MoneyScience News |
- Banks Said Poised to Settle With CFTC in FX-Rigging Cases
- Five Tech Challenges Banks Face in Next Year's Stress Tests
- Smart Beta - Wealthfront Knowledge Center
- Blog Post: TheAlephBlog: Book Review: Bad Paper
- Vendor News: Infosys Finacle Implements Real-Time Core Banking Platform for Discover Financial Services
- Published / Preprint: Information Acquisition in Rumor-Based Bank Runs
- Published / Preprint: Should Derivatives Be Privileged in Bankruptcy?
- Blog Post: TheFinancialServicesClub: Merging the suits with the jeans: the new fintech formula
- Published / Preprint: INDEX TO VOLUME LXIX
- Published / Preprint: INDEX TO VOLUME LXIX
- Published / Preprint: Preliminary Program AFA 2015 BOSTON MEETINGS
- Published / Preprint: CALL FOR PAPERS
- Published / Preprint: It's not the economy, stupid! How social capital and GDP relate to happiness over time. (arXiv:1411.2138v1 [q-fin.EC])
- Published / Preprint: Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series. (arXiv:1411.2153v1 [cs.NE])
- Published / Preprint: Innovation, competition, diversification: a tree form dynamics of long-term development. (arXiv:1411.2167v1 [q-fin.EC])
- Published / Preprint: Irreversible Investment under L\'evy Uncertainty: an Equation for the Optimal Boundary. (arXiv:1411.2395v1 [q-fin.PM])
- Published / Preprint: A Quadratic Optimization Framework for Credit Portfolio. (arXiv:1411.2525v1 [q-fin.PM])
- STATTRAK | Helping you find your way in a data-centric world.
- Dangerous Brinkmanship: Close Military Encounters Between Russia and the West in 2014
- Blog Post: iMFdirect: Portfolio Investment in Emerging Markets: More Than Just Ebb and Flow
| Banks Said Poised to Settle With CFTC in FX-Rigging Cases Posted: 11 Nov 2014 02:43 AM PST Cost of Doing Business: Banks Poised to Settle With CFTC in Forex-Rigging Cases http://t.co/HhZQwOC1Lx — Pedro da Costa (@pdacosta) November 11, 2014 Visit MoneyScience for the Complete Article.      |
| Five Tech Challenges Banks Face in Next Year's Stress Tests Posted: 11 Nov 2014 02:43 AM PST Five Tech Challenges Banks Face in Next Year's Stress Tests http://t.co/v44fkZEABr via @BankTechNews #StressTest #StressTesting — D. Geromichalos ScD… Visit MoneyScience for the Complete Article.    |
| Smart Beta - Wealthfront Knowledge Center Posted: 11 Nov 2014 02:43 AM PST Malkiel: "Smart Beta" portfolios are more a testament to smart marketing than smart investing" https://t.co/WYWvrX6Btn — Emanuel Derman (@EmanuelDerman)… Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Bad Paper Posted: 11 Nov 2014 02:17 AM PST read more... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Nov 2014 01:57 AM PST Infosys announces that it has successfully implemented its Finacle™ core banking solution for Discover Financial Services (NYSE: DFS), a leading US direct bank and payment services company. The new Finacle platform provides Discover with real-time processing and customer servicing for the company’s deposits portfolio. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Information Acquisition in Rumor-Based Bank Runs Posted: 11 Nov 2014 12:48 AM PST We study information acquisition and dynamic withdrawal decisions when a spreading rumor exposes a solvent bank to a run. Uncertainty about the bank's liquidity and potential failure motivates depositors who hear the rumor to acquire additional noisy signals. Depositors with less informative signals may wait before gradually running on the bank, leading to an endogenous aggregate withdrawal speed... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Should Derivatives Be Privileged in Bankruptcy? Posted: 11 Nov 2014 12:48 AM PST Derivatives enjoy special status in bankruptcy: they are exempt from the automatic stay and effectively senior to virtually all other claims. We propose a corporate finance model to assess the effect of these exemptions on a firm's cost of borrowing and incentives to engage in derivative transactions. While derivatives are value-enhancing risk management tools, seniority for derivatives can lead... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Merging the suits with the jeans: the new fintech formula Posted: 11 Nov 2014 12:47 AM PST I’ve been spending more and more time thinking about this conundrum of the suits versus jeans brigade, or Bordeaux versus beer if you prefer. If you haven’t caught the drift, it’s all about fintech and how banks (suits) come to work together with tech (jeans).read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: INDEX TO VOLUME LXIX Posted: 10 Nov 2014 07:08 PM PST    |
| Published / Preprint: INDEX TO VOLUME LXIX Posted: 10 Nov 2014 07:08 PM PST    |
| Published / Preprint: Preliminary Program AFA 2015 BOSTON MEETINGS Posted: 10 Nov 2014 07:08 PM PST    |
| Published / Preprint: CALL FOR PAPERS Posted: 10 Nov 2014 07:07 PM PST    |
| Posted: 10 Nov 2014 05:37 PM PST What predicts the evolution over time of subjective well-being? We correlate the trends of subjective well-being with the trends of social capital and/or GDP. We find that in the long and medium run social capital largely predicts the trends of subjective wellbeing in our sample of countries. In the short-term this relationship weakens. Indeed, in the short run, changes in social capital predict... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Nov 2014 05:37 PM PST We propose a Genetic Programming architecture for the generation of foreign exchange trading strategies. The system's principal features are the evolution of free-form strategies which do not rely on any prior models and the utilization of price series from multiple instruments as input data. This latter feature constitutes an innovation with respect to previous works documented in literature. In... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Nov 2014 05:37 PM PST This paper provides an individual-based foundation for the logistic and Lotka-Volterra equations which describe the diffusion of an innovation or the competition between old and new alternatives, then presents two extensions of this basic model. First, it extends the short-term competition to a long-term process characterized by a sequence of innovations and substitutions. Next, by allowing the... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Nov 2014 05:37 PM PST We derive a new equation for the optimal investment boundary of a general irreversible investment problem under exponential L\'evy uncertainty. The problem is set as an infinite time-horizon, two-dimensional degenerate singular stochastic control problem. In line with the results recently obtained in a diffusive setting, we show that the optimal boundary is intimately linked to the unique... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Nov 2014 05:37 PM PST A novel quadratic optimization framework for credit portfolio is introduced when the portfolio risk is measured by Conditional Value-at-Risk (CVaR). This method is formulated in terms of the Lagrange multiplier method subjected under an artificial quadratic error term, which is comparable to the amount or cost of total portfolio adjustment, as the necessary constraint. The route toward the... Visit MoneyScience for the Complete Article.    |
| STATTRAK | Helping you find your way in a data-centric world. Posted: 10 Nov 2014 09:11 AM PST Resources from ASA for statistics students, recent stats grads, young stats professionals -STATTR@K - http://t.co/ZT9topfzRw — Dave Giles (@DEAGiles) November… Visit MoneyScience for the Complete Article.    |
| Dangerous Brinkmanship: Close Military Encounters Between Russia and the West in 2014 Posted: 10 Nov 2014 09:11 AM PST Dangerous Brinkmanship: Close Military Encounters Between Russia and the West in 2014 http://t.co/7tEsr4ptSP — Risk Management (@Risk_Mgmt) November 10, 2014 Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Portfolio Investment in Emerging Markets: More Than Just Ebb and Flow Posted: 10 Nov 2014 08:27 AM PST By Evan Papageorgiouread more... Visit MoneyScience for the Complete Article.    |
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