Friday, April 10, 2015

MoneyScience News

MoneyScience News


Building big data systems in academia and industry - The Practical Quant's blog - MoneyScience

Posted: 10 Apr 2015 03:13 AM PDT

The Practical #Quant: Building big data systems in academia and industry http://t.co/EGwX81uwtk — moneyscience (@moneyscience) April 10, 2015

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Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering

Posted: 10 Apr 2015 03:13 AM PDT

Book review by Daniel Lathrop in @PhysicsToday on the new edition of Nonlinear Dynamics and Chaos by @stevenstrogatz http://t.co/IDsZasrFRP — Miguel A.F.…

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Post-doctoral researcher in Quantitative Finance job opening in Verona, Italy - INOMICS | Economics Jobs

Posted: 10 Apr 2015 03:13 AM PDT

Post-doctoral researcher in Quantitative Finance job opening in Verona, Italy - INOMICS | Economics Jobs https://t.co/lbcaAV7RxB — Dave Giles (@DEAGiles) April…

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http://www.bis.org/speeches/sp150409_presentation.pdf

Posted: 10 Apr 2015 02:42 AM PDT

MT @OpenRiskNews Is risk management possible when financial instabilities grow ever larger? http://t.co/rbGtordxqI http://ift.tt/1EfKaGN — Arthur Charpentier…

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Stock Market Video - Stockbrokers TV - Barclays Stockbrokers

Posted: 10 Apr 2015 02:42 AM PDT

Barclays' behavioural finance expert @gregbdavies on the simple rules for good investing for #StockbrokersTV http://t.co/6gX5Wo39ZK — BarclaysStockbrokers…

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Blog Post: TheFinancialServicesClub: Things worth reading: 10th April 2015

Posted: 10 Apr 2015 12:17 AM PDT

Things we're reading today include ...read more...

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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...

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Published / Preprint: US stock market interaction network as learned by the Boltzmann Machine. (arXiv:1504.02280v1 [q-fin.ST])

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...

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Published / Preprint: Detrended partial cross-correlation analysis of two time series influenced by common external forces. (arXiv:1504.02435v1 [q-fin.ST])

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...

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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...

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Published / Preprint: A Message from the Editor

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Executive Summaries

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Risk Management by Commodity Trading Firms: The Case of Trafigura

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: How to Strengthen the Regulation of Bank Capital: Theory, Evidence, and A Proposal

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: When One Size Doesn't Fit All: Evolving Directions in the Research and Practice of Enterprise Risk Management

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Evidence of the Value of Enterprise Risk Management

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Here We Go Againâ¦Financial Policies in Volatile Environments: Lessons For and From Energy Firms

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Corporate Hedging of Price Risks: Minimizing Variance or Eliminating LowerâTail Outcomes?

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: A Practical Guide for NonâFinancial Companies When Modeling LongerâTerm Currency and Commodity Exposures

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Renewable Energy with Volatile Prices: Why NPV Fails to Tell the Whole Story

Posted: 09 Apr 2015 05:10 AM PDT



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Published / Preprint: Real Options in Foreign Investment: A South American Case Study

Posted: 09 Apr 2015 05:10 AM PDT



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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...

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Vendor News: April 1, 2015 - SS&C Appoints Samuel D. Eckelmann Vice President, Strategic Development for Institutional Customers

Posted: 09 Apr 2015 05:03 AM PDT