MoneyScience News |
- Published / Preprint: Identifying collusion groups using spectral clustering. (arXiv:1509.06457v1 [q-fin.TR])
- Published / Preprint: A note on the no-arbitrage market and continuity in the Hurst parameter. (arXiv:1509.06472v1 [q-fin.MF])
- Published / Preprint: Les indicateus avanc\'es de l'inflation en RDCongo. (arXiv:1509.06504v1 [q-fin.CP])
- Published / Preprint: Mathematical Analysis of the Historical Economic Growth. (arXiv:1509.06612v1 [q-fin.EC])
- The Big Short Trailer (2015) ‐ Paramount Pictures
- Vendor News: Infosys Positioned as a Leader and Star Performer in 2015 Banking Application Outsourcing PEAK Matrix⢠by Everest
- These are the 20 biggest hedge funds in the world
- Whose model is it anyway?
- The lifecycle of scholarly articles across fields of economic research | VOX, CEPR’s Policy Portal
- Vendor News: Fidessa announces Partnership Program
- Vendor News: September 22, 2015 - SS&C GlobeOp Forward Redemption Indicator: September notifications 3.79%
Posted: 22 Sep 2015 05:36 PM PDT In an illiquid stock, traders can collude and place orders on a predetermined price and quantity at a fixed schedule. This is usually done to manipulate the price of the stock or to create artificial liquidity in the stock, which may mislead genuine investors. Here, the problem is to identify such group of colluding traders. We modeled the problem instance as a graph, where each trader... Visit MoneyScience for the Complete Article. |
Posted: 22 Sep 2015 05:36 PM PDT We consider a market with fractional Brownian motion with stochastic integrals generated by the Riemann sums. We found that this market is arbitrage free if admissible strategies that are using observations with an arbitrarily small delay. Moreover, we found that this approach eliminates the discontinuity with respect to the Hurst parameter H at H=1/2 of the expectations of stochastic integrals. Visit MoneyScience for the Complete Article. |
Posted: 22 Sep 2015 05:36 PM PDT This study aims to identify the leading of inflation indicators of monetary policy in DRC. The results reveal that the most relevant inflation indicators usually come from the monetary origin than the real sector. Variance decomposition analyzes place in the foreground the rate of exchange, the money supply and the public consumption like the most relevant indicators. In order to achieve its goal... Visit MoneyScience for the Complete Article. |
Posted: 22 Sep 2015 05:36 PM PDT Historical economic growth is analysed using the method of reciprocal values. Included in the analysis is the world and regional economic growth. The analysis demonstrates that the natural tendency for the historical economic growth was to increase hyperbolically. Visit MoneyScience for the Complete Article. |
The Big Short Trailer (2015) ‐ Paramount Pictures Posted: 22 Sep 2015 08:55 AM PDT |
Posted: 22 Sep 2015 03:06 AM PDT Infosys, (NYSE: INFY), a global leader in consulting, technology, outsourcing and next-generation services, has been positioned as a Leader and Star Performer in the 2015 PEAK Matrix⢠for banking application outsourcing (AO) by Everest Group. The consulting and research firm also positioned Infosys as a Leader in capital markets for the second consecutive year. Visit MoneyScience for the Complete Article. |
These are the 20 biggest hedge funds in the world Posted: 22 Sep 2015 01:34 AM PDT |
Posted: 22 Sep 2015 01:34 AM PDT |
The lifecycle of scholarly articles across fields of economic research | VOX, CEPR’s Policy Portal Posted: 22 Sep 2015 01:34 AM PDT |
Vendor News: Fidessa announces Partnership Program Posted: 22 Sep 2015 01:16 AM PDT |
Posted: 22 Sep 2015 01:06 AM PDT |
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