Recent content by wigglywoogly

Here's a paper with some theory and evaluation of stock market time series methods that go beyond Ito calculus. More for (hopefully) reliable estimates of risk than for predicting the future value. http://www.mitpressjournals.org/doi/abs/10.1162/003465302320259420#.VTbqiFkoa2w

People into neural networks deal with cluster analysis. And that might include cognitive scientists, philosophers, linguists.

I read your paper Jamal. It seems like you have some criticisms of the R/S approach, but that's only one method of estimating the Hurst exponent. Persistence and long memory is part of it, but also clustering volatility and intermittent large outliers. The multifractal formalism has been shown...

Thanks for the help - I also posted on physics stack exchange and the community told me my problem was most likely due to my use of the Forward Euler numerical integration method (unbeknownst to me!) and that such a method is prone to large errors. They suggested either a Runge-Kutta method...

Thanks for the advice, I have changed the vector field to use fewer calls to math library. The function seems to work fine, it returns exactly what we expect. Also, you're right about arctan, was a typo. However the problem is still the gradual increase in tangential velocity that causes the...

I thought I might add some more pictures. These are from an older version of the code, calibrated differently (in all but one, the planet is not centred on (0, 0), and some have different values for G, M and deltat). But I was having essentially the same problem. Also apologies for the ad-hoc...

Homework Statement This is just a project for fun, not homework. I'm writing something in python that takes in an apple's initial position vector and initial velocity vector, and for a given gravitational field due to a planet, returns the next position vector after a small time increment...

I will do, really appreciate your input. I'll let you know once I get a chance to read it. Thanks.

No. Here's why: I don't think there's anything 'complicated' about GDP. I just think it's a dull measure of well-being. That said, I don't think there's anything very complicated about the Human Development Index, but it's probably a better measure of well-being than GDP. On the other hand...

I have doubts about the abilities of a metric like GDP, wealth or income to portray how well people are living (keeping in mind we are trying to evaluate what's 'good' and 'bad' here.) Amartya Sen has something of an objective-list theory approach to measuring this, incorporating literacy...

Does anyone here know much about these topics? I understand they surround the absence of normally distrubted returns, excessive kurtosis. Fat tails somehow disprove the EMH? Can anyone explain this argument? I've been advised that there are links to turbulence in fluid dynamics, joined by the...

Agree with ubiquitousuk. Game Theory: An Introduction by Tadelis is good.

Interesting. I did ask one of my logic teachers about this very thing a while back but he seemed to suggest it would be a bit of a dead end. Comparing 'probability' and 'fuzzy logic' may be a bit of an ill-posed question, in any case. fuzzy logic is a system of logic, whereas probability...

Am I understanding the broad scheme of your question: You want to develop a function for profit (or expected profit), which takes those 3 variables a, b and c as arguments? Then you want to take the total derivative of this function (to account for feedback loops), and set this equal to zero to...

Yes I know what a normalized measure is. I have studied probability from the axioms upwards. Including the philosophical concerns of Baysianism vs. Frequentism.