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John A Morrison's Page
Profile Information
- Company:
- www.asymptotix.eu
- Seniority:
- Director
- Job Function:
- Finance
- Industry:
- Financial Predictive Analytics
- Short Bio:
- John A Morrison is a Solution Architect in the Risk Management space. He is Director, Solution Partnerships of Union Legend SA and an advisor to REvolution Computing. John has worked for IBM UK and SAP UK in the past and advised, amongst others; HSBC, Anglo Irish Bank and Prebon Marshall Yamane. John is a Monetary Economist with a particular interest and focus upon the challenges of Economic Capital.
http://www.linkedin.com/pub/0/a64/900
- LinkedIn Profile:
- http://www.asymptotix.eu
- Interests:
- Networking, New Venture
John A Morrison's Blog
The Duhem-Quine thesis and experimental economics A reinterpretation
Posted on August 12, 2012 at 10:30pm 1 Comment 0 Likes
The Duhem-Quine thesis and experimental economics A reinterpretation
Morten Søberg
Abstract:
The Duhem-Quine thesis asserts that any empirical evaluation of a theory is in fact a composite test of several interconnected hypotheses. Recalcitrant evidence signals falsity within the conjunction of hypotheses, but logic alone cannot pinpoint the individual element(s) inside the theoretical cluster responsible for a false prediction. This paper…
Econometric Pornography on G+
Posted on August 7, 2012 at 1:15pm 0 Comments 0 Likes
I call this post "pornography" its a repository of old re-prints in modern econometrics and related stuff.....
I intend to keep updating it as stuff comes to my attention;
its the kind of [old] logical (positivist) material I really like;
.. all the comments come with this link ……
Continue" Political Economics " Stuff I really like! A new 'discipline' (2 me!)
Posted on August 5, 2012 at 7:57am 1 Comment 0 Likes
Stuff I really like! A new 'discipline'; some references;-
Political Economics : Explaining Economic Policy
…
ContinueDivide and Recombine for the Analysis of Large Complex Data
Posted on August 4, 2012 at 9:37pm 0 Comments 0 Likes
by
William Cleveland, Saptarshi Guha, Ryan Hafen, Jianfu Li, Jeremiah Rounds, Bowei Xi, and Jin Xia
Abstract
Divide and Recombine (D&R) is an approach to the analysis of large complex data. The data are parallelized: divided into subsets in one or more ways by the data analyst. Numeric and visualization methods are applied to each of the subsets separately. Then the results of each method are recombined across subsets. By introducing…
How the ECB uses PCA to analyze Sovereign Bond Markets
Posted on July 27, 2012 at 11:15am 0 Comments 0 Likes
I have extracted 4 pages from the ECB FSR of June 2011 to a summary '.pdf' file;
these pages are a box in that FSR (if u are familiar with the FSR you will gettit); the box is titled;-
COMMON TRENDS IN EURO AREA SOVEREIGN CREDIT DEFAULT SWAP PREMIA
& it contains a beautiful & succint description of how the ECB uses the PCA technique in this space.
I have placed the summary file on a url on my website (for…
Continue
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Here is my research page (which takes you to my compnay). This presents what it is that interests me.
http://www.union-legend.com/index.php?page=research
I have published two White Papers, the url's are below;-
http://www.sap.com/uk/images/baselii/whitepaper.pdf
http://www.union-legend.com/uploads/publwp/Economic%20Capital%20Predictive%20Analytics%20WP%20UL%20REvo%20Dec%202008.pdf
Let me know if these cross over into your field. Merry Christmas.
Welcome to Statistical Consulting. We are looking forward to hearing more from you on risk modeling. I collaborate with the Royal Institute of Technology in Stockholm on risk theory in technical systems, so I have a special interest in this field.
Best,
Stephan
JAM