MoneyScience News |
- Blog Post: WealthandCapitalMarketsBlog: Is the Saudi Arabian equity market the last emerging market frontier?
- Published / Preprint: Efficient approximate Bayesian inference for models with intractable likelihoods. (arXiv:1506.06975v1 [stat.CO])
- Published / Preprint: Intrinsic Storage Valuation by Variational Analysis. (arXiv:1506.06979v1 [math.OC])
- Published / Preprint: Market shape formation, statistical equilibrium and neutral evolution theory. (arXiv:1506.07163v1 [q-fin.MF])
| Posted: 23 Jun 2015 07:27 PM PDT The Saudi Arabian equity market, the Tadawul, has recently begun the process of easing access for foreign investors. A late entrant on the global equity scene, the market itself is not something to be scoffed at, being larger than the likes of the Mexican, Russian, and Indonesian equity markets in terms of market capitalization. And this is without the Saudi oil firms, which are state-owned.... Visit MoneyScience for the Complete Article.      |
| Posted: 23 Jun 2015 05:38 PM PDT We consider the problem of approximate Bayesian parameter inference in nonlinear state space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is an approach to approximate the likelihood in this type of models. However, such approximations can be noisy and computationally costly which hinders efficient implementations using standard... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Jun 2015 05:38 PM PDT The mathematical problem concerning intrinsic storage optimisation is formulated and solved by means of variational analysis. The solution, though obtained in implicit form, still sheds light on many important features of the optimal exercise strategy. It is shown how the solution depends on different constraint types including carry cost and cycle constraint. Additionally, the relationship... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Jun 2015 05:38 PM PDT Mathematical methods of population genetics and framework of exchangeability provide a Markov chain model for analysis and interpretation of stochastic behaviour of equity markets, explaining, in particular, market shape formation, statistical equilibrium and temporal stability of market weights. Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 1600 Amphitheatre Parkway, Mountain View, CA 94043, United States | |