MoneyScience News |
- Zimbabwe Officially Removes Local Currency From Circulation
- Published / Preprint: 12Jun/Basel Committee announces Chile as host of the 2016 International Conference of Banking Supervisors
- Published / Preprint: Copula based hierarchical risk aggregation - Tree dependent sampling and the space of mild tree dependence. (arXiv:1506.03564v1 [q-fin.RM])
- Published / Preprint: How log-normal is your country? An analysis of the statistical distribution of the exported volumes of products. (arXiv:1506.03597v1 [q-fin.EC])
- Published / Preprint: Convergence of Estimated Option Price in a Regime switching Market. (arXiv:1506.03621v1 [q-fin.PR])
- Published / Preprint: Markets, herding and response to external information. (arXiv:1506.03708v1 [q-fin.GN])
- Published / Preprint: From Walras' auctioneer to continuous time double auctions: A general dynamic theory of supply and demand. (arXiv:1506.03758v1 [q-fin.TR])
- Blog Post: iMFdirect: Financing for Sustainable Development: Money and the Right Policies
- What is code? If you don't know, you need to read this:
- https://t.co/O4vZWlBigK
- The evolutionary advantage of cooperation. (arXiv:1506.03414v1 [nlin.AO]) - Quantitative Finance at arXiv's blog - MoneyScience
- Why econometrics teaching needs an overhaul
- Published / Preprint: 11Jun/Implementation monitoring of the PFMIs: Second update to Level 1 assessment report
| Zimbabwe Officially Removes Local Currency From Circulation Posted: 12 Jun 2015 03:00 AM PDT 175 Quadrillion Zimbabwean Dollars Are Now Worth $5 http://t.co/6xPiq0IgXa — Joseph Weisenthal (@TheStalwart) June 12, 2015 Visit MoneyScience for the Complete Article.      |
| Posted: 12 Jun 2015 01:57 AM PDT Press release about the Basel Committee announcing Chile as host of the 2016 International Conference of Banking Supervisors (12 June 2015) Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 05:38 PM PDT The ability to adequately model risks is crucial for insurance companies. The method of "Copula-based hierarchical risk aggregation" by Arbenz et al. offers a flexible way in doing so and has attracted much attention recently. We briefly introduce the aggregation tree model as well as the sampling algorithm proposed by they authors. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 05:38 PM PDT We have considered the statistical distributions of the volumes of the different products exported by 148 countries. We have found that the form of these distributions is not unique but heavily depends on the level of development of the nation, as expressed by macroeconomic indicators like GDP, GDP per capita, total export and a recently introduced measure for countries' economic complexity... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 05:38 PM PDT In an observed generalized semi-Markov regime, estimation of transition rate of regime switching leads towards calculation of locally risk minimizing option price. Despite the uniform convergence of estimated step function of transition rate, to meet the existence of classical solution of the modified price equation, the estimator is approximated in the class of smooth functions and furthermore,... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 05:38 PM PDT We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by an external dynamic signal of information. This signal can be interpreted as a time-varying advertising, public perception or rumor, in favor or against one... Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 05:38 PM PDT In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial ingredient is absent of the theory, namely transactions themselves. What happens after they occur? To answer the question, we develop a dynamic theory for... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Financing for Sustainable Development: Money and the Right Policies Posted: 11 Jun 2015 07:57 AM PDT By Min Zhu and Sarwat Jahanread more... Visit MoneyScience for the Complete Article.    |
| What is code? If you don't know, you need to read this: Posted: 11 Jun 2015 06:12 AM PDT What is code? If you don't know, you need to read this (take your time): http://t.co/svZ18VUsB8 — Reto Gregori (@RetoGregori) June 11, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 06:12 AM PDT Misbehaving at the LSE: Richard Thaler and Paul Dolan https://t.co/O4vZWlBigK — Greg B Davies (@GregBDavies) June 11, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 06:12 AM PDT Research: The evolutionary advantage of cooperation. (arXiv:1506.03414v1 [nlin.AO]) http://t.co/ymnerq2HMn — moneyscience (@moneyscience) June 11, 2015 Visit MoneyScience for the Complete Article.    |
| Why econometrics teaching needs an overhaul Posted: 11 Jun 2015 06:12 AM PDT Why #econometrics teaching needs an overhaul https://t.co/HTJkTu0Vyl via @freakonometrics — D. Geromichalos ScD (@dg_risk) June 10, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 11 Jun 2015 06:06 AM PDT Press release about CPMI and IOSCO implementing monitoring for the PFMIs: second update to Level 1 assessment report (11 June 2015) Visit MoneyScience for the Complete Article.    |
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