Wednesday, July 22, 2015

MoneyScience News

MoneyScience News

Vendor News: July 22, 2015 - SS&C GlobeOp Forward Redemption Indicator: July notifications 2.08%

Posted: 22 Jul 2015 01:07 AM PDT

Blog Post: TheAlephBlog: We Eat Dollar Weighted Returns ' VI

Posted: 22 Jul 2015 12:07 AM PDT

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Published / Preprint: A General Framework for Complex Network Applications. (arXiv:1507.05687v1 [physics.soc-ph])

Posted: 21 Jul 2015 05:37 PM PDT

Complex network theory has been applied to solving practical problems from different domains. In this paper, we present a general framework for complex network applications. The keys of a successful application are a thorough understanding of the real system and a correct mapping of complex network theory to practical problems in the system. Despite of certain limitations discussed in this paper,...

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Published / Preprint: Muckenhoupt's $(A_p)$ condition and the existence of the optimal martingale measure. (arXiv:1507.05865v1 [q-fin.MF])

Posted: 21 Jul 2015 05:37 PM PDT

In the problem of optimal investment with utility function defined on $(0,\infty)$, we formulate sufficient conditions for the dual optimizer to be a uniformly integrable martingale. Our key requirement consists of the existence of a martingale measure whose density process satisfies the probabilistic Muckenhoupt $(A_p)$ condition for the power $p=1/(1-a)$, where $a\in (0,1)$ is a lower...

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At the limit of Moore's law: scientists develop molecule-sized transistors

Posted: 21 Jul 2015 08:26 AM PDT

At the limit of Moore's law: scientists develop molecule-sized transistors. http://t.co/IJjnQav4e9 — moneyscience (@moneyscience) July 21, 2015

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