Wednesday, August 12, 2015

MoneyScience News

MoneyScience News


Published / Preprint: Order Selection of Autoregressive Processes using Bridge Criterion. (arXiv:1508.02473v1 [math.ST])

Posted: 11 Aug 2015 05:37 PM PDT

A new criterion is introduced for determining the order of an autoregressive model fit to time series data. The proposed technique is shown to give a consistent and asymptotically efficient order estimation. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information criterion. When the true order of the autoregression is...

Visit MoneyScience for the Complete Article.

Published / Preprint: Game Design and Analysis for Price based Demand Response: An Aggregate Game Approach. (arXiv:1508.02636v1 [q-fin.EC])

Posted: 11 Aug 2015 05:37 PM PDT

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since each electricity user's cost function depends on the aggregate load, which is unknown to the end users, an aggregate load estimator is employed to estimate it. Based on the communication among the users about their estimations on the aggregate load, Nash...

Visit MoneyScience for the Complete Article.

Vendor News: August 11, 2015 - SS&C Announces Favorable Arbitration Decision in Millennium Actions

Posted: 11 Aug 2015 01:07 PM PDT

Why Google is restructuring, why the name Alphabet and how it affects you

Posted: 11 Aug 2015 06:21 AM PDT

The Corporate Finance behind the Google Restructure is interesting. How common is this approach? http://t.co/wc7vmSHecG — moneyscience (@moneyscience) August…

Visit MoneyScience for the Complete Article.

MoneyScience: MoneyScience's event: MoneyScience Financial Training - Introduction to QuantLib Development with Luigi Ballabio

Posted: 11 Aug 2015 06:21 AM PDT

Introduction to #QuantLib training with @lballabio,19-21 Oct, London http://t.co/LcKnjwWpKz #quant #finance #training — moneyscience (@moneyscience) August 11,…

Visit MoneyScience for the Complete Article.

The Next Revolution in our Credit-Driven Economy: The Advent of Financial Technology - MoneyScience

Posted: 11 Aug 2015 06:21 AM PDT

New book! The Next Revolution in our Credit-Driven Economy: The Advent of Financial Technology http://t.co/NaMFXOSdJ5 via @wiley_finance — moneyscience…

Visit MoneyScience for the Complete Article.

Inside Facebook’s Quest for Software That Understands You | MIT Technology Review

Posted: 11 Aug 2015 06:21 AM PDT

A reincarnation of one of the oldest ideas in AI could finally make it possible to truly converse with computers. http://t.co/53pPbnycXe — moneyscience…

Visit MoneyScience for the Complete Article.

Tom Hayes, the Libor-rigging scandal's 'ringmaster'

Posted: 11 Aug 2015 06:21 AM PDT

Profile: Tom Hayes, the Libor-rigging scandal's 'ringmaster' http://t.co/7XJzilhVOv — moneyscience (@moneyscience) August 4, 2015

Visit MoneyScience for the Complete Article.