MoneyScience News |
- Poorest graduates 'will owe £53,000' after grants cut - BBC News
- We Know the Answer! - Cosmic Variance
- The half-life of happiness | VOX, CEPR’s Policy Portal
- Traders' hormones 'increase risky behaviour' - BBC News
- Student Loan Debt Is Not Just For The Young
- Vendor News: Infosys Innovation Fund Invests in ANSR Consulting, a Global In-house Center consulting pioneer
- Published / Preprint: Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (arXiv:1507.05203v1 [q-fin.GN])
- Published / Preprint: Multivariate Shortfall Risk Allocation. (arXiv:1507.05351v1 [q-fin.RM])
- Published / Preprint: The time scales of the aggregate learning and sorting in market entry games with large number of players. (arXiv:1507.05376v1 [math.AP])
- Published / Preprint: Endogenous Derivation and Forecast of Lifetime PDs. (arXiv:1507.05415v1 [q-fin.RM])
- Blog Post: iMFdirect: The Key to Raising Business Investment: Keep Pushing the Accelerator
- http://t.co/oMjRixK4Y9
- Published / Preprint: Editorial
- Published / Preprint: A generalization of Gray and Whaleyâs reset option
- Published / Preprint: Pricing discrete double barrier options with a numerical method
- Published / Preprint: Evaluating the performance of hedge funds using two-stage peer group benchmarks
- The Freakish Year in Broken Climate Records
- Implementing QuantLib: MoneyScience Hangout available on YouTube
| Poorest graduates 'will owe £53,000' after grants cut - BBC News Posted: 21 Jul 2015 02:38 AM PDT On the theme of student debt, poorest graduates in the UK 'will owe £53,000' after yesterday's grants cut. http://t.co/UqT9iqpf2b — moneyscience… Visit MoneyScience for the Complete Article.      |
| We Know the Answer! - Cosmic Variance Posted: 21 Jul 2015 01:03 AM PDT "We Know the Answer!" http://t.co/lkNwCqET3x using "we" and "I" in academic litterature — Arthur Charpentier (@freakonometrics) July 21, 2015 Visit MoneyScience for the Complete Article.    |
| The half-life of happiness | VOX, CEPR’s Policy Portal Posted: 21 Jul 2015 01:03 AM PDT The half-life of happiness - http://t.co/qd9r71lv3r https://t.co/Zi2M1HYhGN — moneyscience (@moneyscience) July 21, 2015 Visit MoneyScience for the Complete Article.    |
| Traders' hormones 'increase risky behaviour' - BBC News Posted: 21 Jul 2015 01:03 AM PDT Traders' hormones 'increase risky behaviour http://t.co/HqP19nLMMn via @EurexGroup @bbc — D. Geromichalos ScD (@dg_risk) July 20, 2015 Visit MoneyScience for the Complete Article.    |
| Student Loan Debt Is Not Just For The Young Posted: 21 Jul 2015 12:47 AM PDT The class of 2015 is the most indebted class in American history http://t.co/9biU7xfmov — moneyscience (@moneyscience) July 21, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 21 Jul 2015 12:17 AM PDT Infosys (NYSE: INFY), a global leader in consulting, technology, outsourcing and next-generation services, today announced a definitive agreement for an investment in ANSR Consulting to acquire a minority stake. Visit MoneyScience for the Complete Article.    |
| Posted: 20 Jul 2015 05:36 PM PDT We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive macroscopic equations based on the microscopic herding interactions of agents and find that they are able to reproduce various stylized facts of different... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Multivariate Shortfall Risk Allocation. (arXiv:1507.05351v1 [q-fin.RM]) Posted: 20 Jul 2015 05:36 PM PDT The ongoing concern about systemic risk since the outburst of the global financial crisis has highlighted the need for risk measures at the level of sets of interconnected financial components, such as portfolios, institutions or members of clearinghouses. The two main issues in systemic risk are the computation of an overall reserve level and its allocation to the different components of the... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Jul 2015 05:36 PM PDT We consider the dynamics of player's strategies in repeated market games, where the selection of strategies is determined by a learning model. Prior theoretical analysis and experimental data show that after large number of plays the average number of agents who decide to enter, per round of the game, approaches the market capacity and, after a longer wait, agents are being sorted into two... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Jul 2015 05:36 PM PDT This paper proposes a simple technical approach for the derivation of future (forward) point-in-time PD forecasts, with minimal data requirements. The inputs required are the current and future through-the-cycle PDs of the obligors, their last known default rates, and a measure for the systematic dependence of the obligors. Technically, the forecasts are made from within a classical asset-based... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: The Key to Raising Business Investment: Keep Pushing the Accelerator Posted: 20 Jul 2015 10:26 AM PDT  By David Lipton read more... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Jul 2015 09:57 AM PDT Real data scientists have a rare hybrid of skill sets: Here's what to look for http://t.co/oMjRixK4Y9 — moneyscience (@moneyscience) July 20, 2015 Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Editorial Posted: 20 Jul 2015 05:45 AM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A generalization of Gray and Whaleyâs reset option Posted: 20 Jul 2015 05:45 AM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Pricing discrete double barrier options with a numerical method Posted: 20 Jul 2015 05:45 AM PDT Visit MoneyScience for the Complete Article.    |
| Posted: 20 Jul 2015 05:45 AM PDT Visit MoneyScience for the Complete Article.    |
| The Freakish Year in Broken Climate Records Posted: 20 Jul 2015 04:40 AM PDT "The State of the Climate report is out and it's ugly" http://t.co/gNZMOTnX2z Freakish Year in Broken Climate Records http://pic.twitter.com/ba4pYxqBOg —… Visit MoneyScience for the Complete Article.    |
| Implementing QuantLib: MoneyScience Hangout available on YouTube Posted: 20 Jul 2015 04:09 AM PDT Blogged on Implementing #QuantLib: @MoneyScience Hangout available. http://t.co/WbUbiqqAuT — Luigi Ballabio ن (@lballabio) July 20, 2015 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 | |