MoneyScience News |
- Blog Post: TheAlephBlog: Sixteen Implications of 'The Phases of an Investment Ideaâ
- Phys.Org Mobile: 'Smaller is smarter' in superspreading of influence in social network
- Published / Preprint: 02Jul/Report on the impact and accountability of banking supervision issued by the Basel Committee
- The Rube Goldberg Machine That Mastered Keynesian Economics - Facts So Romantic - Nautilus
- ‘Math Is Fantastic and Beautiful’
- Inside Facebook's Blu-Ray Cold Storage Data Center
- Published / Preprint: The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates. (arXiv:1507.00208v1 [q-fin.PR])
- Published / Preprint: Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting. (arXiv:1507.00244v1 [q-fin.RM])
- Published / Preprint: It\^o's formula for finite variation L\'evy processes: The case of non-smooth functions. (arXiv:1507.00294v1 [q-fin.MF])
- Blog Post: iMFdirect: 'To Lean or Not to Lean?â That is the Question
- The world is defenceless against the next financial crisis, warns BIS
- Big universe, big data, astronomical opportunity
- The Social-Network Illusion That Tricks Your Mind | MIT Technology Review
| Blog Post: TheAlephBlog: Sixteen Implications of 'The Phases of an Investment Ideaâ Posted: 02 Jul 2015 02:56 AM PDT Photo Credit: David Warringtonread more... Visit MoneyScience for the Complete Article.      |
| Phys.Org Mobile: 'Smaller is smarter' in superspreading of influence in social network Posted: 02 Jul 2015 02:26 AM PDT 'Smaller is smarter' in superspreading of influence in social networks http://t.co/SOUpjn2NeK — moneyscience (@moneyscience) July 2, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2015 02:19 AM PDT Press release about the Basel Committee issuing a report on the impact and accountability of banking supervision Visit MoneyScience for the Complete Article.    |
| The Rube Goldberg Machine That Mastered Keynesian Economics - Facts So Romantic - Nautilus Posted: 02 Jul 2015 01:38 AM PDT "The Rube Goldberg Machine That Mastered Keynesian Economics" http://t.co/MVxUryhiLx http://pic.twitter.com/iDQNYeYJEZ — Arthur Charpentier (@freakonometrics)… Visit MoneyScience for the Complete Article.    |
| ‘Math Is Fantastic and Beautiful’ Posted: 02 Jul 2015 01:38 AM PDT "The Dilemma of Math" http://t.co/xZsFnzQ3eK "Is it just a ticket to a good job, or is it the key to unlocking a secret world of beauty?" — Arthur Charpentier… Visit MoneyScience for the Complete Article.    |
| Inside Facebook's Blu-Ray Cold Storage Data Center Posted: 02 Jul 2015 01:24 AM PDT Inside Facebook's Blu-Ray Cold Storage Data Center http://t.co/4jLFuVqvaZ — moneyscience (@moneyscience) July 2, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2015 05:37 PM PDT We introduce here for the first time the long-term swap rate, characterised as the fair rate of an overnight indexed swap with infinitely many exchanges. Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [4], [5], and [25], and the long-term simple rate, considered in [8] as long-term discounting rate. We finally investigate the existence of these... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2015 05:37 PM PDT In this note, we comment on the relevance of elicitability for backtesting risk measure estimates. In particular, we propose the use of Diebold-Mariano tests, and show how they can be implemented for Expected Shortfall (ES), based on the recent result of Fissler and Ziegel (2015) that ES is jointly elicitable with Value at Risk. Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2015 05:36 PM PDT Extending It\^o's formula to non-smooth functions is important both in theory and applications. One of the fairly general extensions of the formula, known as Meyer-It\^o, applies to one dimensional semimartingales and convex functions. There are also satisfactory generalizations of It\^o's formula for diffusion processes where the Meyer-It\^o assumptions are weakened even further.... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: 'To Lean or Not to Lean?â That is the Question Posted: 01 Jul 2015 10:16 AM PDT By Stefan Laseen, Andrea Pescatori, and Jarkko Turunenread more... Visit MoneyScience for the Complete Article.    |
| The world is defenceless against the next financial crisis, warns BIS Posted: 01 Jul 2015 07:15 AM PDT The world is defenseless against the next financial crisis, warns BIS - Telegraph http://t.co/2EwFlMGP3b — moneyscience (@moneyscience) June 28, 2015 Visit MoneyScience for the Complete Article.    |
| Big universe, big data, astronomical opportunity Posted: 01 Jul 2015 07:15 AM PDT Big universe, big data, astronomical opportunity http://t.co/4NKt3PB5Ur — moneyscience (@moneyscience) June 26, 2015 Visit MoneyScience for the Complete Article.    |
| The Social-Network Illusion That Tricks Your Mind | MIT Technology Review Posted: 01 Jul 2015 05:08 AM PDT The Majority Illusion in Social Networks http://t.co/3seBEzKw2J — moneyscience (@moneyscience) July 1, 2015 Visit MoneyScience for the Complete Article.    |
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