Distrust Forecasts, Part 2
Photo Credit: D.C.Atty || Scrawled in 2008, AFTER the crash startedread more...
View ArticleThe World’s Largest Hedge Fund Is Building an Algorithmic Model From...
The Worldâs Largest Hedge Fund Is Building an #Algorithmic Model From Its Employeesâ #Brain https://t.co/zcLMzjXIY2 via @amalmerzouk â D. Geromichalos ScDâ¦
View ArticleHedge funds embrace machine learning, but humans are still in charge
#Hedgefunds embrace #machinelearning, but humans are still in charge | South China Morning Post https://t.co/ypzUU5kqIi via @SCMP_News â Yves Hilpisch (@dyjh)â¦
View ArticleYes, Some Extreme Weather Can Be Blamed on Climate Change
Climate change is now increasing the frequency and magnitude of many extreme weather events https://t.co/dMoGmz6lgd â Scientific American (@sciam) January 4,â¦
View Articlehttps://t.co/kwFQpt2KC6
"Risk and Choice: A Research Saga" https://t.co/kwFQpt2KC6 by Christian Gollier, James Hammitt and Nicolas Treich â Arthur Charpentier (@freakonometrics)â¦
View ArticleAn optical chip with 1,000 components could crunch tricky math problems for...
HP Labs develope an optical processor to outperform on tasks like the traveling salesman problem. https://t.co/NrhpJLGtgU @HP @HPUK â Financial Technologyâ¦
View ArticleAre Technical Experts Better Leaders?
James K. Stoller, Amanda Goodall, and Agnes Baker have published an intriguing Harvard Business Review article titled, "Why the Best Hospitals are Managed by Doctors." In the piece, they state the...
View ArticleFinancial Technology News Report
The latest Financial Technology News Report! https://t.co/0gmaIvLGXH Thanks to @michelleprice36 @FinanceConrad @IBMAsiapacific â Financial Technologyâ¦
View ArticleBitcoin’s $1,000 value is something to worry about, not cheer
#bitcoin has reached a three-year high, but according to some people itâs no cause for celebration.https://t.co/FfnJ5rkbgC â Financial Technology (@fin_tech)â¦
View ArticleBrownian trading excursions and avalanches. (arXiv:1701.00993v1 [q-fin.MF])
We study a parsimonious but non-trivial model of the latent limit order book where orders get placed with a fixed displacement from a center price process, i.e.\ some process in-between best bid and...
View ArticlePricing European Options by Stable Fourier-cosine series Expansions....
The COS method proposed in Fang and Oosterlee (2008), although highly efficient, may lack robustness for a number of cases. In this paper, we present a Stable pricing of call options based on Fourier...
View ArticleOptimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach....
We study several optimal stopping problems that arise from trading a mean-reverting price spread over a finite horizon. Modeling the spread by the Ornstein-Uhlenbeck process, we analyze three different...
View ArticleLife Word: Discover Your One Word to Leave a Legacy
Discover your Life Word!read more...
View ArticleMSc Investment Management - Postgraduate Programs - Marketplace.MoneyScience
Info: MSc Investment Management at the ICMA Centre - Marketplace.MoneyScience - @icmacentre #financialeducation https://t.co/UQEn1hcde7 â moneyscienceâ¦
View ArticleJapanese company replaces office workers with artificial intelligence
Japanese insurance firm replaces office workers with artificial intelligencehttps://t.co/xrlDq35vrS â moneyscience (@moneyscience) January 5, 2017
View ArticleMiFID II Not Just for EU: New Buyside Survey Finds North American Asset...
NEW YORK, Jan. 05, 2017 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, today released a survey of North American institutional investors about the...
View ArticleDo Technical Experts Make Better Leaders? Part 2
Someone read yesterday's blog post about technical experts as leaders, and they asked me if I had done a similar analysis for NFL coaches. In yesterday's blog post, I showed that most NBA...
View ArticleThe Golden Era of Hedge Funds Draws to a Close With Clients in Revolt
The Golden Era of Hedge Funds Draws to a Close With Clients in Revolt https://t.co/BBU2bLcC7E â moneyscience (@moneyscience) January 5, 2017
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