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- The biggest disruption in banking is NOT technology - The Financial Services Club's blog - MoneyScience
- Vendor News: Infosys positioned as a leader in Magic Quadrant for International Retail Core Banking by Gartner, Inc
- Blog Post: TheFinancialServicesClub: The biggest disruption in banking is NOT technology
- Published / Preprint: Optimal Mean Reversion Trading with Transaction Cost and Stop-Loss Exit. (arXiv:1411.5062v1 [q-fin.TR])
- Published / Preprint: Large deviations of the realized (co-)volatility vector. (arXiv:1411.5159v1 [math.PR])
- Education: Building a learning continuum from scratch
- Blog Post: iMFdirect: Growth: An Essential Part of a Cure for Unemployment
- Blog Post: WealthandCapitalMarketsBlog: Growing importance of Historical Market data
| Posted: 20 Nov 2014 04:28 AM PST .@Chris_Skinner - The biggest disruption in banking is NOT technology http://t.co/5MIlptiC9I — moneyscience (@moneyscience) November 20, 2014 Visit MoneyScience for the Complete Article.      |
| Posted: 20 Nov 2014 03:01 AM PST Infosys announced that following the evaluation of Finacle̢㢠Core Banking Solution, it has been positioned as a leader in Gartner̢۪s Magic Quadrant for International Retail Core Banking report. This is the eighth time in a row that Infosys has been named a leader in this Magic Quadrant. Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The biggest disruption in banking is NOT technology Posted: 20 Nov 2014 12:21 AM PST Researching crowdfunding and P2P lending, I found three research reports and a newspaper article that give you a tip for the future of banking.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Nov 2014 05:37 PM PST Motivated by the industry practice of pairs trading, we study the optimal timing strategies for trading a mean-reverting price spread. An optimal double stopping problem is formulated to analyze the timing to start and subsequently liquidate the position subject to transaction costs. Modeling the price spread by an Ornstein-Uhlenbeck process, we apply a probabilistic methodology and rigorously... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Nov 2014 05:37 PM PST Realized statistics based on high frequency returns have become very popular in financial economics. In recent years, different non-parametric estimators of the variation of a log-price process have appeared. These were developed by many authors and were motivated by the existence of complete records of price data. Among them are the realized quadratic (co-)variation which is perhaps the most... Visit MoneyScience for the Complete Article.    |
| Education: Building a learning continuum from scratch Posted: 19 Nov 2014 08:54 AM PST 30 years ago, complexity education wasn't. Ginger Richardson recounts this program's hardscrabble creation http://t.co/CTAVbCmb9e — Santa Fe Institute… Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Growth: An Essential Part of a Cure for Unemployment Posted: 19 Nov 2014 07:32 AM PST By Davide Furceri and Prakash Lounganiread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Growing importance of Historical Market data Posted: 19 Nov 2014 05:39 AM PST The market data industry has been a hub of activity in the last few years. A number of leading global exchange groups have used their proprietary market data to create a steady revenue stream for themselves. Various other firms are also trying to utilize their market data processing capabilities and create a niche in the market. Against this larger backdrop, Celent has been conducting some... Visit MoneyScience for the Complete Article.    |
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