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- Blog Post: TheFinancialServicesClub: Do you work for a monkey tree organisation?
- Blog Post: Luigi.Ballabio: Chapter 7, part 1 of 6: the tree framework
- Published / Preprint: L\'evy Processes For Finance: An Introduction In R. (arXiv:1503.03902v1 [stat.AP])
- Published / Preprint: Measuring switching processes in financial markets with the Mean-Variance spin glass approach. (arXiv:1503.03986v1 [q-fin.RM])
| Blog Post: TheFinancialServicesClub: Do you work for a monkey tree organisation? Posted: 16 Mar 2015 02:17 AM PDT I’m often asked about how to implement a digital bank? What are the top tips?read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: Luigi.Ballabio: Chapter 7, part 1 of 6: the tree framework Posted: 15 Mar 2015 11:33 PM PDT    |
| Posted: 15 Mar 2015 05:36 PM PDT This brief manuscript provides an introduction to L\'evy processes and their applications in finance as the random process that drives asset models. Characteristic functions and random variable generators of popular L\'evy processes are presented in R. Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2015 05:36 PM PDT In this article we use the Mean-Variance Model in order to measure the current market state. In our study we take the approach of detecting the overall alignment of portfolios in the spin picture. The projection to the ground-states enables us to use physical observables in order to describe the current state of the explored market. The defined magnetization of portfolios shows cursor effects,... Visit MoneyScience for the Complete Article.    |
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