Wednesday, September 23, 2015

MoneyScience News

MoneyScience News


Published / Preprint: Identifying collusion groups using spectral clustering. (arXiv:1509.06457v1 [q-fin.TR])

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...

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Published / Preprint: A note on the no-arbitrage market and continuity in the Hurst parameter. (arXiv:1509.06472v1 [q-fin.MF])

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.

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Published / Preprint: Les indicateus avanc\'es de l'inflation en RDCongo. (arXiv:1509.06504v1 [q-fin.CP])

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...

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Published / Preprint: Mathematical Analysis of the Historical Economic Growth. (arXiv:1509.06612v1 [q-fin.EC])

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.

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The Big Short Trailer (2015) ‐ Paramount Pictures

Posted: 22 Sep 2015 08:55 AM PDT

#Trailer for Upcoming Movie, The Big Short: http://t.co/oVRpj36WTC — Risk Management (@Risk_Mgmt) September 22, 2015

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Vendor News: Infosys Positioned as a Leader and Star Performer in 2015 Banking Application Outsourcing PEAK Matrix⢠by Everest

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 Matrixâ„¢ 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.

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These are the 20 biggest hedge funds in the world

Posted: 22 Sep 2015 01:34 AM PDT

These are the 20 biggest hedge funds in the world http://t.co/jqDkWeNXNJ — moneyscience (@moneyscience) September 22, 2015

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Whose model is it anyway?

Posted: 22 Sep 2015 01:34 AM PDT

Regulators are taking a firmer stand on how banks gauge #risk http://t.co/ectl3Hp2zr — moneyscience (@moneyscience) September 22, 2015

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The lifecycle of scholarly articles across fields of economic research | VOX, CEPR’s Policy Portal

Posted: 22 Sep 2015 01:34 AM PDT

Lifecycle of scholarly articles across fields of economic research http://t.co/mDNnHeNGuq & http://t.co/mwGheq9I6U http://pic.twitter.com/DTkBnxHSym — Arthur…

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Vendor News: Fidessa announces Partnership Program

Posted: 22 Sep 2015 01:16 AM PDT

Vendor News: September 22, 2015 - SS&C GlobeOp Forward Redemption Indicator: September notifications 3.79%

Posted: 22 Sep 2015 01:06 AM PDT