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December 2010 Blog Posts (40)

10 Practical Tips On How to Effectively Reduce Inventory

How to navigate confidently through the global financial crisis? Where to start? Is there any alternative to personnel lay-offs and cutting free coffee and soda at the office? By executing a proper inventory management strategy you can release cash and significantly improve solvency and stability of your business. A hot topical issue these days, isn’t it?…


Added by Maxim Morozov on December 12, 2010 at 12:32am — No Comments

10 Practical Tips On How To Improve Forecast

Is there a sense to fight for 1% forecast accuracy increase? Is the play of improving the forecasting process worth the candle? We are convinced, it is, regardless of the numerous bypass techniques to compensate for the forecast error. It is important indeed to take the first step in business process correctly. Here is what in our opinion most businesses should start and continue with.…


Added by Maxim Morozov on December 12, 2010 at 12:27am — No Comments

Mobile analytics firm Flurry raises $15M

Mobile analytics firm Flurry raised $15 million in a third round of funding as it expands its reach.

The San Francisco company operates an analytics service that is used in thousands of iPhone and Android apps. It also runs AppCircle, a recommendation platform that helps game developers spread their games broadly by…


Added by Mirko Krivanek on December 10, 2010 at 1:00pm — No Comments

Andreesen Horowitz And Index Lead $25 Million Round For Big Data Startup Factual

Factual, the open database company, closed a $25 million…


Added by Vincent Granville on December 8, 2010 at 10:25pm — No Comments






Barrieu, Rouault, and Yor [J. Appl. Probab. 41 (2004)] determined asymptotics for the logarithm of the distribution function of the Hartman-Watson distribution. We determine the asymptotics of the density. This re-finement can be applied to the pricing of Asian options in the Black-Scholes model.…


Added by John A Morrison on December 7, 2010 at 5:01am — No Comments

How Predictive Analytics Can Make Money for Social Networks

Dr. Rado Kotorov is chief innovation officer at Information Builders, and is responsible for emerging reporting, analytic and visualization technologies. He has developed analytic… Continue

Added by Richard on December 6, 2010 at 4:39pm — No Comments

Data Mining Theory vs Practice

In many fields, it is common to find a gap between theorists and practitioners. As stereotypes, theorists have a reputation for sniffing at anything which has not been optimized and proven to the nth degree, while practitioners show little interest in theory, as it…

Added by Richard on December 6, 2010 at 4:36pm — No Comments

Global Salary Increase Budgets for 2010 and 2011

Salary budgets for 2011 are projected to continue rising after hitting historic lows in 2009, according to results from the 2010-2011 Culpepper Salary Budget & Planning Survey.…


Added by Richard on December 6, 2010 at 4:30pm — No Comments

Can data analytics prevent the next offshore oil spill?


Added by Richard on December 6, 2010 at 4:30pm — No Comments

$3 Million Health Prize Challenges Innovators to Improve Health Through Analytics

Heritage Provider Network (HPN), an award-winning managed care organization with a focus on the physician-patient relationship, today announced a $3 million competition designed to develop a more accurate way to predict the likelihood of an individual’s future hospitalization, thus allowing physicians to target care and avoid unnecessary hospitalizations.

The Health Prize is part of HPN’s ongoing efforts to spur innovations that improve quality and reduce inefficiencies in health… Continue

Added by Richard on December 6, 2010 at 1:58pm — No Comments

Measuring Risk Dependencies in the Solvency II-Framework

Robert Danilo Molinari
Tristan Nguyen
WHL Graduate School of Business and Economics

Added by John A Morrison on December 6, 2010 at 12:37am — No Comments

The Mismeasure of Risk

Peter Taylor, University of Oxford


Added by John A Morrison on December 6, 2010 at 12:28am — No Comments

Solvency II / SST and Modeling of Risk Aggregation

Malte Obbel Forsberg


SST and Solvency II, while sharing many similarities, differ in a few important areas. In this paper we will explore some standard copulas used for aggregating loss distributions per risk type. Standard practice in the insurance industry is to use the Gaussian copula but there are reasons to believe that this copula is not really suitable in some aspects. The choice of copula has a large impact on the resulting solvency ratio, unfortunately…


Added by John A Morrison on December 6, 2010 at 12:00am — No Comments

The Solvency II square-root formula for systematic biometric risk

Marcus C. Christiansen

Institut f¨ur Versicherungswissenschaften

Universit¨at Ulm

D-89069 Ulm, Germany

Michel M. Denuit

Institut de Statistique, Biostatistique et Sciences Actuarielles

Universit´e Catholique de Louvain

B-1348 Louvain-la-Neuve, Belgium

Dorina Lazar

Faculty of Economics and Business Administration

Babes-Bolyai University

Cluj-Napoca, Romania


In this paper, we develop a model supporting the so-called… Continue

Added by John A Morrison on December 5, 2010 at 10:50pm — No Comments

Reduced form models of bond portfolios

Matti Koivu

Finnish Financial Supervisory Authority

Teemu Pennanen

Department of Mathematics and Systems Analysis, Aalto University

November 16, 2010


We derive simple return models for several classes of bond portfolios. With only one or two risk factors our models are able to explain most of the return variations in portfolios of fixed rate government bonds, inflation linked government bonds and investment grade corporate bonds. The… Continue

Added by John A Morrison on December 5, 2010 at 9:37pm — No Comments

Extracting information from structured credit markets

Bank of England Working Paper by Joseph Noss


(I generally do not do this & not usually to BoE work)

They seek the Holy Grail…..…


Added by John A Morrison on December 5, 2010 at 12:30am — No Comments

Accenture to create 100 analytic jobs over four years

GLOBAL MANAGEMENT consulting firm Accenture is to create 100 new jobs over the next four years at a new centre in Ireland dedicated to predictive analytics – or the use of statistics to help businesses forecast future revenues. The new jobs will take Accenture’s workforce in Ireland to 1,400.

Brian McCarthy, executive director of Accenture Analytics, said the company had begun the recruitment process for the high-level research jobs, which will be filled by graduate to PhD-level… Continue

Added by Richard on December 2, 2010 at 12:30pm — No Comments

WikiLeaks founder is a mathematician


Added by Vincent Granville on December 1, 2010 at 6:01pm — No Comments

Google search ranking algorithm deemed unfair by European Commission

[...] The [European] commission will investigate whether Google has abused a dominant market position by “allegedly lowering the ranking of unpaid search results of competing services which are specialised in providing users with specific online content such as price comparisons . . . and by according preferential placement to the results of its own . . . services,” the EU executive said.

The commission will also look into allegations that Google lowered the “Quality Score” for… Continue

Added by Vincent Granville on December 1, 2010 at 3:49pm — 2 Comments

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