MoneyScience News |
- Greek Finances. What the Numbers Tell You
- Flash boys jumping bond trading queue
- Blog Post: TheFinancialServicesClub: Why Fintech Banks Will Rule The World
- Published / Preprint: Agent-based model with multi-level herding for complex financial systems. (arXiv:1504.01811v1 [q-fin.GN])
- Published / Preprint: DebtRank: A microscopic foundation for shock propagation. (arXiv:1504.01857v1 [q-fin.RM])
- Blog Post: iMFdirect: Growth Dividend from Stabilizing Fiscal Policies
| Greek Finances. What the Numbers Tell You Posted: 09 Apr 2015 01:46 AM PDT Official estimate for 2015 Greek primary surplus is €5.8 bn. In 2014 the outcome was €1.9 bn. You do the math. http://t.co/sMAA3vj3HE — Banker's Umbrella… Visit MoneyScience for the Complete Article.      |
| Flash boys jumping bond trading queue Posted: 09 Apr 2015 01:46 AM PDT Algorithmic traders invade $42 trillion bond futures market - The Australian Financial Review http://t.co/Z8anLhH6Cb — UltimateBlackbox (@hftblackbox) April 9,… Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Why Fintech Banks Will Rule The World Posted: 09 Apr 2015 12:58 AM PDT Whilst debating whether new fintech startups would eat the banker's lunch yesterday, I stumbled across a really interesting read by Philippe Gelis, co-founder and CEO of FX firm Kantox. It was so good that I asked Philippe if I could put it on the blog and he kindly agreed. Read and enjoy ...read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Apr 2015 05:46 PM PDT In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet understood. Especially, how to produce these two features in one model remains challenging. We introduce a novel interaction mechanism, i.e., the multi-level... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Apr 2015 05:46 PM PDT The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches. Here we formulate a dynamical "microscopic" theory of instability for financial networks by iterating balance sheet identities of individual banks and by assuming a simple rule for the transfer... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Growth Dividend from Stabilizing Fiscal Policies Posted: 08 Apr 2015 09:46 AM PDT By Xavier Debrun read more... Visit MoneyScience for the Complete Article.    |
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