Finance and Banking
Banking in Crisis
- In an effort to reduce the sheer volume of my Libor tweeting - Libor Run-down #1 - 10 interesting pieces
- Libor run-down #2 - 15/07/12 http://t.co/gDKPF2GA
- Great stuff from @Clansman2: The Game Theory Of The Interbank Market http://t.co/x73i6hBN
- Sir Michael Rake, deputy chairman of Barclays, has ruled himself out of the running to become the bank's chairman http://t.co/lPr4AxEM
- Barclays Statement: “Anthony Salz to lead independent business practices review” http://t.co/YaQH1hgw
- Estimates of a fine of $1bn for HSBC money laundering may be too low - http://t.co/AQmDXTpn
- @Chris_Skinner - UK House of Lords to investigate reform of the EU banking sector http://t.co/a9BMtOMH
- Private banking's cosy world under siege http://t.co/GK7UJn1q
- New Statesman: To change the banks, we must first change the business schools http://t.co/IZBxMRlx
- How much would banks have to pay to settle LIBOR charges? A piddling $35 billion, or 10% of real damages. http://t.co/SXc9qahK
- Quite possibly understated: 'horrific' lapses at HSBC resulted in laundering money for drugs cartels and pariah states” http://t.co/xd2oCqdy
- There are no longer any UK bankers who are credible candidates for the governor of the Bank of England - D Blanchflower http://t.co/Hzw0DTAu
- The UK bank crisis has cost at least £5 billion ... so far http://t.co/FQ0u8L2n
- Video - Josh Brown aka @ReformedBroker on the Libor scandal http://t.co/XpU9g9b5
- The Economist, Then and Now, on Bankers:
- An Analysis of Three-Month LIBOR 2005-2008
- This has been doing the rounds and is moderately funny:
Hedge Funds
- Hedge Fund superstars of the next 10 years, will have to come up with an entirely new firm structure http://t.co/gUu4gs3G
- The NYT obtains documents proving elite hedge funds are getting a peek at analyst views ahead of other investors http://t.co/fUomLeiW
- State Street to pay $550 m to buy Goldman Sachs' hedge fund administration unit, making it the No. 1 in the world. http://t.co/qA47kFHC
- Investors demand hedge funds show clean hands on Libor - a new reputational risk to respond to http://t.co/0zHqhVn2
- Church of England pension board puts faith in hedge funds http://t.co/KVxW7Dmc
- The first half of 2012 was tough on most asset classes, hedgies were definitely not exempt http://t.co/ZUOQscIA
- Hugh Hendry proud to exist outside 'the accepted belief system' http://t.co/Rhct7NUn
- The Practical Quant: Hedge Fund Performance: First half of 2012 http://t.co/ZXmkrFlX
- Hedge Fund Advertising: A Whole new World of Complication -
- Quants Post Worst Month Since October as Winton Falls 3.2%
Science and General Interest
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Finance and Technology
- @Celent_Research - Algo Trading in India: Recent Developments http://t.co/AAZjffOb
- Quantitative analytics has seen a 22% spike in recruitment demand compared to 2011 http://t.co/Ma9kpsPz
- Helping financial institutions make better sense of Big Data. Startups present to VCs at FinTech Innovation Lab http://t.co/CrRCiRVv
- A Game Called Compliance: @TrueOffice develops interactive apps for training in dry topics http://t.co/i5BE9qst
- Hacking group leaks 50,000 user accounts for Wall Street IT jobs board http://t.co/HqwQHjlE
- Cosma Shalizi: “No, Really, Some of My Best Friends Are Data Scientists” http://t.co/G2pCakw5
- Mathbabe: Is open data a good thing? http://t.co/VIgNQts6
- @PortfolioProbe - R Inferno-ism: order is not rank http://t.co/g8l3tBlX
- A new platform to allow real-money bets on almost any online game
- Increased use of automated platforms means more programmers are needed, but fewer employees over all http://t.co/NOQpuNP6
- @dzidorius on Data mining for network security and intrusion detection http://t.co/XqfWZBOn
- Long-distance atmospheric optical communications http://t.co/0IuSYcdv via @graeme_burnett
- A brief guide to Windows 8 GPU acceleration http://t.co/jPvuWKTn
- Collection of conference abstracts on Symbolic Computation - Algebraic theory, Cohomologies, Rings http://t.co/h41aEhNA - via @carlcarrie
- PayPal has bought an SF startup focused on using smartphone cameras to take credit card payments http://t.co/lLurd1lS
- Poison Attacks Against Machine Learning - corrupting Support Vector Machines with spurious data http://t.co/7SVbJCfo
- The missing switch: High-performance monolithic graphene transistors http://t.co/fRyRs6ur
- A memristor true random-number generator http://t.co/tC2tDyRy
- FX interdealer market ' in a state of flux http://t.co/SwzkgxqY - @Celent_Research
- Using R to analyze terabytes of BigData tick data http://t.co/Dvb1ioJX via @carlcarrie
- Microsoft has launched an Angel fund looking for startups to originate "game-changing ideas" in the tech sector. http://t.co/okhfkKgY
- The Million-Year Hard Disk http://t.co/s6qpbQgk
- Machine Learning Video Library - http://t.co/9SQK91tK
- Are payments infrastructures fit for purpose?
- Is Python a legitimate data analysis tool?
Financial Research Centers
- #1 - Centre for Risk Studies, Judge Business School
- #2 - The Zell Center for Risk Research - Kellogg School of Management
- #3 - Financial Mathematics Group, Heriot Watt University
- #4 - Research Unit of Financial / Actuarial Mathematics, Vienna University of Tech http://t.co/TBxxyNzk
- #5 - The Centre for Financial Risk, Macquarie University http://t.co/afUNj3B0
- #6 - The Munich Risk and Insurance Center, Ludwig Maximilians University http://t.co/LpjtErmg
- #7 - Artificial Intelligence Economic Research Center, National Chengchi University, China http://t.co/I8RR6DVF
- #8 The Bendheim Center for Finance, Princeton University http://t.co/NmsWt6XN
- #9 - BNP Paribas Chair of Quantitative Finance, École Centrale Paris - http://t.co/QZYsvVuh
- #10 -The Calgary Centre for Research in Finance, Haskayne School of Business http://t.co/6Chl1v90
- #11 - CentER, The Tilburg School of Economics and Management http://t.co/nVTiFpuH
- #12 - Center for Computational Finance, Ozyegin University, Turkey http://t.co/RTFgqDab
- #13 - Center for Experimental Economics, Leopold-Franzens University of Innsbruck, Austria http://t.co/36XjBJIR
Research
- The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds http://t.co/VbaNTwtz
- Exploiting the flexibility of a family of models for taxation and redistribution http://t.co/l61RJAsM
- Structural distortions in the Euro interbank market: The role of 'key players' during the recent mark... http://t.co/91xCpxrM
- A Biased Review of Sociophysics http://t.co/jZ1qzH8u
- Opinions, Conflicts and Consensus: Modeling Social Dynamics in a Collaborative Environment http://t.co/JR30N7uH
- Exploring the limits of safety analysis in complex technological systems http://t.co/SjBsazFC
- Option prices with call prices.http://t.co/yFOOriIx
- The financial framework of the sustainability of health universal coverage in Italy. A quantitative fi... http://t.co/VZfy8TAM
- A Dynamical Model for Operational Risk in Banks. http://t.co/fcxPNnFp
- A note on asymptotic exponential arbitrage with exponentially decaying failure probability.http://t.co/JPZpJSyU
- Large tick assets: implicit spread and optimal tick size.http://t.co/pqv87w1f
- A control problem with fuel constraint and Dawson-Watanabe superprocesses.http://t.co/B2QlTnKT
- Pricing credit default swaps with bilateral value adjustments.http://t.co/hPZPWH11
- Exploiting the flexibility of a family of models for taxation and redistribution.http://t.co/ZYwNkzzi
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models. http://t.co/idLlnRnY
- Entangled Economy: an ecosystems approach to modeling systemic level dynamics. http://t.co/ENx6ErmF
- Capitalisation of bank exposures to central counterparties http://t.co/y2k8r4PU
- Regulatory treatment of valuation adjustments to derivative liabilities: final rule issued by th... http://t.co/gAcA9rVw
- Basel III FAQs on counterparty credit risk rules http://t.co/RSRB7OQf
- Small-time expansions for local jump-diffusion models with infinite jump activity. http://t.co/kbJOyMCV
- Structural distortions in the Euro interbank market: The role of 'key players' during the recent marke... http://t.co/PDZ5G7aU
- How Random are Online Social Interactions? http://t.co/uEK0V5m6
- Microscopic understanding of heavy-tailed return distributions in an agent-based model http://t.co/aA9zsvjj
- Do arbitrage-free prices come from utility maximization? http://t.co/oo6feMuR
- How news affect the trading behavior of different categories of investors in a financial market http://t.co/eICs9zlp
- Isoelastic Agents and Wealth Updates in Machine Learning Markets http://t.co/XfEQ1RHV
- Digital double barrier options: Several barrier periods and structure floors.http://t.co/5hlkk3r3
- Do arbitrage-free prices come from utility maximization?. http://t.co/rxM0KF6U
- Bank Bailouts and Moral Hazard: Evidence from Germany http://t.co/hw3Wsh7L
- A higher order correlation unscented Kalman filter.http://t.co/pnNNUBdx
- Vine Constructions of Levy Copulas.http://t.co/CKeZzEyk
- On dependence consistency of CoVaR and some other systemic risk measures.http://t.co/DSlPpZef
- A quantum mechanical model for the relationship between stock price and stock ownership.http://t.co/LavuJ4K4
- Global Inflation Dynamics: regularities & forecasts.http://t.co/qysVGPWi
- Signal processing with Levy information http://t.co/QVMF5q9W
- Microscopic understanding of heavy-tailed return distributions in an agent-based model.
- How news affect the trading behavior of different categories of investors in a financial market. http://t.co/B3rFpp2f
- The Long Neglected Critically Leveraged Portfolio. http://t.co/n4zRxoDk
- Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral ...
- A new approach to unbiased estimation for SDE's.
- On arbitrages arising with honest times.
- The Keynesian theory and the manufactured industry in Portugal.
- A Test of the Adaptive Market Hypothesis using Time-Varying Autoregressive Model in Japan.
- Optimization Method for Interval Portfolio Selection Based on Satisfaction Index of Interval inequalit...
- Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
- Statistical Basis for Predicting Technological Progress.
- C\'EV: Constant L\'evylasticity of Variance.
- Margin requirements for non-centrally-cleared derivatives - consultative document issued BCBS and IOSCO
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