Thursday, August 27, 2015

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: When to Deploy Capital

Posted: 27 Aug 2015 02:48 AM PDT

Photo Credit: edkohler || Buy Now and smile!read more...

Visit MoneyScience for the Complete Article.

The stock bubble is bursting, not correcting

Posted: 27 Aug 2015 02:16 AM PDT

The stock bubble bursting, not correcting http://t.co/QIIQ1kidrd — moneyscience (@moneyscience) August 27, 2015

Visit MoneyScience for the Complete Article.

Published / Preprint: Choice of Collateral Currency Updated-A market model for the benchmark pricing-. (arXiv:1508.06339v1 [q-fin.PR])

Posted: 26 Aug 2015 05:37 PM PDT

Collateralization with daily margining and the so-called OIS-discounting have become a new standard in the post-crisis financial market. Although there appeared a large amount of literature to deal with a so-called multi-curve framework, a complete picture for a multi-currency setup with currency funding spreads, which are necessary to explain non-zero cross currency basis, can be rarely found...

Visit MoneyScience for the Complete Article.

Published / Preprint: A white noise approach to insider trading. (arXiv:1508.06376v1 [q-fin.PM])

Posted: 26 Aug 2015 05:36 PM PDT

We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.

Visit MoneyScience for the Complete Article.

Published / Preprint: Financial Market Modeling with Quantum Neural Networks. (arXiv:1508.06586v1 [q-fin.CP])

Posted: 26 Aug 2015 05:36 PM PDT

Econophysics has developed as a research field that applies the formalism of Statistical Mechanics and Quantum Mechanics to address Economics and Finance problems. The branch of Econophysics that applies of Quantum Theory to Economics and Finance is called Quantum Econophysics. In Finance, Quantum Econophysics' contributions have ranged from option pricing to market dynamics modeling, behavioral...

Visit MoneyScience for the Complete Article.

Hong Kong Dollar Options Suggest Peg Is Most at Risk in a Decade

Posted: 26 Aug 2015 04:16 AM PDT

There's been a big surge in betting that Hong Kong's peg will break http://t.co/hvRgejzmYQ via @fion_li — Joseph Weisenthal (@TheStalwart) August 26, 2015

Visit MoneyScience for the Complete Article.

Does Blockchain technology work? - BBC News

Posted: 26 Aug 2015 02:57 AM PDT

Does #Blockchain technology work? - BBC News http://t.co/RtOrbvcC5u via @Bitcoin — D. Geromichalos ScD (@dg_risk) August 26, 2015

Visit MoneyScience for the Complete Article.

Published / Preprint: Dynamic asset allocation

Posted: 25 Aug 2015 09:37 PM PDT



Visit MoneyScience for the Complete Article.

Published / Preprint: Market-wide sentiment and market returns

Posted: 25 Aug 2015 09:37 PM PDT



Visit MoneyScience for the Complete Article.

Published / Preprint: Multistage stochastic optimization for private equity investments

Posted: 25 Aug 2015 09:37 PM PDT



Visit MoneyScience for the Complete Article.