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- How Blockchain Tech is Inspiring the Art World
- High Labor Costs Complicate HSBC's Asset Sale in Brazil
- Published / Preprint: Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity. (arXiv:1505.04459v1 [math.PR])
- Published / Preprint: Remarks on equality of two distributions under some partial orders. (arXiv:1505.04485v1 [q-fin.RM])
- Published / Preprint: On the Failures of Bonus Plans. (arXiv:1505.04587v1 [q-fin.EC])
- Published / Preprint: The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model. (arXiv:1505.04593v1 [q-fin.RM])
- Published / Preprint: Chebyshev Interpolation for Parametric Option Pricing. (arXiv:1505.04648v1 [q-fin.CP])
- Published / Preprint: Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk+. (arXiv:1505.04757v1 [q-fin.RM])
- Nobel Winner’s Math Is Showing S&P 500 Unhinged From Reality
- Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing - MoneyScience's blog - MoneyScience
- Sentiment Classification and Opinion Mining Using News Wires and Micro Blogs (Twitter)
- Blog Post: iMFdirect: Act Local, Solve Global: The $5.3 Trillion Energy Subsidy Problem
- Blog Post: WealthandCapitalMarketsBlog: Emerging solutions in AML technology
- Vendor News: Infosys Becomes the First Indian Company to Join RE100 Renewable Energy Campaign
| Posted: 19 May 2015 03:51 AM PDT Alan Turing's "The Applications of Probability to Cryptography" notes have entered the public domain & now on Arxiv. http://t.co/dBg6RMTJ3F — Frederic Jacobs… Visit MoneyScience for the Complete Article.      |
| How Blockchain Tech is Inspiring the Art World Posted: 19 May 2015 03:09 AM PDT How Blockchain Tech is Inspiring the Art World http://t.co/8lJV64Io2k — Bitcoin (@Bitcoin) May 19, 2015 Visit MoneyScience for the Complete Article.    |
| High Labor Costs Complicate HSBC's Asset Sale in Brazil Posted: 19 May 2015 01:44 AM PDT HSBC's planned sale of loss making Brazil unit stymied by labour laws and dental hygiene memos http://t.co/Kw0rRWfDn5 — Ian Fraser (@Ian_Fraser) May 19, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2015 05:37 PM PDT In this article, we consider a Markov process X, starting from x and solving a stochastic differential equation, which is driven by a Brownian motion and an independent pure jump component exhibiting state-dependent jump intensity and infinite jump activity. A second order expansion is derived for the tail probability P[X(t)>x+y] in small time t, for y>0. As an application of this expansion... Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2015 05:37 PM PDT In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On the Failures of Bonus Plans. (arXiv:1505.04587v1 [q-fin.EC]) Posted: 18 May 2015 05:37 PM PDT A decision maker (DM) has some funds invested through two investment firms. She wishes to allocate additional funds according to the firms' earnings. The DM, on the one hand, tries to maximize the total expected earnings, while the firms, on the other hand, try to maximize the overall expected funds they manage. In this paper we prove that, for every market, the DM has an optimal bonus policy... Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2015 05:37 PM PDT This work presents a theoretical and empirical evaluation of Anderson-Darling test when the sample size is limited. The test can be applied in order to backtest the risk factors dynamics in the context of Counterparty Credit Risk modelling. We show the limits of such test when backtesting the distributions of an interest rate model over long time horizons and we propose a modified version of the... Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2015 05:37 PM PDT Function approximation with Chebyshev polynomials is a well-established and thoroughly investigated method within the field of numerical analysis. The method enjoys attractive convergence properties and its implementation is straightforward. We propose to apply tensorized Chebyshev interpolation to computing Parametric Option Prices (POP). This allows us to exploit the recurrent nature of the... Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2015 05:37 PM PDT Using an extended version of the credit risk model CreditRisk$^+$, we develop a flexible framework to estimate stochastic life tables and to model credit, life insurance and annuity portfolios, including actuarial reserves. Deaths are driven by common stochastic risk factors which may be interpreted as death causes like neoplasms, circulatory diseases or idiosyncratic components. Our approach... Visit MoneyScience for the Complete Article.    |
| Nobel Winner’s Math Is Showing S&P 500 Unhinged From Reality Posted: 18 May 2015 08:32 AM PDT Nobel Winner's Math Is Showing S&P 500 Unhinged From Reality - Bloomberg Business http://t.co/n9kI4YiQWA — moneyscience (@moneyscience) May 18, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2015 08:32 AM PDT Victor Ricciardi talks about his book Investor Behavior - MoneyScience's blog - MoneyScience http://t.co/7wSZLLQNWY @moneyscience — Behavioral Finance… Visit MoneyScience for the Complete Article.    |
| Sentiment Classification and Opinion Mining Using News Wires and Micro Blogs (Twitter) Posted: 18 May 2015 08:32 AM PDT Event - Sentiment Classification & Opinion Mining Using News Wires & Micro Blogs, 17 July, London http://t.co/XmDl5h4n1N @UNICOMSeminars — moneyscience… Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Act Local, Solve Global: The $5.3 Trillion Energy Subsidy Problem Posted: 18 May 2015 06:37 AM PDT By Benedict Clements and Vitor Gasparread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Emerging solutions in AML technology Posted: 18 May 2015 06:16 AM PDT Numerous forces of change, not least economic and regulatory changes, are having profound effects on anti-money laundering (AML) culture and technology practices at banks and other financial institutions. Faced with pressures from growing compliance requirements and cutting costs, they are seeking to use technology to increase efficiency and free up resources. Furthermore, the need to ensure... Visit MoneyScience for the Complete Article.    |
| Vendor News: Infosys Becomes the First Indian Company to Join RE100 Renewable Energy Campaign Posted: 18 May 2015 05:07 AM PDT The Climate Group today announced that Infosys, one of India’s largest Information Technology corporations, has become the first Indian company to join RE100, a global platform for major companies committed to 100% renewable power. Visit MoneyScience for the Complete Article.    |
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