Quantcast
Channel: Hedgehogs.net: MoneyScience's news channel - The Complete MoneyScience
Browsing latest articles
Browse All 176 View Live

Published / Preprint: Maximum likelihood estimators for a jump-type Heston...

We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations of the price process together with its jump part....

View Article



Published / Preprint: Volume Weighted Average Price Optimal Execution....

We study the problem of optimal execution of a trading order under Volume Weighted Average Price (VWAP) benchmark, from the point of view of a risk-averse broker. The problem consists in minimizing...

View Article

Image may be NSFW.
Clik here to view.

Blog Post: ThePracticalQuant: Hardcore Data Science, NYC 2015

Ben Recht and I hosted another great edition of Hardcore Data Science in NYC yesterday. From the very first talk, the room was full, the audience was attentive, and the energy in the room was high...

View Article

Image may be NSFW.
Clik here to view.

Published / Preprint: 30Sep/Basel III implementation assessment of the...

Press release about Basel III implementation assessments of Saudi Arabia by the Basel Committee (30 September 2015)

View Article

Image may be NSFW.
Clik here to view.

Vendor News: September 30, 2015 - More than half of large insurers to...

View Article


Published / Preprint: Dynamics of multivariate default system in random...

We consider a multivariate default system where random environmental information is available. We study the dynamics of the system in a general setting and adopt the point of view of change of...

View Article

Image may be NSFW.
Clik here to view.

Blog Post: TheAlephBlog: Book Review: The Art of Execution

read more...

View Article

Image may be NSFW.
Clik here to view.

Published / Preprint: 01Oct/Report on the regulatory consistency of...

Press release about the report on the regulatory consistency of risk-weighted assets for counterparty credit risk issued by the Basel Committee, October 2015

View Article


Event: Investor Behavior: The Psychology of Risk - Free Webinar from Victor...

Location: Online; Date: October 30th, 2015; Professor Ricciardi discusses behavioral finance, the psychology behind risk-taking, what makes individuals feel the way they do when making financial...

View Article


Blog Post: iMFdirect: Emerging Market Corporate Debt in Foreign Currencies

By Selim Elekdag and Gaston Gelosread more...

View Article

Image may be NSFW.
Clik here to view.

Sentiment Analysis in Trading Explained Using R

A working model for Sentiment Analysis in Trading https://t.co/P94B6r595q — moneyscience (@moneyscience) April 22, 2016

View Article

Image may be NSFW.
Clik here to view.

Carney loosens grip around banks and unlocks £150bn for...

The Bank of England has slashed its capital requirements for UK banks, https://t.co/5ZJET2GPBU — moneyscience (@moneyscience) July 5, 2016

View Article

Image may be NSFW.
Clik here to view.

Whatâs wrong with MiFID II?

Years in planning and one year late, the European Union’s #MiFIDII regulation will catch out much of the industry. https://t.co/0RXKeOd8F6 — Risk Management…

View Article


Image may be NSFW.
Clik here to view.

https://t.co/wgkbDGjDJL

This Is What Makes Quantum Computers Powerful Problem Solvers #quantumcomputing https://t.co/wgkbDGjDJL via @singularityhub — Yves Hilpisch (@dyjh) June 12,…

View Article

Image may be NSFW.
Clik here to view.

The Bounty Hunter of Wall Street

Andrew Left, The Bounty Hunter of Wall Street https://t.co/XJ1EAnReFn — moneyscience (@moneyscience) June 12, 2017

View Article


Image may be NSFW.
Clik here to view.

Russian held over bitcoin laundering linked to BTC-e exchange: sources

Russian held over bitcoin laundering linked to BTC-e exchange: sources. https://t.co/LUhFLnGMR4 by @jc_stubbs #fintech #ReutersFintech…

View Article

Image may be NSFW.
Clik here to view.

Richard Thaler wins 2017 Nobel prize in economics â as it happened

Richard Thaler wins 2017 Nobel prize in economicshttps://t.co/1zTCNDOCwY — moneyscience (@moneyscience) October 9, 2017

View Article


Image may be NSFW.
Clik here to view.

The Nobel Prize on Twitter

BREAKING NEWS The 2017 Prize in Economic Sciences is awarded to Richard H. Thaler @R_Thaler @UChicago @ChicagoBooth #NobelPrize…

View Article

Image may be NSFW.
Clik here to view.

Behavioural Finance, Applied: Centapse and Oxford Risk announce new partnership

Applied Behavioural Finance: Oxford Risk And Centapse Are Excited To Announce A New Partnership - https://t.co/BqGf9eJMUO — Centapse (@Centapse) October 10,…

View Article

Image may be NSFW.
Clik here to view.

Banks should be worried about Amazon rather than fintech, says McKinsey

Banks should fear the financial prowess of Amazon rather than fintech firms, says McKinsey https://t.co/XYV6oEm29x — moneyscience (@moneyscience) October 25,…

View Article
Browsing latest articles
Browse All 176 View Live




Latest Images