MoneyScience News |
- Vendor News: Infosys and DreamWorks Animation join hands to engineer new solutions
- Blog Post: TheFinancialServicesClub: Mobile, tablet, digital, wearable ... what's next?
- Banks, Bitcoin & the Blockchain - Wall Street & Technology
- Three Big Picture Shifts Worth Paying Attention to
- GARP - A Bailout Plan that Could Actually Increase Systemic Risk
- Luxembourg tax files: how tiny state rubber-stamped tax avoidance on an industrial scale
- Impact of credit default swaps on financial contagion. (arXiv:1411.1356v1 [q-fin.RM]) - Quantitative Finance at arXiv's blog - MoneyScience
- Research Library: The Revolving-Door of Sell-Side Analysts: A Threat to Analysts’ Independence?
- Research Library: The Revolving-Door of Sell-Side Analysts: A Threat to Analysts’ Independence?
- Published / Preprint: Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics. (arXiv:1411.1103v1 [q-fin.PM])
- Published / Preprint: An Equilibrium Framework for Players with Misspecified Models. (arXiv:1411.1152v1 [q-fin.EC])
- Published / Preprint: Cooperation under Incomplete Information on the Discount Factors. (arXiv:1411.1368v1 [q-fin.EC])
- Blog Post: ThePracticalQuant: Spark + Cassandra: Technical Integration Details
- Vendor News: Fidessa examines how algos bring efficiency and predictability to derivatives trading
- The best advice I ever got
- http://www.palgrave-journals.com/jdhf/journal/v20/n4/full/jdhf201419a.html
- Why is authentication so important for financial institutions?
- Blog Post: TheAlephBlog: Stay Calm
- Published / Preprint: Editorial
- Published / Preprint: Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
- Published / Preprint: Risk aversion, bank funding risk and futures hedging
- Published / Preprint: Guaranteed stop orders as portfolio insurance â An analysis for the German stock market
- Published / Preprint: Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations. (arXiv:1411.0849v1 [math.PR])
- Vendor News: November 4, 2014 - SS&Câs New Release of SS&C PORTIA Helps Asset Managers with Global Accounting Operations
| Vendor News: Infosys and DreamWorks Animation join hands to engineer new solutions Posted: 06 Nov 2014 02:49 AM PST Infosys announces a strategic engineering partnership with DreamWorks Animation to develop next-generation solutions. Infosys will deploy its global talent pool available across its cloud, big data, Java, and open source capabilities to develop DreamWorks’ technology for wider use. Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Mobile, tablet, digital, wearable ... what's next? Posted: 06 Nov 2014 01:47 AM PST Everyone’s getting excited about wearable banking. I’m often asked about it, and also see many examples appearing around such themes.read more... Visit MoneyScience for the Complete Article.    |
| Banks, Bitcoin & the Blockchain - Wall Street & Technology Posted: 06 Nov 2014 01:29 AM PST Banks, Bitcoin & the Blockchain http://t.co/RTx6y70bk5 via @RichardTHStarr #Bitcoin #Blockchain — D. Geromichalos ScD (@dg_risk) November 6, 2014 Visit MoneyScience for the Complete Article.    |
| Three Big Picture Shifts Worth Paying Attention to Posted: 06 Nov 2014 01:29 AM PST Three Big Picture Shifts Worth Paying Attention to http://t.co/nFeXgaibAB via @BlackRock #PopulationAging #FinancialRepression #Technology — D. Geromichalos… Visit MoneyScience for the Complete Article.    |
| GARP - A Bailout Plan that Could Actually Increase Systemic Risk Posted: 06 Nov 2014 01:29 AM PST A Bailout Plan that Could Actually Increase Systemic Risk http://t.co/oqUx8QRqAw via @vtspapa @sharethis #bailout #systemicrisk — D. Geromichalos ScD… Visit MoneyScience for the Complete Article.    |
| Luxembourg tax files: how tiny state rubber-stamped tax avoidance on an industrial scale Posted: 06 Nov 2014 01:29 AM PST Luxembourg tax files: '...a magical fairyland...' http://t.co/C2gJzg8VOE — moneyscience (@moneyscience) November 6, 2014 Visit MoneyScience for the Complete Article.    |
| Posted: 06 Nov 2014 01:29 AM PST Research: Impact of credit default swaps on financial contagion. (arXiv:1411.1356v1 [q-fin.RM]) http://t.co/GxUfRpu1wJ — moneyscience (@moneyscience) November… Visit MoneyScience for the Complete Article.    |
| Research Library: The Revolving-Door of Sell-Side Analysts: A Threat to Analysts’ Independence? Posted: 06 Nov 2014 01:00 AM PST Ben Lourie University of California, Los Angeles (UCLA) - Anderson School of Management November 1, 2014 Abstract The “revolving-door” phenomenon whereby analysts are hired by firms that they cover poses a threat to their independence. In this paper, I document this phenomenon and assess the extent to which it is associated with analysts’ issuance of biased research reports... Visit MoneyScience for the Complete Article.    |
| Research Library: The Revolving-Door of Sell-Side Analysts: A Threat to Analysts’ Independence? Posted: 06 Nov 2014 12:58 AM PST Ben Lourie University of California, Los Angeles (UCLA) - Anderson School of Management November 1, 2014 Abstract The “revolving-door” phenomenon whereby analysts are hired by firms that they cover poses a threat to their independence. In this paper, I document this phenomenon and assess the extent to which it is associated with analysts’ issuance of biased... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Nov 2014 05:37 PM PST We explore martingale and convex duality techniques to study optimal investment strategies that maximize expected risk-averse utility from consumption and terminal wealth in a pure-jump model driven by (multivariate) marked point processes and in presence of margin requirements such as different interest rates for borrowing and lending and risk premiums for short positions. Margin requirements... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Nov 2014 05:37 PM PST We introduce an equilibrium framework that relaxes the standard assumption that people have a correctly-specified view of their environment. Players repeatedly play a simultaneous-move game where they potentially face both strategic and payoff uncertainty. Each player has a potentially misspecified view of the environment and uses Bayes' rule to update her views based on the (possibly partial)... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Nov 2014 05:37 PM PST In repeated games, cooperation is possible in equilibrium only if players are sufficiently patient, and long-term gains from cooperation outweigh short-term gains from deviation. What happens if the players have incomplete information regarding each other's discount factors? In this paper we look at repeated games in which each player has incomplete information regarding the other player's... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Spark + Cassandra: Technical Integration Details Posted: 05 Nov 2014 08:46 AM PST I'll be hosting a Nov 12th webcast on two of the most popular components in the big data ecosystem: Apache Spark and Apache Cassandra. As highlighted in a recent Databricks blog post, recent improvements to Spark's shuffle have led to significant speedups (Spark is faster than Hadoop MapReduce, even on disk). While Spark has long worked well with Hadoop (HDFS), it now integrates well with other... Visit MoneyScience for the Complete Article.    |
| Vendor News: Fidessa examines how algos bring efficiency and predictability to derivatives trading Posted: 05 Nov 2014 06:56 AM PST    |
| Posted: 05 Nov 2014 02:32 AM PST "The best advice I ever got" - some gems here. I like Eugene Fama's. http://t.co/ok3u08W68m — Tim Harford (@TimHarford) November 5, 2014 Visit MoneyScience for the Complete Article.    |
| http://www.palgrave-journals.com/jdhf/journal/v20/n4/full/jdhf201419a.html Posted: 05 Nov 2014 02:17 AM PST Novel no-arbitrage conditions for options written on defaultable assets http://t.co/8FBByWo2BU via @moneyscience #noarbitrage #optionpricing — D. Geromichalos… Visit MoneyScience for the Complete Article.    |
| Why is authentication so important for financial institutions? Posted: 05 Nov 2014 01:59 AM PST Why is authentication so important for financial institutions? http://t.co/pvBOIYsMQX via @RichardTHStarr — D. Geromichalos ScD (@dg_risk) November 5, 2014 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Stay Calm Posted: 05 Nov 2014 12:48 AM PST Photo Credit: Moyan Brenn || Relax, you know less than you think…read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Editorial Posted: 04 Nov 2014 11:09 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2014 11:09 PM PST Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Risk aversion, bank funding risk and futures hedging Posted: 04 Nov 2014 11:09 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2014 11:09 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2014 05:32 PM PST We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain. The recursion formula for the discrete-time filter is easy to derive, however involves densities which are very hard to obtain. In this paper we derive exact... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Nov 2014 06:07 AM PST    |
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