Remember me

Register  |   Lost password?










All site blogs

Published / Preprint: An Optimal Execution Problem in Geometric Ornstein-Uhlenbeck Price Process. (arXiv:1107.1787v2 [q-fin.TR] UPDATED)

May 17, 2012 by MoneyScience   Comments (0)

We study the optimal execution problem in the presence of market impact and give a generalization of the main result of Kato(2009). Then we consider an example where the security price follows a geometric Ornstein-Uhlenbeck process which has the so-called mean-reverting property, and then show that an optimal strategy is a mixture of initial/terminal block liquidation and intermediate gradual liquidation. When the security price has no volatility, the form of our optimal strategy is the same as...

,

Big TV Metadata

May 16, 2012 by Jenz514   Comments (0)

Red Bee Media, a company that “builds bridges between content and viewers” has posted a new article to their corporate blog regarding the growing volumes of television metadata. The article states, “TV Metadata is becoming increasingly rich and complex – powering increasingly advanced experiences. At a basic level, metadata tells us which programmes are available, and informs us about the content of those programmes. But metadata is getting richer and even bigger to support more visually engaging and functionally sophisticated user experiences.” continued…

read more...

, , , , ,

Google Launches Knowledge Graph

May 16, 2012 by Jenz514   Comments (0)

This morning Google announced the Knowledge Graph, which “enables you to search for things, people or places that Google knows about—landmarks, celebrities, cities, sports teams, buildings, geographical features, movies, celestial objects, works of art and more—and instantly get information that’s relevant to your query. This is a critical first step towards building the next generation of search, which taps into the collective intelligence of the web and understands the world a bit more like people do.” continued…

read more...

, , , , , ,

Edamam’s Semantic Smarts Help Serve Up Dinner Plans

May 16, 2012 by Jenz514   Comments (0)

Edamam wants to be the one place where all the food knowledge of the world is organized. That’s the goal of co-founder and CEO Victor Penev, who launched the site in April, and recently updated the several hundred major recipe sites in its knowledge base to also include some smaller blog sites that add additional variety.

read more...

, , , , , , , , , , , , , ,

Open Data Processing Done Right

May 16, 2012 by Jenz514   Comments (0)

Andrea Di Maio of Gartner recently articulated concerns about open data processing, particularly the divide between data professionals who have the skills to do so and those who do not. Di Maio writes, “Over the last four years open government and open data have been at the forefront of the debate on how governments can become more transparent, participative and efficient. The theory is well known: rather than (or alongside) providing the government’s interpretation or packaging of public data, this data should be made available in raw, open format for people to build their own views and applications… The downside is a deluge of data. People can easily drown in raw open data that is either too much or simply meaningless unless some processing takes place.” continued…

read more...

, , , , , , , , , , , , , ,