MoneyScience News |
- Published / Preprint: A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective. (arXiv:1503.06926v1 [q-fin.ST])
- Published / Preprint: Optimal Position Management for a Market Maker with Stochastic Price Impacts. (arXiv:1503.07007v1 [q-fin.PR])
- Blog Post: rob_daly: BATS Announces London-based Hotspot
- How are banks reacting to FinTech? - The Financial Services Club's blog - MoneyScience
- Blog Post: TheFinancialServicesClub: Does anyone really need a mobile wallet?
- A/B testing in politics
- http://www.americanbanker.com/bankthink/a-bankers-guide-to-weathering-social-media-storms-1073287-1.html
- http://www.munichre.com/en/reinsurance/magazine/topics-online/2015/03/systematic-research/index.html
- Albourne Village
- Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights. (arXiv:1503.06704v1 [q-fin.TR]) - Quantitative Finance at arXiv's blog - MoneyScience
- Published / Preprint: Measuring Systemic Risk: Robust Ranking Techniques Approach. (arXiv:1503.06317v1 [q-fin.RM])
- Published / Preprint: Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights. (arXiv:1503.06704v1 [q-fin.TR])
- Blog Post: Luigi.Ballabio: Chapter 7, part 2 of 6: examples of discretized assets
- The Sterling Crisis of 2015?
- How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme by Ville Rantala :: SSRN
- Pound Emerging as Election Loser Whichever Party Seizes Victory
- To move beyond boom and bust, we need a new theory of capitalism
- Published / Preprint: Insights in Economical Complexity in Spain: the hidden boost of migrants in international tradings. (arXiv:1503.06020v1 [physics.soc-ph])
- Published / Preprint: Canonical Sectors and Evolution of Firms in the US Stock Markets. (arXiv:1503.06205v1 [q-fin.ST])
| Posted: 24 Mar 2015 05:36 PM PDT In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL) and Argentina (MERVAL). We have found windows of nonlinear dependence and co-movement between... Visit MoneyScience for the Complete Article.      |
| Posted: 24 Mar 2015 05:36 PM PDT This paper provides the optimal position management strategy for a market maker who has to face uncertain customer orders in an "illiquid" market, where the market maker's continuous trading through a traditional exchange incurs stochastic linear price impacts. In addition, it is supposed that the market participants can partially infer the position size held by the market maker and their... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: BATS Announces London-based Hotspot Posted: 24 Mar 2015 09:07 AM PDT BATS Announces London-based Hotspotread more... Visit MoneyScience for the Complete Article.    |
| How are banks reacting to FinTech? - The Financial Services Club's blog - MoneyScience Posted: 24 Mar 2015 07:06 AM PDT "How are banks reacting to #fintech" @moneyscience http://t.co/YnegLAU6uM — VentureOutNY (@VentureOutNY) March 24, 2015 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Does anyone really need a mobile wallet? Posted: 24 Mar 2015 05:56 AM PDT Reflecting on another conversation at last week’s conference, there were lots of discussions about why the mobile wallet wars were lost. No one’s won the mobile wallet war yet, not even Apple, but it is there to be won. In fact I wondered why it took a firm like Apple to take up the mantra and aim for this crown â€" not forgetting WeChat, Alipay and others â€" and realised... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Mar 2015 04:23 AM PDT A/B testing in politics http://t.co/CSc499y4aX — Cathy O'Neil (@mathbabedotorg) March 24, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 24 Mar 2015 04:23 AM PDT A Banker's Guide to Weathering Social Media Storms http://t.co/VqttfM5XQQ via @AmerBanker #SocialMediaRisk #ReputationRisk — D. Geromichalos ScD (@dg_risk)… Visit MoneyScience for the Complete Article.    |
| http://www.munichre.com/en/reinsurance/magazine/topics-online/2015/03/systematic-research/index.html Posted: 24 Mar 2015 04:23 AM PDT What forensic disaster analysis, with the help of #socialmedia, can tell us about natural catastrophes: http://t.co/Y51utn3DLg — Munich Re (Group) (@MunichRe)… Visit MoneyScience for the Complete Article.    |
| Posted: 24 Mar 2015 02:08 AM PDT Hedge Funds Are Boosting Tech Valuations to Dangerous Heights https://t.co/56p6PJZ5Ze #hedgefund — Albourne Village (@albournevillage) March 24, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 24 Mar 2015 02:08 AM PDT Research: Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights. (arXiv:1503.06704v1 [q-fin.TR]) http://t.co/c6owHF9BA1 — moneyscience… Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2015 05:36 PM PDT The recent economic crisis has raised a wide awareness that the financial system should be considered as a complex network with financial institutions and financial dependencies respectively as nodes and links between these nodes. Systemic risk is defined as the risk of default of a large portion of financial exposures among institution in the network. Indeed, the structure of this network is an... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2015 05:36 PM PDT Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical studies suggest that large price jumps cannot be explained by news and are the result of endogenous feedback loops. Although plausible, a clear-cut empirical... Visit MoneyScience for the Complete Article.    |
| Blog Post: Luigi.Ballabio: Chapter 7, part 2 of 6: examples of discretized assets Posted: 23 Mar 2015 03:36 PM PDT    |
| Posted: 23 Mar 2015 03:52 AM PDT @markbartontv @moneyscience Yes - pretty much as I said 3 months ago - a major risk for £!! https://t.co/h8vmuhhrSO — Derrick Wilkinson (@DGWilkinson) March… Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2015 03:22 AM PDT A fascinating study on a #ponzischeme in #Finland (Wincapita) : bad investment ideas via word-of-mouth communication http://t.co/KAcXYUbOzt — Nessim Ait Kacimi… Visit MoneyScience for the Complete Article.    |
| Pound Emerging as Election Loser Whichever Party Seizes Victory Posted: 23 Mar 2015 03:22 AM PDT Is it lose-lose for the #pound whatever the outcome of the #ukelection ? http://t.co/ljBcklx9hp http://ift.tt/1G3VAxF — Mark Barton (@markbartontv) March 23,… Visit MoneyScience for the Complete Article.    |
| To move beyond boom and bust, we need a new theory of capitalism Posted: 23 Mar 2015 03:22 AM PDT For an economic rethink, think beyond the mainstream and beyond Minsky… http://t.co/PtRTGGBBkf — Paul Mason (@paulmasonnews) March 23, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2015 05:36 PM PDT We consider extensive data on Spanish international trades and population composition and, through statistical-mechanics and graph-theory driven analysis, we unveil that the social network made of native and foreign-born individuals plays a role in the evolution and in the diversification of trades. Indeed, migrants naturally provide key information on policies and needs in their native... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2015 05:36 PM PDT A classification of companies into sectors of the economy is important for macroeconomic analysis and for investments into the sector-specific financial indices and exchange traded funds (ETFs). Major industrial classification systems and financial indices have historically been based on expert opinion and developed manually. Here we show how unsupervised machine learning can provide a more... Visit MoneyScience for the Complete Article.    |
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