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- Blog Post: TheAlephBlog: Learning from the Past, Part 4
- Blog Post: rob_daly: Bitcoins! Bitcoins! Bitcoins!
- Published / Preprint: Efficient Network Structures with Separable Heterogeneous Connection Costs. (arXiv:1504.06634v1 [q-fin.EC])
- Published / Preprint: Network Structure and Counterparty Credit Risk. (arXiv:1504.06789v1 [q-fin.MF])
- Published / Preprint: The Social Cost of Carbon with Economic and Climate Risks. (arXiv:1504.06909v1 [q-fin.EC])
- Published / Preprint: Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective. (arXiv:1504.07152v1 [q-fin.RM])
- Published / Preprint: Communication Strategies for Low-Latency Trading. (arXiv:1504.07227v1 [cs.IT])
- Vendor News: April 27, 2015 - SS&C Technologies Reports Q1 2015 Results
- Blog Post: iMFdirect: Multi-Track Monetary Policies in Advanced Economies: What This Means for Asia
- Turnover explosion at Shanghai stock exchange has too many zeros for software
- 10 Modern Statistical Concepts Discovered by Data Scientists
- The economic consequences of George Osborne: covering up the austerity mistake
- MoneyScience: MoneyScience's event: MoneyScience Financial Training - Introduction to QuantLib Development with Luigi Ballabio
- Are Traditional Providers Finally Taking the Robos Seriously? - Wealth and Capital Markets Blog's blog - MoneyScience
- Greg B Davies on Twitter
| Blog Post: TheAlephBlog: Learning from the Past, Part 4 Posted: 28 Apr 2015 01:47 AM PDT Photo Credit: Grahamread more... Visit MoneyScience for the Complete Article.      |
| Blog Post: rob_daly: Bitcoins! Bitcoins! Bitcoins! Posted: 27 Apr 2015 08:55 PM PDT Bitcoins! Bitcoins! Bitcoins!read more... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 05:37 PM PDT We introduce a heterogeneous connection model for network formation to capture the effect of cost heterogeneity on the structure of efficient networks. In the proposed model, connection costs are assumed to be separable, which means the total connection cost for each agent is uniquely proportional to its degree. For these sets of networks, we provide the analytical solution for the efficient... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 05:37 PM PDT In this paper we offer a novel type of network model, which is capable of capturing the precise structure of a financial market based, for example, on empirical findings. With the attached stochastic framework it is further possible to study how an arbitrary network structure and its expected counterparty credit risk are analytically related to each other. This allows us, for the first time, to... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 05:37 PM PDT There is great uncertainty about future climate conditions and the appropriate policies for managing interactions between the climate and the economy. We develop a multidimensional computational model to examine how uncertainties and risks in the economic and climate systems affect the social cost of carbon (SCC)---that is, the present value of the marginal damage to economic output caused by... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 05:37 PM PDT Systemic risk in banking systems is a crucial issue that remains to be completely addressed. In our toy model, banks are exposed to two sources of risks, namely, market risk from their investments in assets external to the system and credit risk from their lending in the interbank market. By and large, both risks increase during severe financial turmoil. Under this scenario, the paper shows how... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Communication Strategies for Low-Latency Trading. (arXiv:1504.07227v1 [cs.IT]) Posted: 27 Apr 2015 05:37 PM PDT The possibility of latency arbitrage in financial markets has led to the deployment of high-speed communication links between distant financial centers. These links are noisy and so there is a need for coding. In this paper, we develop a gametheoretic model of trading behavior where two traders compete to capture latency arbitrage opportunities using binary signalling. Different coding schemes... Visit MoneyScience for the Complete Article.    |
| Vendor News: April 27, 2015 - SS&C Technologies Reports Q1 2015 Results Posted: 27 Apr 2015 01:07 PM PDT    |
| Blog Post: iMFdirect: Multi-Track Monetary Policies in Advanced Economies: What This Means for Asia Posted: 27 Apr 2015 07:28 AM PDT By James Daniel and Rachel van Elkanread more... Visit MoneyScience for the Complete Article.    |
| Turnover explosion at Shanghai stock exchange has too many zeros for software Posted: 27 Apr 2015 04:52 AM PDT Turnover explosion at Shanghai stock exchange has too many zeros for software http://t.co/30o5BcUBkJ via @dg_risk — moneyscience (@moneyscience) April 27,… Visit MoneyScience for the Complete Article.    |
| 10 Modern Statistical Concepts Discovered by Data Scientists Posted: 27 Apr 2015 04:52 AM PDT 10 Modern Statistical Concepts Discovered by Data Scientists http://t.co/mnHifYPHxD — Vincent Granville (@analyticbridge) April 27, 2015 Visit MoneyScience for the Complete Article.    |
| The economic consequences of George Osborne: covering up the austerity mistake Posted: 27 Apr 2015 04:52 AM PDT "Austerity led to a cumulative output loss of 5 per cent of GDP, which is about £4,000 per household." Wren-Lewis http://t.co/RBGsYl3R6l — Ann Pettifor… Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 04:52 AM PDT 'Early Bird Discount' ends soon: Introduction to #QuantLib Development with Luigi Ballabio June 29 - July 1 http://t.co/AiBrbx86hP @lballabi — moneyscience… Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 04:52 AM PDT .@Celent_Research - Are Traditional Providers Finally Taking the Robos Seriously? http://t.co/i9UPCKId3A — moneyscience (@moneyscience) April 22, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 27 Apr 2015 04:32 AM PDT A new Institute to Research Philanthropy at the @LSEnews https://t.co/fgqAr5W99V — moneyscience (@moneyscience) April 27, 2015 Visit MoneyScience for the Complete Article.    |
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