Do you know stackoverflow.com ?
If you write at least one line of code per week, you should ! In short terms, stackoverflow.com is a Q&A-site for programmers without payment, without add overloading but under collaborative control, just like wikipedia. Additionally, there is a reputation system which is certainly a better metric than number-of posts.
Check the following sections to get an idea how it works.…
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Added by Steffen Springer on June 23, 2010 at 12:52am —
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D. Guéganand P.A. Maugis
Abstract
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable variance.
Both results are crucial to motivate any econometrical work…
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Added by John A Morrison on June 21, 2010 at 11:30pm —
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Matteo Barigozzi, SBS‐EM, ECARES, Université Libre de Bruxelles
Christian T. Brownlees, New York University
Giampiero M. Gallo, University of Florence
David Veredas, SBS‐EM, ECARES, Université Libre de Bruxelles
Abstract
When observed over a large panel, measures of risk (such as realized volatilities) usually exhibit a secular trend around which individual risks cluster. In this article we propose a vector Multiplicative Error…
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Added by John A Morrison on June 21, 2010 at 11:30pm —
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I am curious about where people think statistics/advanced analytics should be placed in the organization. I have heard a great deal of talk about this lately.
Added by Randy Bartlett on June 20, 2010 at 2:53pm —
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Google has a tool that allows you to check how much an advertiser should pay, if they were buying your name. Here is what a few people are worth according to Google.
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Added by Vincent Granville on June 19, 2010 at 1:29pm —
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Fitzgerald Analytics Announces Major West Coast Business Thrust…
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Added by Jaime Fitzgerald on June 19, 2010 at 12:30pm —
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by Karl Walentin and Peter Sellin…
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Added by John A Morrison on June 18, 2010 at 12:00pm —
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Luis H. R. Alvarez and Jani T. Sainioy
Turku School of Economics, Department of Accounting and Finance
Abstract
We extend the Vasicek loan portfolio model to a setting where liabilities fluctuate randomly and asset values may be subject to systemic jump risk. We derive the probability distribution of the percentage loss of a uniform portfolio and analyze its properties. We find that the impact of liability risk is ambiguous and depends on the…
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Added by John A Morrison on June 18, 2010 at 1:30am —
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A British bioinformatician asks what bioinformatics has ever done for us? Or put differently, what is the single greatest biological discovery made possible by bioinformatics? He is offering $USD100 to the person who puts forward the most compelling answer (the prize is small but the idea is to stoke discussion). Kaggle would also welcome a guest…
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Added by Anthony Goldbloom on June 17, 2010 at 3:49am —
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I join in http://www.meetup.com/R-Users and explore its pages. I find something that wonder me: RApache !
I google it and find http://rapache.net/.
rapache is a project supporting web application development using the R statistical language and environment and the Apache web server.
I am downloading rapache VMware Virtual machine now .
Added by Mohammad Fayaz on June 16, 2010 at 2:00am —
4 Comments
Executive Director Financial Stability Bank of England
March 2010
This is a great speech, worth taking the time to read.
Added by John A Morrison on June 16, 2010 at 1:20am —
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Piergiorgio Alessandri and Mathias Drehmann
Working Paper No. 388, Bank of England
An economic capital model integrating credit and interest rate risk in the banking book
Abstract
Banks often measure credit and interest rate risk…
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Added by John A Morrison on June 16, 2010 at 1:09am —
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Added by John A Morrison on June 11, 2010 at 12:00pm —
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Added by Cynthia Rothschild on June 9, 2010 at 12:17am —
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Nelson-Siegel Affine and Quadratic Yield Curve Specifications
which one is better at forecasting?
by Ken Nyholm
and Rositsa Vidova-Koleva
June 2 0 1 0
E U R O P E A N C E N T R A L B A N K
Added by John A Morrison on June 8, 2010 at 11:30am —
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INTERIM - IN DEVELOPMENT…
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Added by John A Morrison on June 7, 2010 at 2:46pm —
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Added by John A Morrison on June 7, 2010 at 2:30pm —
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Alexander Braun
Institute of Insurance Economics, University of St. Gallen,
Abstract
While catastrophe bonds, futures and options have attracted increasing scholarly attention through-
out the last two decades, the catastrophe swap, a financial instrument of growing importance for risk
managers and investors, has been virtually neglected altogether. This paper aims at filling the gap
by discussing…
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Added by John A Morrison on June 6, 2010 at 12:18am —
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Markus Rudolf1 and… Continue
Added by John A Morrison on June 5, 2010 at 11:32pm —
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Job Seekers with Quantitative Skills:
Have a great weekend,
Added by Jaime Fitzgerald on June 5, 2010 at 9:14am —
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