MoneyScience News |
- Blog Post: TheAlephBlog: Volume Is Usually Low At Turning Points
- The UK's 100 most powerful economists
- 10 Machine Learning Terms Explained in Simple English
- Fog Computing
- Warren Buffett and Elon Musk are about to make one periodic element the hottest commodity in the world
- Published / Preprint: A risk analysis for a system stabilized by a central agent. (arXiv:1507.08333v1 [q-fin.MF])
- How Does Cognitive Computing Relate To Analytics? (IT Best Kept Secret Is Optimization)
- Blog Post: ThePracticalQuant: Understanding neural function and virtual reality
- Vendor News: July 30, 2015 - Cheevers and Company Goes Live on SS&C's MarketTrader
- Published / Preprint: Detect & Describe: Deep learning of bank stress in the news. (arXiv:1507.07870v1 [q-fin.CP])
- Boeing patents laser-powered fusion-fission jet engine (that’s truly impossible)
- China's stock market remains jittery after greatest losses since 2007
- Genes influence academic ability across all subjects, latest study shows
- Amazon stock surge makes CEO Jeff Bezos $7bn richer in 45 minutes
- Vendor News: Fidessa enhances equities trading platform
- Why did HSBC shut down bank accounts? - BBC News
- Published / Preprint: How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program. (arXiv:1507.07052v1 [q-fin.TR])
- Published / Preprint: Forecasting Leading Death Causes in Australia using Extended CreditRisk$+$. (arXiv:1507.07162v1 [q-fin.CP])
- Published / Preprint: Quantitative Structuring vs the Equity Premium Puzzle. (arXiv:1507.07214v1 [q-fin.GN])
- Published / Preprint: Model Risk Analysis via Investment Structuring. (arXiv:1507.07216v1 [q-fin.GN])
- Published / Preprint: Why Quantitative Structuring?. (arXiv:1507.07219v1 [q-fin.GN])
- Published / Preprint: Dynamic Model of Markets of Homogenous Non-Durable. (arXiv:1109.5791v2 [stat.AP] UPDATED)
- Blog Post: Luigi.Ballabio: Chapter 8, part 4 of n: step conditions
- Published / Preprint: Continuous-Time Mean-Variance Portfolio Selection with Constraints on Wealth and Portfolio. (arXiv:1507.06850v1 [q-fin.PM])
- Published / Preprint: 24Jul/Working group to strengthen code of conduct standards and principles in foreign exchange markets has commenced work
- Published / Preprint: Novel and topical business news and their impact on stock market activities. (arXiv:1507.06477v1 [q-fin.ST])
- Published / Preprint: Optimum Liquidation Problem Associated with the Poisson Cluster Process. (arXiv:1507.06514v1 [q-fin.TR])
- Published / Preprint: Presidential Address: Does Finance Benefit Society?
- Published / Preprint: Change You Can Believe In? Hedge Fund Data Revisions: Erratum
- Published / Preprint: 23Jul/Final criteria for identifying "simple, transparent and comparable" securitisations issued by the Basel Committee and IOSCO
| Blog Post: TheAlephBlog: Volume Is Usually Low At Turning Points Posted: 01 Aug 2015 12:56 AM PDT Photo Credit: Gianniread more... Visit MoneyScience for the Complete Article.      |
| The UK's 100 most powerful economists Posted: 31 Jul 2015 03:38 AM PDT These are the 100 most powerful economists in the UK https://t.co/3KQGBCTk48 — John Ashcroft (@jkaonline) July 31, 2015 Visit MoneyScience for the Complete Article.    |
| 10 Machine Learning Terms Explained in Simple English Posted: 31 Jul 2015 03:38 AM PDT 10 Machine Learning Terms Explained in Simple English http://t.co/kK9UDkIct8 — Markus Sagebiel (@msgbi) July 31, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 31 Jul 2015 03:19 AM PDT Fog computing http://t.co/s83PlKJL2u #iot #cloud — Jean-François Puget (@JFPuget) July 30, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 31 Jul 2015 03:04 AM PDT The market for Lithium is hotting up. http://t.co/pNx5FG6e9o — moneyscience (@moneyscience) July 31, 2015 Visit MoneyScience for the Complete Article.    |
| Posted: 30 Jul 2015 05:37 PM PDT We formulate and analyze a multi-agent model for the evolution of individual and systemic risk in which the local agents interact with each other through a central agent who, in turn, is influenced by the mean field of the local agents. The central agent is stabilized by a bistable potential, the only stabilizing force in the system. The local agents derive their stability only from the central... Visit MoneyScience for the Complete Article.    |
| How Does Cognitive Computing Relate To Analytics? (IT Best Kept Secret Is Optimization) Posted: 30 Jul 2015 08:11 AM PDT How does cognitive computing relate to analytics? https://t.co/rY0Bu6nFle … #analytics #cognitivecomputing #IBMWatson http://pic.twitter.com/lBzpa7OVdc —… Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Understanding neural function and virtual reality Posted: 30 Jul 2015 06:36 AM PDT Subscribe to the O’Reilly Data Show Podcastread more... Visit MoneyScience for the Complete Article.    |
| Vendor News: July 30, 2015 - Cheevers and Company Goes Live on SS&C's MarketTrader Posted: 30 Jul 2015 06:01 AM PDT    |
| Posted: 28 Jul 2015 05:37 PM PDT News is a pertinent source of information on financial risks and stress factors, which nevertheless is challenging to harness due to the sparse and unstructured nature of natural text. We propose an approach based on distributional semantics and deep learning with neural networks to model and link text to a scarce set of bank distress events. Through unsupervised training, we learn semantic... Visit MoneyScience for the Complete Article.    |
| Boeing patents laser-powered fusion-fission jet engine (that’s truly impossible) Posted: 28 Jul 2015 03:51 AM PDT Patenting the impossible: The case of the laser-powered fusion-fission jet engine http://t.co/CiZ7cnP7mw — moneyscience (@moneyscience) July 28, 2015 Visit MoneyScience for the Complete Article.    |
| China's stock market remains jittery after greatest losses since 2007 Posted: 28 Jul 2015 03:51 AM PDT On Monday stocks I'm China suffered their greatest losses since 2007. http://t.co/yDXhPkzvVC — moneyscience (@moneyscience) July 28, 2015 Visit MoneyScience for the Complete Article.    |
| Genes influence academic ability across all subjects, latest study shows Posted: 28 Jul 2015 03:51 AM PDT Genes influence academic ability across all subjects, latest study shows http://t.co/Vdp7KmnTNg — moneyscience (@moneyscience) July 24, 2015 Visit MoneyScience for the Complete Article.    |
| Amazon stock surge makes CEO Jeff Bezos $7bn richer in 45 minutes Posted: 28 Jul 2015 03:51 AM PDT Amazon stock surge makes CEO Jeff Bezos $7bn richer in 45 minutes http://t.co/vOBCpsu6Vt — moneyscience (@moneyscience) July 24, 2015 Visit MoneyScience for the Complete Article.    |
| Vendor News: Fidessa enhances equities trading platform Posted: 28 Jul 2015 01:08 AM PDT    |
| Why did HSBC shut down bank accounts? - BBC News Posted: 28 Jul 2015 12:53 AM PDT Last year #HSBC closed bank accounts of several prominent British Muslims. Here's how the decision was made. http://t.co/1LgboCFd0q — moneyscience… Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2015 05:37 PM PDT The tick value is a crucial component of market design and is often considered the most suitable tool to mitigate the effects of high frequency trading. The goal of this paper is to demonstrate that the approach introduced in Dayri and Rosenbaum (2015) allows for an ex ante assessment of the consequences of a tick value change on the microstructure of an asset. To that purpose, we analyze the... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2015 05:37 PM PDT Recently we developed a new framework in Hirz et al (2015) to model stochastic mortality using extended CreditRisk$^+$ methodology which is very different from traditional time series methods used for mortality modelling previously. In this framework, deaths are driven by common latent stochastic risk factors which may be interpreted as death causes like neoplasms, circulatory diseases or... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2015 05:37 PM PDT Quantitative Structuring is a rational framework for manufacturing financial products. It shares many of its components with mainstream economics. The Equity Premium Puzzle is a well known quantitative challenge which has been defying mainstream economics for the last 30 years. Does Quantitative Structuring face a similar challenge? We find Quantitative Structuring to be in remarkable harmony... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2015 05:37 PM PDT "What are the origins of risks?" and "How material are they?" -- these are the two most fundamental questions of any risk analysis. Quantitative Structuring -- a technology for building financial products -- provides economically meaningful answers for both of these questions. It does so by considering risk as an investment opportunity. The structure of the investment reveals the precise sources... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Why Quantitative Structuring?. (arXiv:1507.07219v1 [q-fin.GN]) Posted: 27 Jul 2015 05:37 PM PDT Look at the quality-driven success of manufactured goods. Wouldn't it be great if the quality of financial products became just as apparent? A positive answer to this question leads us to Quantitative Structuring -- a technology of manufacturing financial products. This paper is a fast introduction into Quantitative Structuring. More detailed discussions are presented as a set of appendices.... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2015 05:37 PM PDT A new microeconomic model is presented that aims at a description of the long-term unit sales and price evolution of homogeneous non-durable goods in polypoly markets. It merges the product lifecycle approach with the price dispersion dynamics of homogeneous goods. The model predicts a minimum critical lifetime of non-durables in order to survive. Under the condition that the supply side of the... Visit MoneyScience for the Complete Article.    |
| Blog Post: Luigi.Ballabio: Chapter 8, part 4 of n: step conditions Posted: 26 Jul 2015 10:36 PM PDT    |
| Posted: 26 Jul 2015 05:38 PM PDT We consider continuous-time mean-variance portfolio selection with bankruptcy prohibition under convex cone portfolio constraints. This is a long-standing and difficult problem not only because of its theoretical significance, but also for its practical importance. First of all, we transform the above problem into an equivalent mean-variance problem with bankruptcy prohibition without portfolio... Visit MoneyScience for the Complete Article.    |
| 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 Visit MoneyScience for the Complete Article.    |
| 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... Visit MoneyScience for the Complete Article.    |
| 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... Visit MoneyScience for the Complete Article.    |
| 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... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Change You Can Believe In? Hedge Fund Data Revisions: Erratum Posted: 23 Jul 2015 10:55 AM PDT    |
| Posted: 23 Jul 2015 02:06 AM PDT Press release about the Basel Committee on Banking Supervision and the International Organization of Securities Commissions (IOSCO) issuing final criteria for identifying "simple, transparent and comparable" securitisations 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 | |