MoneyScience News |
- Vendor News: PRESS RELEASE Infosys Board appoints Mr. R. Seshasayee as Non-Executive Chairman of the Board
- Blog Post: TheAlephBlog: Yes, Build the Buffer
- Revisiting why incompetents think they're awesome
- Social signals and algorithmic trading of Bitcoin. (arXiv:1506.01513v1 [cs.SI]) - Quantitative Finance at arXiv's blog - MoneyScience
- Published / Preprint: A system of non-local parabolic PDE and application in option pricing. (arXiv:1506.01467v1 [math.AP])
- Published / Preprint: Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium. (arXiv:1506.01477v1 [q-fin.MF])
- Published / Preprint: Social signals and algorithmic trading of Bitcoin. (arXiv:1506.01513v1 [cs.SI])
- Published / Preprint: Transition from lognormal to chi-square superstatistics for financial time series. (arXiv:1506.01660v1 [q-fin.ST])
- Blog Post: iMFdirect: U.S. Economy Returning to Growth, but Pockets of Vulnerability
- Blog Post: WealthandCapitalMarketsBlog: RegTech: is there an Artificially Intelligent Big Brother watching you?
- Blog Post: ThePracticalQuant: Apache Spark: Powering applications on-premise and in the cloud
| Posted: 05 Jun 2015 03:07 AM PDT Infosys Limited announced that in a meeting held earlier today, the Company’s Board unanimously approved the appointment of Mr. R. Seshasayee as Non-Executive Chairman of the Board with immediate effect. Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Yes, Build the Buffer Posted: 05 Jun 2015 02:19 AM PDT Photo Credit: www.SeniorLiving.Org also Ken Teegardinread more... Visit MoneyScience for the Complete Article.    |
| Revisiting why incompetents think they're awesome Posted: 05 Jun 2015 02:12 AM PDT Revisiting why incompetents think they're awesome http://t.co/9eofiVs49M — moneyscience (@moneyscience) June 5, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jun 2015 02:12 AM PDT Research: Social signals and algorithmic trading of Bitcoin. (arXiv:1506.01513v1 [cs.SI]) http://t.co/MJQncT2lsi — moneyscience (@moneyscience) June 5, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2015 05:37 PM PDT This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model which is known as a semi-Markov modulated GBM model. We study the well-posedness of the problem via a Volterra integral equation of second kind. A probabilistic approach,... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2015 05:37 PM PDT We derive representations of local risk-minimization of call and put options for Barndorff-Nielsen and Shephard models: jump type stochastic volatility models whose squared volatility process is given by a non-Gaussian rnstein-Uhlenbeck process. The general form of Barndorff-Nielsen and Shephard models includes two parameters: volatility risk premium $\beta$ and leverage effect $\rho$.... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2015 05:37 PM PDT The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces of human behavior offer a great potential to drive trading strategies. We contribute to this by providing a consistent approach that integrates various... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2015 05:37 PM PDT Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time scales. It is shown that while chi-square superstatistics works well on a time scale of days, on a much smaller time scale of minutes the price changes are better... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: U.S. Economy Returning to Growth, but Pockets of Vulnerability Posted: 04 Jun 2015 02:20 PM PDT By Christine Lagarde read more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2015 09:27 AM PDT I just came back from sabbatical, it was great, but you knew that already. I’ve come back charged up and with stars in my eyes from what some of my colleagues call a sect, Singularity University. Well true that the founders want to make the world a better place, and that some of them could become god-wannabes when they will have artificial intelligence implanted in their brains and will have... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Apache Spark: Powering applications on-premise and in the cloud Posted: 04 Jun 2015 07:56 AM PDT Subscribe to the O’Reilly Data Show Podcastread more... 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 | |