MoneyScience News |
- Building big data systems in academia and industry - The Practical Quant's blog - MoneyScience
- Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering
- Post-doctoral researcher in Quantitative Finance job opening in Verona, Italy - INOMICS | Economics Jobs
- http://www.bis.org/speeches/sp150409_presentation.pdf
- Stock Market Video - Stockbrokers TV - Barclays Stockbrokers
- Blog Post: TheFinancialServicesClub: Things worth reading: 10th April 2015
- Blog Post: ThePracticalQuant: Building big data systems in academia and industry
- Published / Preprint: US stock market interaction network as learned by the Boltzmann Machine. (arXiv:1504.02280v1 [q-fin.ST])
- Published / Preprint: Detrended partial cross-correlation analysis of two time series influenced by common external forces. (arXiv:1504.02435v1 [q-fin.ST])
- Blog Post: WealthandCapitalMarketsBlog: IT spending webinar April 30th
- Published / Preprint: A Message from the Editor
- Published / Preprint: Executive Summaries
- Published / Preprint: Risk Management by Commodity Trading Firms: The Case of Trafigura
- Published / Preprint: How to Strengthen the Regulation of Bank Capital: Theory, Evidence, and A Proposal
- Published / Preprint: When One Size Doesn't Fit All: Evolving Directions in the Research and Practice of Enterprise Risk Management
- Published / Preprint: Evidence of the Value of Enterprise Risk Management
- Published / Preprint: Here We Go Againâ¦Financial Policies in Volatile Environments: Lessons For and From Energy Firms
- Published / Preprint: Corporate Hedging of Price Risks: Minimizing Variance or Eliminating LowerâTail Outcomes?
- Published / Preprint: A Practical Guide for NonâFinancial Companies When Modeling LongerâTerm Currency and Commodity Exposures
- Published / Preprint: Renewable Energy with Volatile Prices: Why NPV Fails to Tell the Whole Story
- Published / Preprint: Real Options in Foreign Investment: A South American Case Study
- Vendor News: Fidessa Selected by Fiera Capital for Fixed Income and Derivatives
- Blog Post: TheAlephBlog: On Human Fertility, Part 4
- Vendor News: April 1, 2015 - SS&C Appoints Samuel D. Eckelmann Vice President, Strategic Development for Institutional Customers
Building big data systems in academia and industry - The Practical Quant's blog - MoneyScience Posted: 10 Apr 2015 03:13 AM PDT |
Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering Posted: 10 Apr 2015 03:13 AM PDT |
Posted: 10 Apr 2015 03:13 AM PDT |
http://www.bis.org/speeches/sp150409_presentation.pdf Posted: 10 Apr 2015 02:42 AM PDT |
Stock Market Video - Stockbrokers TV - Barclays Stockbrokers Posted: 10 Apr 2015 02:42 AM PDT |
Blog Post: TheFinancialServicesClub: Things worth reading: 10th April 2015 Posted: 10 Apr 2015 12:17 AM PDT |
Blog Post: ThePracticalQuant: Building big data systems in academia and industry Posted: 09 Apr 2015 05:58 PM PDT Register for Strata + Hadoop World, London, where Mikio Braun will be giving a talk, Scalable Machine Learning.Stream processing Distributed stream processing frameworks. Source: Mikio Braun, used with permission.One topic Braun and I both follow closely is stream processing and analytics. Braun also co-created a system that shipped with many interesting (approximate) algorithms:The basic idea... Visit MoneyScience for the Complete Article. |
Posted: 09 Apr 2015 05:37 PM PDT We study historical dynamics of joint equilibrium distribution of stock returns in the US stock market using the Boltzmann distribution model being parametrized by external fields and pairwise couplings. Within Boltzmann learning framework for statistical inference, we analyze historical behavior of the parameters inferred using exact and approximate learning algorithms. Since the model and... Visit MoneyScience for the Complete Article. |
Posted: 09 Apr 2015 05:37 PM PDT We propose a new method, detrended partial cross-correlation analysis (DPXA), to uncover the intrinsic power-law cross-correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis by taking into account the... Visit MoneyScience for the Complete Article. |
Blog Post: WealthandCapitalMarketsBlog: IT spending webinar April 30th Posted: 09 Apr 2015 01:46 PM PDT Please join members of the Celent Securities and Investments team as we discuss how firms in the Securities and Investments industry need to review and alter business and technology strategies with a long-term vision in mind, moving beyond short-term measures to address immediate needs.read more... Visit MoneyScience for the Complete Article. |
Published / Preprint: A Message from the Editor Posted: 09 Apr 2015 05:10 AM PDT |
Published / Preprint: Executive Summaries Posted: 09 Apr 2015 05:10 AM PDT |
Published / Preprint: Risk Management by Commodity Trading Firms: The Case of Trafigura Posted: 09 Apr 2015 05:10 AM PDT |
Posted: 09 Apr 2015 05:10 AM PDT |
Posted: 09 Apr 2015 05:10 AM PDT |
Published / Preprint: Evidence of the Value of Enterprise Risk Management Posted: 09 Apr 2015 05:10 AM PDT |
Posted: 09 Apr 2015 05:10 AM PDT |
Posted: 09 Apr 2015 05:10 AM PDT |
Posted: 09 Apr 2015 05:10 AM PDT |
Published / Preprint: Renewable Energy with Volatile Prices: Why NPV Fails to Tell the Whole Story Posted: 09 Apr 2015 05:10 AM PDT |
Published / Preprint: Real Options in Foreign Investment: A South American Case Study Posted: 09 Apr 2015 05:10 AM PDT |
Vendor News: Fidessa Selected by Fiera Capital for Fixed Income and Derivatives Posted: 09 Apr 2015 05:10 AM PDT |
Blog Post: TheAlephBlog: On Human Fertility, Part 4 Posted: 09 Apr 2015 05:09 AM PDT I write about this every now and then, because human fertility is falling faster then most demographers expect. Using the CIA Factbook for data, the present total fertility rate for the world is 2.425 births per woman that survives childbearing. That is down from 2.45 in 2013, 2.50 in 2011, and 2.90 in 2006. At this rate, the world will be at replacement rate (2.1), somewhere between 2025 and... Visit MoneyScience for the Complete Article. |
Posted: 09 Apr 2015 05:03 AM PDT |
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