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Friends, It is always like that whenever I do some good work or good research, they increase torture on me manifold. Now I am trying to work to fix the program and mind control agents have focused high frequency lasers on my temple and it causes very sharp pain in my temple. They have previously done that several times in the past and there were many times when they continued to focus lasers on m…

A different kind of news from outer space! "Dark Star is always playing somewhere. All we do is tap into it." - Phil Lesh For your freeform musical inspiration. https://www.youtube.com/watch?v=4innN_j ... rt_radio=1 Dark Star - Grateful Dead (Live in Veneta, Oregon 8/27/72) Composite image of the Crab Nebula. NASA, ESA, NRAO, AUI, NSF, and G. Dubner (University of Buenos Aires) Statistics: Posted…

Here is the matlab code with light comments to explain the logic of Newton method. These are only functions related to over-constrained Newton root search. . . . Code: function [cnOptim] = OptimizeCorrFromHermitesNewton(Zy,Zx,cnn,HCorrXX,NDims,paths,Order)%Order;Max Order of Hermites Calibration is seven.%Zx is paths X K array for joint values of Zx arranged for "paths" number of observations%Zy …

Friends, I am commenting the new program and will post a commented version in a few hours. In the meantime, I want to mention how to calculate the model values of hermite polynomials that are matched with data values of hermite polynomials. And also describe how to calculate its derivatives for Newton. But first please look at the details of Newton method in a previous post 3098 here: https://for…

Friends, I will come back with a detailed latex post and commented code later tonight. But very quickly for friends trying to play with the program, I have changed the order of variables and indexing and it is different in new output variable cnOptim that comes out of Newton optimization. Please let me explain here. In the expansion of nth power of Gaussian, if there are K correlated variables, t…

mathematicsnumerical-methodsstochastic-calculus

. . Friends, I tried to write a good modular and re-usable code for the hermite to Gaussian correlation by Newton part of the program but it is too late at the moment so I will post a new fully commented version of the code tomorrow. Its basically very very simple and I hope most friends would like using this code. . . Code: function []= ConditionalDensityHermitesNvariateNewton()%SV SDE is %dV(t)…

Friends, I think I have been able to write a good basic version for Newton method for finding the correlation coefficients as described in previous programs. It seems a very major improvement on the earlier programs. Here are parameters of the SDE %SDE1 thetaV(1)=1.0; kappaV(1)=0.000; gamma(1)=.75; sigma0(1)=.5; %SDE2 thetaV(2)=1.0; kappaV(2)=0.000; gamma(2)=.65; sigma0(2)=.55; %SDE3 thetaV(3)=1.…

Friends, I can verify that Newton method is working for optimization in simple cases. I hope to be able to post a new program later tonight or tomorrow. For first hermite polynomial, starting from a very good guess, Newton continued to improve the guess for about 35 iterations while I had weighted Newton iteration with a multiple of .1(1/10) and then it stopped improving. The change over all iter…

Friends, despite all problems I am working, and I have checked the main algorithm to work fine, and I hope that I would be able to produce a basic program for optimization of correlation coefficients  sometime over this weekend that will at least work with the basic algorithm. But this might just be an intermediate program with more improvements to follow for the program for calculation of correl…

mathematicsoptimizationstatistics

Friends, I have made significant progress and will continue to let friends know as I do further work. I am sure we are on right track with right ideas to solve the problem. But some serious issues remain that I want to bring to notice of my friends. There is a huge drugging activity going on in the city to drug my food. They have distributed mind control drugs to street food vendors on a huge sca…

Well, I enjoyed it all! As did I. Couldn't find a copy of the Sunday Times Rich List the next day though, so not the weekend I was hoping for. :/ Statistics: Posted by jasonbell — 20 minutes ago

Friends, I have run out of my coffee and therefore waking up too late has become difficult. From earlier analysis, it seems that the iterative method I suggested yesterday would work very well. However, I hope to have more final results possibly later today or possibly tomorrow. I hope that it would become clear by later tomorrow if the method works perfectly well. I hope to post the new program …

That's a really useful data point - thank you for sharing it. The CAT bond parallel is instructive precisely because it shows how hard market creation actually is, even with institutional backing. The lesson I take from stories like that is that the product wasn't the problem - distribution and timing were. CAT bonds eventually did take off, just later and differently than the early pioneers expe…

The world of insurance, actuaries etc. is a world on its own.  I briefly worked for a company that tried to popularise CAT Risk bonds in the late 90's.  The guy running the company was absolutely convinced they were the 'next big thing' and spent a fortune trying to get it off the ground.  National Australia Bank poured some money into it as well, but it never took off.  I suspect you'd need to g…

quant-financerisk-management

Uk last! Who would have thought it?! For our Euro friends: "By the way, the same procedure as last year, Miss Sophie?" "The same procedure as every year, James." Within the first bar of the UK entry I said, "Oh this is bad*". My money was on Bulgaria when I heard it. Romania was brilliant too. Musically it seemed to be taken more seriously by the other countries. Statistics: Posted by jasonbell —…

Let us solve a toy problem with four correlation parameters that are initially chosen in a way that their sum squared is already one i.e. \[\,{\rho_1}^2\,+\,{\rho_2}^2\,+\,{\rho_3}^2\,+\,{\rho_4}^2\,=\,1\,\] obviously so that squared sum remains unity, any changes would have to be made in a way that \[\,\Delta{\rho_1}^2\,+\,\Delta{\rho_2}^2\,+\,\Delta{\rho_3}^2\,+\,\Delta{\rho_4}^2\,=\,0\,\] For …

Starmer reaching a new bottom: BBC News - UK waters down new Russian oil sanctions as fuel prices rise - BBC News https://www.bbc.co.uk/news/articles/cy42x3g7r89o Absolute coward. Statistics: Posted by ISayMoo — 56 minutes ago

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