact, to the best of our knowledge, it is not based on any prevalent and convincing economic theories. In this paper, we incorporate...

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Published / Preprint: Indicators of availability of non-market relations in the sphere of labor market in Ukraine. (arXiv:1409.4387v1 [q-fin.EC])

Posted: 15 Sep 2014 05:37 PM PDT

There are identified indicators of availability a non-market relations in the sphere of labor market in Ukraine. It is concluded that illegal tax money paid by legally working in Ukraine, as insurance premiums in the event of unemployment. It is concluded that increased pressure from the government on labor market regulators Ukraine established on a parity basis. There are formulated...

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Published / Preprint: Endogenous crisis waves: a stochastic model with synchronized collective behavior. (arXiv:1409.3296v1 [cond-mat.stat-mech] CROSS LISTED)

Posted: 15 Sep 2014 05:37 PM PDT

We propose a simple framework to understand commonly observed crisis waves in macroeconomic Agent Based models, that is also relevant to a variety of other physical or biological situations where synchronization occurs. We compute exactly the phase diagram of the model and the location of the synchronization transition in parameter space. Many modifications and extensions can be studied,...

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Blog Post: iMFdirect: What's Lurking in the Shadows of Chinaâs Banks

Posted: 15 Sep 2014 08:57 AM PDT

By Steven Barnett and Shaun Roacheread more...

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Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks. (arXiv:1409.3738v1 [q-fin.GN]) - Quantitative Finance at arXiv's blog - MoneyScience

Posted: 15 Sep 2014 06:11 AM PDT

Research: Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks. (arXiv:1409.3738v1 [q-fin.GN]) http://t.co/UFdK6nTxzP — moneyscience…

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The World Trade Web: A Multiple-Network Perspective. (arXiv:1409.3799v1 [physics.soc-ph]) - Quantitative Finance at arXiv's blog - MoneyScience

Posted: 15 Sep 2014 06:11 AM PDT

Research: The World Trade Web: A Multiple-Network Perspective. (arXiv:1409.3799v1 [physics.soc-ph]) http://t.co/DzNaSglK4o — moneyscience (@moneyscience)…

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The Astonishing Story of the Federal Reserve on 9-11

Posted: 15 Sep 2014 06:10 AM PDT

"The Astonishing Story of the Federal Reserve on 9-11" http://t.co/N3MsXbn4Zh — Arthur Charpentier (@freakonometrics) September 14, 2014

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Magic, maths and money: Economics, Ecology and Ethics

Posted: 15 Sep 2014 06:10 AM PDT

"Economics, Ecology and Ethics" http://t.co/iU9BvNr96u by @TCJUK — Arthur Charpentier (@freakonometrics) September 14, 2014

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http://t.co/Sej7I1USl7

Posted: 15 Sep 2014 06:10 AM PDT

Research: Contagion in an interacting economy. (arXiv:1409.2625v1 [physics.soc-ph]) http://t.co/Sej7I1USl7 — moneyscience (@moneyscience) September 10, 2014

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With oil under $100, China trader books world's largest ship to store crude | Reuters

Posted: 15 Sep 2014 06:10 AM PDT

A Chinese trading firm just booked the world's largest super-tanker to store crude at sea as prices slip below $100 http://t.co/Z69fa2o4yp — Chris Adams…

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