MoneyScience News |
- Blog Post: PatrickBurns: US market portrait 2015 week 4
- Vendor News: January 23, 2015 - SS&C GlobeOp Forward Redemption Indicator: January notifications 2.49%
- Published / Preprint: 23Jan/Second progress report on banks' adoption of risk data aggregation principles issued by the Basel Committee
- Blog Post: TheFinancialServicesClub: Convincing management to renew core systems
- Blog Post: WealthandCapitalMarketsBlog: Managed Account Marketing vs. Reality
- Published / Preprint: Combining Alphas via Bounded Regression. (arXiv:1501.05381v1 [q-fin.PM])
- Published / Preprint: Cascades in multiplex financial networks with debts of different seniority. (arXiv:1501.05400v1 [q-fin.GN])
- Blog Post: iMFdirect: Learning to Live with Cheaper Oil in the Middle East
- Blog Post: ThePracticalQuant: Building and deploying large-scale machine learning pipelines
| Blog Post: PatrickBurns: US market portrait 2015 week 4 Posted: 24 Jan 2015 11:06 AM PST US large cap market returns. read more... Visit MoneyScience for the Complete Article.      |
| Posted: 23 Jan 2015 06:56 AM PST    |
| Posted: 23 Jan 2015 03:25 AM PST Press release about the Basel Committee issuing the second progress report on banks' adoption of risk data aggregation (23 January 2015). Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Convincing management to renew core systems Posted: 22 Jan 2015 10:37 PM PST I’m often asked what I mean by a digital core and how to convince management to buy into it.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Managed Account Marketing vs. Reality Posted: 22 Jan 2015 05:57 PM PST In my last post I discussed some of the limitations of the unified managed household account or UMH, in which the investments of a household are managed within a single account.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Combining Alphas via Bounded Regression. (arXiv:1501.05381v1 [q-fin.PM]) Posted: 22 Jan 2015 05:37 PM PST We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications typically there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to (weighted) regression over SCM principal components. Regression often produces alpha weights with... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Jan 2015 05:37 PM PST The seniority of debt, which determines the order in which a bankrupt institution repays its debts, is an important and sometimes contentious feature of financial crises, yet its impact on system-wide stability is not well understood. We capture seniority of debt in a multiplex network, a graph of nodes connected by multiple types of edges. Here, an edge between banks denotes a debt contract of a... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Learning to Live with Cheaper Oil in the Middle East Posted: 22 Jan 2015 02:07 PM PST By Masood Ahmedread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Building and deploying large-scale machine learning pipelines Posted: 22 Jan 2015 07:49 AM PST [A version of this post appears on the O'Reilly Radar blog.]There are many algorithms with implementations that scale to large data sets (this list includes matrix factorization, SVM, logistic regression, LASSO, and many others). In fact, machine learning experts are fond of pointing out: if you can pose your problem as a simple optimization problem then you’re almost done.Of course, in... Visit MoneyScience for the Complete Article.    |
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