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MoneyScience - News and Networking for Quants

Call for Papers - Workshop on Economics with Heterogeneous Interacting Agents (WEHIA) 2020

Comment0 Dec 23 2019 13:32 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Many aggregate patterns can be explained as emerging from complex systems of heterogeneous agents, in which the interaction of agents at the micro level forms the macro properties of the economic system, thereby determining the emergence of macro regularities such as economic growth, unemployment, and income distribution. This important link between the micro and macro level of an economic system has not received sufficient attention in the economic theory, which has traditionally been split...

Cliff Asness Selected as the Recipient of the 2019 IAQF/Northfield Financial Engineer of the Year Award

Comment0 Dec 20 2019 12:39 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The International Association for Quantitative Finance (IAQF) and Northfield Information Services have named Cliff Asness, Founder, Managing Principal and Chief Investment Officer of AQR Capital Management, the 2019 IAQF/Northfield Financial Engineer of the Year (FEOY).

The International Association for Quantitative Finance (IAQF) and Northfield Information Services have named Cliff Asness, Founder, Managing Principal and Chief Investment Officer...

Call for Papers: The Journal of Machine Learning in Finance

Comment0 Dec 18 2019 17:30 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The first volume of the academic Journal of Machine Learning in Finance is being published in Q1, 2020.

The journal will cover cross-asset markets, across learning and data types, covering areas including risk management, execution and allocation frameworks, among other areas. The first edition will be published in Q1, 2020.

The journal’s editorial board will include quantitative finance professionals, data scientists, machine-learning...

Dennis Cox on The Handbook of Anti-Money Laundering

Comment0 Dec 18 2019 00:00 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Dennis Cox is CEO of Risk Reward Limited, a specialist risk consultancy, training and recruitment firm serving the global banking and financial services industry, and thought leaders in the world of risk management, audit, governance and compliance. He is a well known international expert in financial services risk management and has held senior management positions at top banking and accountancy firms, including HSBC and Prudential. Dennis has authored several publications, including An...

Call for Papers: The Economics of Digital Currencies

Comment0 Nov 25 2019 17:12 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Special Issue of the Journal of Economic Dynamics and Control   

A special issue of the Journal of Economic Dynamics and Control is being planned on “The Economics of Digital Currencies,” organized by Jonathan Chiu and Todd Keister.

We seek high-quality research papers that provide insight into the economic aspects of new forms of digital money and their macroeconomic implications. The...

Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing

Comment0 Nov 24 2019 00:00 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Victor Ricciardi is a Finance Professor at Goucher College in Baltimore, Maryland and co-editor (with Kent Baker) of the new book Investor Behavior: The Psychology of Financial Planning and Investing. Order direct through Wiley here. Read a sample chapter here.

 

Jacob Bettany: You and your co-editor H. Kent Baker are very well known to many members of the MoneyScience community through your work in behavioural finance....

Video - Weather derivatives - supporting hedging against climate change

Comment0 Nov 11 2019 12:52 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Laura Ballotta, Reader in Financial Mathematics at Cass Business School, presents her latest work co-written by Gianluca Fusai, Ioannis Kyriakou, Nikos C. Papapostolou, and Panos P. Pouliasis at QuantMinds International (2019).

Laura Ballotta at Cass Business School

Laura Ballotta on LinkedIn

A Quick Guide to Weather Derivatives (pdf)

Renminbi Rising - William Overholt on RMB internationalization and the coming global currency shift

Comment0 Oct 31 2019 00:00 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Professor William Overholt is co-author with Guonan Ma and Cheung Kwok Law of Renminbi Rising: A New Global Monetary System Emerges out now from Wiley. You can read a sample chapter here or buy the book here.

This interview is an edited version of an interiew we conducted before Trump was elected but has been updated to reflect this.

 

Follow @WilliamHOverhol

Jacob Bettany: For those readers who don’t...

Joel Bessis on Risk Management in Banking

Comment0 Oct 23 2019 01:00 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Joel Bessis is the author of Risk Management in Banking, 4th Edition out now published by Wiley.

Jacob Bettany: Could you tell us about your background?

Joel Bessis: I became interested in banking while working as an academic at HEC Paris, a major business school in France. I had plenty of contacts with banks and got a research budget to investigate risk in banking with Paribas bank (later merged with BNP in...

Doyne Farmer and the hidden Financial Risks that regulators miss

Comment0 Oct 09 2019 10:44 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Bloomberg is carrying an article about Doyne Farmer, who is an old friend of MoneyScience and who we worked with back in the days when he was an Editor-in-Chief of the journal, Quantitative Finance.

Oxford University professor Doyne Farmer traces his research exposing risks in the financial system to the roulette wheels of Las Vegas.

In the 1970s, Farmer and two fellow physics students at the University of California at Santa Cruz built a computer small enough to hide...

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