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April 20, 2012 by Jacob Bettany   Comments (0)

A web resource created by Martin Forde, a research fellow in the Dept of Mathematics at Dublin City University. He previously worked as a visiting Assistant Professor at the University of California at Santa Barbara, and before that as a quant in interest rate derivatives at Commerzbank and in FX options at Dresdner and HSBC.


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Blog Post: ThreeToedSloth: Just How Quickly Do We Forget?

April 20, 2012 by MoneyScience   Comments (0)

!--> Attention conservation notice: 2500+ words on estimating how quickly time series forget their own history. Only of interest if you care about the intersection of stochastic processes and statistical learning theory. Full of jargon, equations, log-rolling and self-promotion, yet utterly abstract. I promised to say something about the content of Daniel's thesis, so let me talk about two of his papers, which go into chapter 4; there is a short conference version and a long journal...

Blog Post: TimingLogic: The Decay Of Soviet Amerika - Health Care Risk-Shifting From Corporations To Employees Intensifies

April 20, 2012 by MoneyScience   Comments (0)

The corporate state continues its frenetic pace of privatizing gains while socializing losses.   People cannot afford health care as it is.  Shifting corporate health care plans to massive deductibles paid for by individuals only guarantees that trend will intensify.   And, so too will the pressure on the corporate medical establishment to cover its bloated fixed costs. The corporate medical establishment can charge whatever it wants to charge.  I could charge...


'The devil is in the details'

April 20, 2012 by MoneyScience   Comments (0)

Blu Putnam, Chief Economist, CME Group, delivers the keynote speech at the fifth annual Cass-Capco conference

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