Currently browsing category

finances

Instant Forecast

Now that Google has made us used to everything 'instant' (I don't even like instant coffee) we know anyone with a SOA algorithm and piece of hardware/software should be able to instantly predict. And I thought that 'nowcasting' was too shorter term! Not to mention that one shouldn't be confusing …

“Financial Outbreak”

This week I read my copy of “The Economist” August 18th-24th, and I found some articles about the most recent financial turnmoil which I’d like to comment, since there’s some info related to something I wrote here and here. The Game is up (pp.63-64) “Quantitative funds have been hardest hit …

Financial Chaos (II)

It’s not really my argument, but I’ve just found a book where it’s stated that the outcome of the mathematical models applied to the financial markets not just let us understand better their functioning but changed the rules of it. In, An Engine, Not a Camera: How Financial Models Shape …

Financial Chaos

The new trend, coming from the early nineties really (see this), in financial analysis is the application of chaos theory to the forecast of financial markets. In fact, almost 9% of the financial portfolios all over the world are now managed by means of these techniques. What is troubling me …