From a Logical Point of View » Quantitative finance http://www.jiangtanghu.com/blog Hello World by A SAS programmer Wed, 25 Jan 2012 21:55:31 +0000 en hourly 1 http://wordpress.org/?v=3.3.1 Basel II on Incremental Risk Charge(IRC): Quick Links http://www.jiangtanghu.com/blog/2009/02/12/basel-ii-on-incremental-risk-chargeirc-quick-links-2/ http://www.jiangtanghu.com/blog/2009/02/12/basel-ii-on-incremental-risk-chargeirc-quick-links-2/#comments Thu, 12 Feb 2009 01:37:00 +0000 Jiangtang Hu http://www.jiangtanghu.com/blog/2009/02/12/basel-ii-on-incremental-risk-chargeirc-quick-links-2/
  • Basel Committee on Banking Supervision(Jan, 2009). Guidelines for computing capital for incremental default risk in the trading book. Consultative document. January.
  • IRC Comments by RiskMetrics
    • ]]>     http://www.jiangtanghu.com/blog/2009/02/12/basel-ii-on-incremental-risk-chargeirc-quick-links-2/feed/ 0     Links of 2008-12-16: Financial Engineering, Ponzi Scheme, SAS PC Game http://www.jiangtanghu.com/blog/2008/12/16/links-of-2008-12-16-financial-engineering-ponzi-scheme-sas-pc-game-2/ http://www.jiangtanghu.com/blog/2008/12/16/links-of-2008-12-16-financial-engineering-ponzi-scheme-sas-pc-game-2/#comments Tue, 16 Dec 2008 01:34:00 +0000 Jiangtang Hu http://www.jiangtanghu.com/blog/2008/12/16/links-of-2008-12-16-financial-engineering-ponzi-scheme-sas-pc-game-2/
  • The State of Financial Engineering
  • Ponzi Scheme Returns: SEC Charges Bernard L. Madoff for Multi-Billion Dollar Ponzi Scheme
  • WolfenSAS: A PC Game written by SAS Code
    • ]]>     http://www.jiangtanghu.com/blog/2008/12/16/links-of-2008-12-16-financial-engineering-ponzi-scheme-sas-pc-game-2/feed/ 0     Data Mining in Stock Market http://www.jiangtanghu.com/blog/2008/12/13/data-mining-in-stock-market-2/ http://www.jiangtanghu.com/blog/2008/12/13/data-mining-in-stock-market-2/#comments Sat, 13 Dec 2008 15:55:00 +0000 Jiangtang Hu http://www.jiangtanghu.com/blog/2008/12/13/data-mining-in-stock-market-2/ Data Mining in Stock Market? Is it crazy? or is it just a hopeless try? Every mentor in mathematics and finance educates us that the stock market is too chaotic and sentimental to use mathematical models. Most of all gift rock scientists are concentrated in the study of interest of rates and fixed income securities. It sounds profitable to use mathematical and statistical models to predict the price of stock, but there are little successfull stories.

    I know I might hold some academic doctrines, so I have interest to monitor any effort to try to forecast stock prices using data mining techniques. Some links from a popular data mining blog , Data Mining Research, are listed as follows:

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