Wednesday, May 13, 2015

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: Possible Investment Contest

Posted: 13 May 2015 01:30 AM PDT

Photo Credit: Maryland GovPicsread more...

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Vendor News: May 13, 2015 - SS&C GlobeOp Hedge Fund Performance Index: April performance 0.34%; Capital Movement Index: May net flows advance 0.92%

Posted: 13 May 2015 01:08 AM PDT

Published / Preprint: On the Exact Simulation of (Jump) Diffusion Bridges. (arXiv:1505.03030v1 [stat.ME])

Posted: 12 May 2015 05:37 PM PDT

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of recent work developing a mathematical framework for simulating finite dimensional sample path skeletons (which flexibly characterise the entirety of sample...

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Blog Post: iMFdirect: Commodity Blues: Corporate Investment in Latin America

Posted: 12 May 2015 08:47 AM PDT

By Nicolás Magud read more...

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Blog Post: ThePracticalQuant: Israel conference on Big Data, Analytics and Machine Learning

Posted: 12 May 2015 07:57 AM PDT

I wrote a short recap of my experience attending and speaking at the first Big Data, Analytics and Machine Learning (Israel Innovation) conference - you can find it here.

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Published / Preprint: 12May/BIS, ECB and IMF publish the Handbook on Securities Statistics

Posted: 12 May 2015 07:06 AM PDT

The Bank for International Settlements (BIS), the European Central Bank (ECB) and the International Monetary Fund (IMF) today jointly released the Handbook on Securities Statistics.

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