Friday, August 14, 2015

MoneyScience News

MoneyScience News


Published / Preprint: The strong predictable representation property in initially enlarged filtrations. (arXiv:1508.03282v1 [math.PR])

Posted: 13 Aug 2015 05:36 PM PDT

We provide a general account of the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as the classical density hypothesis of Jacod (1985) holds. This generalizes the existing martingale representation results and does not...

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Blog Post: ThePracticalQuant: Pattern recognition and sports data

Posted: 13 Aug 2015 07:46 AM PDT

[A version of this article appears on the O'Reilly Radar.]One of my favorite books from the last few years is David Epstein̢۪s engaging tour through sports science using examples and stories from a wide variety of athletic endeavors. Epstein draws on examples from individual sports (including track and field, winter sports) and major U.S. team sports (baseball, basketball, and American...

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Vendor News: August 13, 2015 - SS&C Sees Growth Following Acquisition of DST Global Solutions

Posted: 13 Aug 2015 06:00 AM PDT

Why China Devalued the Yuan

Posted: 13 Aug 2015 05:29 AM PDT

There are two main theories for why China devalued its currency. http://t.co/DTzZUWoyel via @endacurran — Joseph Weisenthal (@TheStalwart) August 13, 2015

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