RT @mndoci Correct re Biocep, though it is something else: its potential for...
RT @mndoci Correct re Biocep, though it is something else: its potential for #rstats collaboration might be unta... http://bit.ly/iuo666
View ArticleFIX GLOBAL: Inspecting Artificial Liquidity http://bit.ly/lg6O4F #hft...
FIX GLOBAL: Inspecting Artificial Liquidity http://bit.ly/lg6O4F #hft #bigboytrading
View Article#vidalsassoon #quant #sixties more gorgeous shots http://instagr.am/p/G5nbh/
#vidalsassoon #quant #sixties more gorgeous shots http://instagr.am/p/G5nbh/
View ArticleThe #quant Daily is out! http://bit.ly/gtaMix ⸠Top stories...
The #quant Daily is out! http://bit.ly/gtaMix ▸ Top stories today via @fabrose
View Article5 financial technology firms every IRO should know | IR Web Report...
5 financial technology firms every IRO should know | IR Web Report http://lnkd.in/SVaFhH
View ArticleHigh speed traders square up for a fight - Financial News http://bit.ly/ksiJn0
High speed traders square up for a fight - Financial News http://bit.ly/ksiJn0
View ArticleRT @tickbot: High speed traders square up for a fight - Financial News...
RT @tickbot: High speed traders square up for a fight - Financial News http://bit.ly/ksiJn0
View ArticleRT @tickbot: High speed traders square up for a fight - Financial News...
RT @tickbot: High speed traders square up for a fight - Financial News http://bit.ly/ksiJn0
View ArticleThe Stability of the Constrained Utility Maximization Problem - A BSDE...
This article studies the sensitivity of the power utility maximization problem with respect to the investor's relative risk aversion, the statistical probability measure, the investment constraints and...
View ArticleBSDEs in Utility Maximization with BMO Market Price of Risk....
This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sufficient...
View ArticleRevenue diversification in emerging market banks: implications for financial...
Shaped by structural forces of change, banking in emerging markets has recently experienced a decline in its traditional activities, leading banks to diversify into new business strategies. This paper...
View ArticleOne-yea reserve risk including a tail factor : closed formula and bootstrap...
In this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development...
View ArticleCan We Learn to Beat the Best Stock. (arXiv:1107.0036v1 [cs.AI])
A novel algorithm for actively trading stocks is presented. While traditional expert advice and "universal" algorithms (as well as standard technical trading heuristics) attempt to predict winners or...
View ArticleShadow banking and leaking SIVs
Henry Tabe, 4 July 2011In the aftermath of the global crisis and as the turmoil in the sovereign debt market continues, this column argues that policymakers need to get the shadow-banking sector in...
View ArticleTiger fights Australia grounding
Tiger Airways will hold crisis talks with Australian regulators to try and counter safety claims and resume domestic operations.
View ArticleQuant Developer Risk Management - #Charlotte , NC...
Quant Developer Risk Management - #Charlotte , NC (http://tinyurl.com/66oaacd) Get Quant Jobs #Quant #jobs #job #GetAllJobs
View Article@linguajinks For correlated predictors also try a random forest analysis with...
@linguajinks For correlated predictors also try a random forest analysis with "party" package in R, and do conditional permutation #Rstats
View ArticleTake away Mid East instability, short term traders at hedge funds, and high...
Take away Mid East instability, short term traders at hedge funds, and high frequency algorithms: crude should be trading at $50/barrel.
View ArticleRT @tickbot: "Regulatory arbitrage" keeping high-frequency trading...
RT @tickbot: "Regulatory arbitrage" keeping high-frequency trading afloat? - FierceFinanceIT http://bit.ly/lieqPu
View ArticleJava Fixed Income Algorithmic Trading Developer- New York...
Java Fixed Income Algorithmic Trading Developer- New York http://bit.ly/ikKACS #Quant #Jobs
View Article