MoneyScience News |
- Published / Preprint: 07Sep/BIS Board elects Jens Weidmann as new Chairman
- China's Foreign Exchange Reserves Fall in August on Yuan Support
- Published / Preprint: A mixed Monte Carlo/PDE variance reduction method under the Heston-CIR model. (arXiv:1509.01479v1 [q-fin.CP])
- Published / Preprint: Measuring economic complexity of countries and products: which metric to use?. (arXiv:1509.01482v1 [q-fin.EC])
- Published / Preprint: On the emergence of scale-free production networks. (arXiv:1509.01483v1 [q-fin.GN])
- Blog Post: ThePracticalQuant: Introduction to Tachyon and a deep dive into Baidu's production use case
- http://t.co/wT3pLz8idi
- Blog Post: TheAlephBlog: Book Review: Charlie Munger: The Complete Investor
- Risk Overhang and Loan Portfolio Decisions: Small Business Loan Supply Before and During the Financial Crisis - Journal of Finance's blog - MoneyScience
- Published / Preprint: Risk Overhang and Loan Portfolio Decisions: Small Business Loan Supply Before and During the Financial Crisis
- Published / Preprint: Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
- Published / Preprint: The scaling of income inequality in cities. (arXiv:1509.00959v1 [physics.soc-ph])
- Published / Preprint: Sequential Design for Ranking Response Surfaces. (arXiv:1509.00980v1 [stat.ML])
- Published / Preprint: An Insurance-Led Response to Climate Change. (arXiv:1509.01157v1 [physics.soc-ph])
- Published / Preprint: Stochastic Frontier I & D of fractal dimensions for technological innovation. (arXiv:1509.01212v1 [q-fin.EC])
- Published / Preprint: Assessing Consistency of Consumer Confidence Data using Dynamic Latent Class Analysis. (arXiv:1509.01215v1 [q-fin.GN])
- Published / Preprint: Dynamic Model of the Price Dispersion of Homogeneous Goods. (arXiv:1509.01216v1 [q-fin.EC])
- Published / Preprint: Tax Bond Creation Using a Structural Model and its Extensions. (arXiv:1509.01218v1 [q-fin.PR])
- Vendor News: September 3, 2015 - SS&C Announces Leadership Team for Advent Software Business Unit
- Blog Post: iMFdirect: The Road to Lima: Paved with Blogs
- http://t.co/HRsZvg3Y0f
- It’s a model – but is it looking good? When banks’ internal models may be more style than substance.
- Vendor News: Infosys Finacle Launches Solutions for Payments Banks and Small Finance Banks
- Women in Data Science Conference
- Patek Philippe’s ‘Old Switcheroo’ tactic - FT.com
- Quantum computer firm D-Wave claims massive performance boost
- Gavin Andresen on Why Bitcoin Will Become Unreliable Next Year Without an Urgent Fix | MIT Technology Review
- How security flaws work: Buffer overflows
| Published / Preprint: 07Sep/BIS Board elects Jens Weidmann as new Chairman Posted: 07 Sep 2015 01:46 AM PDT BIS Board elects Jens Weidmann as new Chairman. Visit MoneyScience for the Complete Article.      |
| China's Foreign Exchange Reserves Fall in August on Yuan Support Posted: 07 Sep 2015 01:43 AM PDT Big coffer - the PBOC holds almost a third of the world's reserves. MT @business China's fx reserves fell in August http://t.co/z2O5dO8pfz — Beate Reszat… Visit MoneyScience for the Complete Article.    |
| Posted: 06 Sep 2015 05:36 PM PDT In this paper, the valuation of European and path-dependent options in FX markets is considered when the currency exchange rate evolves according to the Heston model combined with the Cox-Ingersoll-Ross dynamics for the stochastic domestic and foreign interest rates. The mixed Monte Carlo/PDE method requires that we simulate only the paths of the squared volatility and the two interest rates,... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Sep 2015 05:36 PM PDT Evaluating the economies of countries and their relations with products in the global market is a central problem in economics, with far-reaching implications to our theoretical understanding of the international trade as well as to practical applications, such as policy making and financial investment planning. The recent Economic Complexity approach aims to quantify the competitiveness of... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Sep 2015 05:36 PM PDT Building upon the standard model of monopolistic competition on the market for intermediary goods, we propose a simple dynamical model of the formation of production networks. The model subsumes the standard general equilibrium approach and robustly reproduces key stylized facts of firms' demographics. Firms' growth rates are negatively correlated with size and follow a core double-exponential... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Sep 2015 07:06 AM PDT I pleased to announce a webcast that I'll be hosting a webcast featuring the co-creator of Tachyon (full disclosure: I'm an advisor to Tachyon Nexus) alongside one of the architects behind Baidu's big data platform. I hope to see you online on Sept 14th!Tachyon is a memory-centric fault-tolerant distributed storage system, which enables reliable data sharing at memory-speed. It was born in the UC... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Sep 2015 02:31 AM PDT "$60 Trillion of World Debt" http://t.co/wT3pLz8idi via @wef http://pic.twitter.com/APWSjK297l — Arthur Charpentier (@freakonometrics) September 5, 2015 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Charlie Munger: The Complete Investor Posted: 06 Sep 2015 12:47 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2015 04:45 AM PDT Research: Risk Overhang and Loan Portfolio Decisions: Small Business Loan Supply Before and During the Financi... http://t.co/cTYrChtJc6 — moneyscience… Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2015 02:47 AM PDT We estimate a structural model of bank portfolio lending and find that the typical U.S. community bank reduced its business lending during the global financial crisis. The decline in business credit was driven by increased risk overhang effects (consistent with a reduction in the liquidity of assets held on bank balance sheets) and by reduced loan supply elasticities suggestive of credit... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Sep 2015 02:46 AM PDT Accounting rules, through their interactions with capital regulations, affect financial institutions̢۪ trading behavior. The insurance industry provides a laboratory to explore these interactions: life insurers have greater flexibility than property and casualty insurers to hold speculative-grade assets at historical cost, and the degree to which life insurers recognize market values differs... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT Developing a scientific understanding of cities in a fast urbanizing world is essential for planning sustainable urban systems. Recently, it was shown that income and wealth creation follow increasing returns, scaling superlinearly with city size. We study scaling of per capita incomes for separate census defined income categories against population size for the whole of Australia. Across several... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given $L \ge 2$ response surfaces over a continuous input space $\cal X$, the aim is to efficiently find the index of the minimal response across the entire $\cal X$. The response surfaces are not known and have to be noisily sampled one-at-a-time. This setting is... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT Climate change is widely expected to increase weather related damage and the insurance claims that result from it. This has the undesirable consequence of increasing insurance costs, in a way that is independent of a customer's contribution to the causes of climate change. This is unfortunate because insurance provides a financial mechanism that mitigates some of the consequences of climate... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT This paper presents an analysis of the study variables such as gdp, employment levels, the level of R & D and technology that will serve as the basis for stochastic modeling of production possibilities frontier in the goodness of fractal dimensions Ex Ante and Ex Post a priori to determine the levels of causality immediately and check its accuracy and power of indexing, using high frequency... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT In many countries information on expectations collected through consumer confidence surveys are used in macroeconomic policy formulation. Unfortunately, before doing so, the consistency of responses is often not taken into account, leading to biases creeping in and affecting the reliability of the indices hence created. This paper describes how latent class analysis may be used to check the... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT Presented is an analytic microeconomic model of the temporal price dispersion of homogeneous goods in polypoly markets. This new approach is based on the idea that the price dispersion has its origin in the dynamics of the purchase process. The price dispersion is determined by the chance that demanded and supplied product units meet in a given price interval. It can be characterized by a... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Sep 2015 05:37 PM PDT This article describes and explores taxes and debt in finance. Here a situation is thought about, where tax payments would qualify to be considered as debt. Using this principle we can infer that it is possible to create and price a type of bond (Tax Normalization Guarantee) for companies, which would allow them to enter in temporary tax breaks to allow them to free capital. Finally it is... Visit MoneyScience for the Complete Article.    |
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| Blog Post: iMFdirect: The Road to Lima: Paved with Blogs Posted: 02 Sep 2015 07:56 AM PDT By iMFdirectread more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Sep 2015 05:48 AM PDT "Reinsurance buying: changing appetites" http://t.co/HRsZvg3Y0f — Arthur Charpentier (@freakonometrics) September 2, 2015 Visit MoneyScience for the Complete Article.    |
| It’s a model – but is it looking good? When banks’ internal models may be more style than substance. Posted: 02 Sep 2015 05:48 AM PDT All models are wrong, but some are useful. BU post on how to deal with limitations of risk models http://t.co/XeV10VLqcA via @bankofengland — D. Geromichalos… Visit MoneyScience for the Complete Article.    |
| Vendor News: Infosys Finacle Launches Solutions for Payments Banks and Small Finance Banks Posted: 02 Sep 2015 03:07 AM PDT Infosys Finacle, part of EdgeVerve Systems, a product subsidiary of Infosys (NYSE: INFY), today announced the launch of its Finacle Payments Bank and Finacle Small Finance Bank solutions for the India market. These solutions are specifically tailored for organizations seeking payments banks and small finance banks licenses from the Reserve Bank of India (RBI). Visit MoneyScience for the Complete Article.    |
| Women in Data Science Conference Posted: 02 Sep 2015 03:05 AM PDT first Women in Data Science Conference, http://t.co/mPNEzLRekX, Stanford, November 2015 — Arthur Charpentier (@freakonometrics) September 2, 2015 Visit MoneyScience for the Complete Article.    |
| Patek Philippe’s ‘Old Switcheroo’ tactic - FT.com Posted: 01 Sep 2015 04:53 AM PDT Advertisers cons eons ahead of behavioral econs http://t.co/jOaK96F13b #FT — Emanuel Derman (@EmanuelDerman) September 1, 2015 Visit MoneyScience for the Complete Article.    |
| Quantum computer firm D-Wave claims massive performance boost Posted: 01 Sep 2015 04:53 AM PDT Quantum computer firm D-Wave claims massive performance boost - @newscientist - http://t.co/7GmNYTLIwd #quantumcomputing — Research News (@MSResearchNews)… Visit MoneyScience for the Complete Article.    |
| Posted: 01 Sep 2015 02:45 AM PDT The man who took over stewardship of Bitcoin from its mysterious inventor says the currency is in serious trouble. http://t.co/A1iP3QCuw6 — moneyscience… Visit MoneyScience for the Complete Article.    |
| How security flaws work: Buffer overflows Posted: 01 Sep 2015 02:45 AM PDT How security flaws work: Buffer overflows http://t.co/VVaTzvbg9I — moneyscience (@moneyscience) August 30, 2015 Visit MoneyScience for the Complete Article.    |
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