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Introduction to QuantLib Development with Luigi Ballabio - London, September 19-21st, 2016 - http://bit.ly/QuantLib-2016

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Mapping complexity/Human knowledge as a complex adaptive system

July 30, 2016 by Complexity Digest   Comments (0)

Cartography is the art of map-making that integrates science, technology, and visual aesthetics for the purpose of rendering the domain of interest, navigable. The science could aid the cartographer if it were to inform about the underlying process. Thus, Mendeleev's periodic table was informed by insights about the atomic mass periodicity. Likewise, Harvey's work on the circulatory system map was informed by his theoretical insights on Galen's errors. Mapping of human knowledge dates back at...

The emotional arcs of stories are dominated by six basic shapes

July 30, 2016 by Complexity Digest   Comments (0)

Advances in computing power, natural language processing, and digitization of text now make it possible to study our a culture's evolution through its texts using a "big data" lens. Our ability to communicate relies in part upon a shared emotional experience, with stories often following distinct emotional trajectories, forming patterns that are meaningful to us. Here, by classifying the emotional arcs for a filtered subset of 1,737 stories from Project Gutenberg's fiction collection, we find a...

This Week on TRB

July 30, 2016 by The Reformed Broker   Comments (0)

These were the most read posts on the site this week, in case you missed it: ...

The effect of heterogeneity on flocking behavior and systemic risk. (arXiv:1607.08287v1 [q-fin.RM])

July 28, 2016 by Quantitative Finance at arXiv   Comments (0)

The goal of this paper is to study organized flocking behavior and systemic
risk in heterogeneous mean-field interacting diffusions. We illustrate in a
number of case studies the effect of heterogeneity in the behavior of systemic
risk in the system. We also investigate the effect of heterogeneity on the
"flocking behavior" of different agents, i.e., when agents with different
dynamics end up behaving the same way in path space and follow closely the mean
behavior of the system. Using Laplace...

Citi Economic Surprise Index Breaks Out, Stocks Follow

July 28, 2016 by The Reformed Broker   Comments (0)

Here’s LPL Research’s Burt White and Jeffrey Buchbinder with an important breakout not many people are discussing – US economic data is now surprising to the upside, after a year and a half of negatively-skewed reports… The Citigroup Economic Surprise Index, or CESI, tracks how economic data are faring relative to expectations. The index rises when economic......