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November 8th, 2004, 7:03 pm
Forum: Student Forum
Topic: market maker's dynamics
Replies: 26
Views: 171485

### market maker's dynamics

<t>To what I remember this idea can be derived from utility function theory. Every participant (investor ) on the market has it's own utility function that he tries to maximize. The general properties of these functions induce stochastic behaviour of the market ( like in statistical mechanics). Addi...
September 1st, 2004, 9:39 pm
Forum: Brainteaser Forum
Topic: The Matchstick Problem
Replies: 77
Views: 189915

### The Matchstick Problem

<t>Distributuion of shorter part can be obtained from elastisity theory. It is almost impossible to break a match from the edge. The elalstisity gives me (being specialist in mechanics 20 years ago trully speaking I don't remember) the necessary force ~ leverage, namely (1-x)/x. Having finite power ...
August 9th, 2004, 3:19 pm
Forum: Brainteaser Forum
Topic: Expectation in coin flipping
Replies: 15
Views: 182183

### Expectation in coin flipping

<t>Game A: is 100* mean( 1 trilal) =100*1.5 = 150 - I don't understand what Aaron is calculating here. GAme B is also not so difficult too: Mean profit_B = mean profit_A * (1- Probability to get zero during 100 trials) - 50* ( Probability to get zero during 100 trials) == 150 - 200 * (Probability to...
August 9th, 2004, 1:51 pm
Forum: Brainteaser Forum
Topic: the tigers and the deer
Replies: 21
Views: 188965

### the tigers and the deer

<t>QuoteOriginally posted by: beatarmy96I respectfully disagree with the answer that an odd number of tigers means the deer will get eaten while an even number means it will not. Let me respectively disagree with you, beatarmy. Utility function should put surviving factor on the first place, otherwi...
July 13th, 2004, 3:50 pm
Forum: Brainteaser Forum
Topic: "Equation"
Replies: 37
Views: 185689

### "Equation"

QuoteOriginally posted by: MirceaAbout to the generalization: if n=2 then the solution is x=sqrt(2). If n=4 then the solution is again x=sqrt(2), thus 2=4!!! /q]Mmmmm, .. cool, MirceaGood question to fail somebody on an interview
July 13th, 2004, 3:42 pm
Forum: General Forum
Topic: Econometric vs. Physic Analysis - Which is better?
Replies: 26
Views: 187764

### Econometric vs. Physic Analysis - Which is better?

<t>QuoteOriginally posted by: rcohenQuoteOriginally posted by: zqhomeIn engineering, you don't use optimisation to get the parameters. I don't know where you get this idea from. what should go in these equations.I am sorry,rcohen but I am also have degree in Mechanics. It seems you never really esti...
July 12th, 2004, 9:49 pm
Forum: Brainteaser Forum
Topic: "Equation"
Replies: 37
Views: 185689

### "Equation"

Generalization:x^x^x... = n -> x =n^(1/n)It does converge for x >1 and for arbitary x > 1 there exists n > 0 such that the equation holds true.
July 12th, 2004, 9:41 pm
Forum: Technical Forum
Topic: Initial Starting Point for Non-Linear Optimization
Replies: 7
Views: 184125

### Initial Starting Point for Non-Linear Optimization

<t>To get a feasible solution you can first to minimise the distance from your parameter x to the set defined by consttraint - nonequalities. If this set is not empty you shoud get finally the distance zero and the optimal x into the set. It can be done via optimization routine without constraints t...
July 12th, 2004, 6:13 pm
Forum: Brainteaser Forum
Topic: "Equation"
Replies: 37
Views: 185689

### "Equation"

My answer is sqrt(2)"Solution"Define y_n = x ^(x^...) - n_timesThin Lim y_n = 2;then log lim y_n = log(x) lim y_{n-1} = log(x) *2 = log(2) -> x =sqrt(2)Of course, problem of converging y_n is omitted here
July 12th, 2004, 4:50 pm
Forum: Brainteaser Forum
Topic: the tigers and the deer
Replies: 21
Views: 188965

### the tigers and the deer

<t>QuoteOriginally posted by: FVQuoteOriginally posted by: knowtoriousHere's a neat little puzzle:There are 99 tigers and one deer stranded on the proverbial island covered in grass.All the animals are quite happy to be eating the grass that is continually replenished, but each tiger would much rath...
July 12th, 2004, 4:42 pm
Forum: Brainteaser Forum
Topic: Clock with equal length hands
Replies: 17
Views: 183775

### Clock with equal length hands

<t>I got 12 times per our so 144 times. My solution Being x from [0,1], the hour arrow always shows n+x while minute arrow shows 12x So to have swap of the arrows make sense we have to write that n + x = 12 y 12 x = m + y , where n is integer from 0 till 11, m is integer from 0 till 11 and x, y are ...
July 12th, 2004, 3:29 pm
Forum: General Forum
Topic: Econometric vs. Physic Analysis - Which is better?
Replies: 26
Views: 187764

### Econometric vs. Physic Analysis - Which is better?

<t>Being mathematician and econometrist for many years I see the same problem when mathematicians and physists work with data and derive results without any reference to statsitical significance and confidence interval. The general attitude to statitics is quite arrogant. This is extremely dangerous...
March 22nd, 2004, 6:07 pm
Forum: Technical Forum
Topic: Statistical Bootstrap assumption
Replies: 7
Views: 189670

### Statistical Bootstrap assumption

<t>One has to specify what he means by "bootsrap" . Generally it means filling by simulation some sample holes based on your model. Simply speaking:1. You have real data "y" and model y=f(x,theta,eps) depending on some parameters and noise assumptions2. You fit your parameters via your criterion i.e...
March 19th, 2004, 9:41 pm
Forum: Brainteaser Forum
Topic: Creating a 21
Replies: 19
Views: 190875

### Creating a 21

With all respect but 5*6-7-1 =221 more 1 less who counts ...
March 18th, 2004, 9:52 pm
Forum: Careers Forum
Topic: Who needs H1 the first time can relax until the next fiscal year
Replies: 22
Views: 191104

### Who needs H1 the first time can relax until the next fiscal year

Preparation for EB-1, EB-2 takes a long time, unless you are nobel prize winner, that probably is not
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