Friday, September 25, 2015

MoneyScience News

MoneyScience News


Published / Preprint: Market Making with Model Uncertainty. (arXiv:1509.07155v1 [q-fin.TR])

Posted: 24 Sep 2015 05:36 PM PDT

Pari-mutuel markets are trading platforms through which the common market maker simultaneously clears multiple contingent claims markets. This market has several distinctive properties that began attracting the attention of the financial industry in the 2000s. For example, the platform aggregates liquidity from the individual contingent claims market into the common pool while shielding the...

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Blog Post: ThePracticalQuant: Building enterprise data applications with open source components

Posted: 24 Sep 2015 07:46 AM PDT

Subscribe to the O'Reilly Data Show Podcast to explore the opportunities and techniques driving big data and data science.read more...

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Blog Post: iMFdirect: A Strategy for Resolving Europe's Problem Loans

Posted: 24 Sep 2015 07:07 AM PDT

By Shekhar Aiyar and Anna Ilyinaread more...

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Blog Post: NumericalAlgorithmsGroup: Life Service Award 2015 ' David Sayers

Posted: 24 Sep 2015 04:26 AM PDT

The NAG Life Service Recognition Award has been running for 5 years â€" it was created in NAG’s 40th year as a way of showing gratitude to people that have dedicated immense time and commitment to the company. It was a pleasure to see David Sayers, NAG Honorarium, receive the award at our recent AGM. As has become customary, James Davenport, Professor of Information Technology, University...

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