Friday, July 24, 2015

MoneyScience News

MoneyScience News


50 Articles about Hadoop and Related Topics

Posted: 24 Jul 2015 03:27 AM PDT

50 Articles about Hadoop and Related Topics http://t.co/SPWwbhFMrx — Big Data Science (@analyticbridge) July 24, 2015

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87% of IT professionals say financial hacks are going unreported

Posted: 24 Jul 2015 03:12 AM PDT

MT @SStavrinoudakis: 87% of IT professionals say financial hacks unreported http://t.co/Qmu5xwktK1 via @itgovernance #fraud #infosecurity — D. Geromichalos ScD…

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Do Financial Experts Make Better Investment Decisions? by Andriy Bodnaruk, Andrei Simonov :: SSRN

Posted: 24 Jul 2015 03:12 AM PDT

Interesting! Do Financial Experts Make Better Investment Decisions on their personal portfolios? (spoiler: no) http://t.co/Fv5bIODoFV — Greg B Davies…

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Blog Post: TheAlephBlog: Stock Valuations: Micro and Macro

Posted: 24 Jul 2015 02:26 AM PDT

Photo Credit: winnifredxoxoread more...

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Published / Preprint: 24Jul/Working group to strengthen code of conduct standards and principles in foreign exchange markets has commenced work

Posted: 24 Jul 2015 01:07 AM PDT

Press release about the working group having commenced work to strengthen code of conduct standards and principles in foreign exchange markets, July 2015

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Published / Preprint: Novel and topical business news and their impact on stock market activities. (arXiv:1507.06477v1 [q-fin.ST])

Posted: 23 Jul 2015 05:36 PM PDT

We propose an indicator to measure the degree to which a particular news article is novel, as well as an indicator to measure the degree to which a particular news item attracts attention from investors. The novelty measure is obtained by comparing the extent to which a particular news article is similar to earlier news articles, and an article is regarded as novel if there was no similar article...

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Published / Preprint: Optimum Liquidation Problem Associated with the Poisson Cluster Process. (arXiv:1507.06514v1 [q-fin.TR])

Posted: 23 Jul 2015 05:36 PM PDT

In an illiquid market as a result of a lack of counterparties and uncertainty about asset values, trading of assets is not being secured by the actual value. In this research, we develop an algorithmic trading strategy to deal with the discrete optimal liquidation problem of large order trading with different market microstructures in an illiquid market. In this market, order flow can be viewed...

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Published / Preprint: Presidential Address: Does Finance Benefit Society?

Posted: 23 Jul 2015 10:55 AM PDT

Academics’ view of the benefits of finance vastly exceeds societal perception. This dissonance is at least partly explained by an underappreciation by academia of how, without proper rules, finance can easily degenerate into a rent-seeking activity. I outline what finance academics can do, from a research point of view and from an educational point of view, to promote good finance and minimize...

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Published / Preprint: Change You Can Believe In? Hedge Fund Data Revisions: Erratum

Posted: 23 Jul 2015 10:55 AM PDT

The world’s most charismatic mathematician | Siobhan Roberts

Posted: 23 Jul 2015 08:09 AM PDT

John Horton Conway, "...the most magical mathematician in the world..." http://t.co/GEHNINhL3X — moneyscience (@moneyscience) July 23, 2015

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Oil Warning: The Crash Could Be Worst in More Than 45 Years

Posted: 23 Jul 2015 06:54 AM PDT

Oil Warning: The Crash Could Be Worst in More Than 45 Years - Bloomberg Business http://t.co/Q5g2R1QLV6 — moneyscience (@moneyscience) July 23, 2015

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