Monday, April 27, 2015

MoneyScience News

MoneyScience News

Vendor News: House of Fraser Selects Infosys to Deliver a Strategic Retail Transformation Program

Posted: 27 Apr 2015 03:09 AM PDT

Infosys announced that it has been awarded a multi-year contract by House of Fraser (recently acquired by Sanpower Group China), to transform its multichannel business and IT infrastructure. The agreement was signed in the presence of Mr. Yuan Yafei, Chairman, Sanpower Group, and Dr. Vishal Sikka, Chief Executive Officer, Infosys.

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Blog Post: Luigi.Ballabio: Chapter 7, part 6 of 6: an example of tree-based engine

Posted: 26 Apr 2015 10:36 PM PDT

Published / Preprint: Testing the performance of technical trading rules in the Chinese market. (arXiv:1504.06397v1 [q-fin.TR])

Posted: 26 Apr 2015 05:38 PM PDT

Technical trading rules have a long history of being used by practitioners in financial markets. Their profitable ability and efficiency of technical trading rules are yet controversial. In this paper, we test the performance of more than seven thousands traditional technical trading rules on the Shanghai Securities Composite Index (SSCI) from May 21, 1992 through June 30, 2013 and Shanghai...

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Published / Preprint: Population viewpoint on Hawkes processes. (arXiv:1504.06563v1 [math.PR])

Posted: 26 Apr 2015 05:38 PM PDT

This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally excited patterns. For such processes, we introduce the concept of age pyramid which evolves according to immigration and births. The virtue if this approach that combines an intensity process definition and a branching...

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