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by frolloos
July 16th, 2019, 5:17 pm
Forum: Off Topic
Topic: Stuff that Physics_(+ &)_mathematicS can explain
Replies: 26
Views: 5217

Re: Stuff that Physics_(+ &)_mathematicS can explain

Stagnation in physics Looks like she has an interesting book -- just ordered a copy. Wilczek's take on her book: https://physicstoday.scitation.org/doi/pdf/10.1063/PT.3.4022 Not that I understand all this stuff, but some of her papers on ArXiv cite and make use of Maldacena's work on AdS / CFT dual...
by frolloos
July 13th, 2019, 3:00 pm
Forum: Student Forum
Topic: Arbitrage when risk-free portfolio earns less than riskless portfolio
Replies: 43
Views: 3080

Re: Arbitrage when risk-free portfolio earns less than riskless portfolio

Welcome back - however fleetingly! The biggest change is probably the sudden death of ppauper. Some people (trackstar -- I'm looking at you!) would argue that he was the irritant that stimulated the production of pearls around here. As far as I'm concerned, he was just an irritant. But, for whateve...
by frolloos
July 12th, 2019, 1:45 pm
Forum: Technical Forum
Topic: Zassenhaus formula
Replies: 12
Views: 1772

Re: Zassenhaus formula

I'm looking to compute the expression [$] (\prod_2^\infty e^{\tau^n C_n} ) e^{\tau A} C^{BS}(\tau) [$]. Not an exact computation to all orders, but let's say a first order perturbation. I can't make it less fuzzy at the moment as am still groping my way around. But fair enough, let's close the topic...
by frolloos
July 12th, 2019, 5:04 am
Forum: Technical Forum
Topic: Zassenhaus formula
Replies: 12
Views: 1772

Re: Zassenhaus formula

Thanks for all the inputs. First of al, I don't have a clear idea at all about this and what I am really looking for, so might be wasting your time. It's not the BCH but its dual (Zassenhaus), and more specifically the left dual (the right dual is more commonly written down) that I've been looking a...
by frolloos
July 11th, 2019, 3:20 pm
Forum: Technical Forum
Topic: Zassenhaus formula
Replies: 12
Views: 1772

Zassenhaus formula

Ah, what the heck. So I've been mulling this over for quite some time now: let [$]B[$] be the Black-Scholes generator, and [$]A[$] be SV generator terms, such as the vega, volga, vanna differential operators. From semi-group theory it is justified to write the formal solution of an SV PDE as [$]C(\t...
by frolloos
July 11th, 2019, 11:09 am
Forum: Student Forum
Topic: Arbitrage when risk-free portfolio earns less than riskless portfolio
Replies: 43
Views: 3080

Re: Arbitrage when risk-free portfolio earns less than riskless portfolio

* edited because I misspelled frolloos. Apologies  to him, it’s been awhile since I saw that name in print. : ) Thank you trackstar - which is why I signed in today to remind you not to misspell, you know how much I dislike spelling mistakes : ) Have a great day in your vegetable garden with the gr...
by frolloos
July 11th, 2019, 9:43 am
Forum: Student Forum
Topic: Arbitrage when risk-free portfolio earns less than riskless portfolio
Replies: 43
Views: 3080

Re: Arbitrage when risk-free portfolio earns less than riskless portfolio

1) Indeed ppauper is AWOL and has been for a few months. Will he return? Unknown.  Also absent: outrun, CrashedMint, froolos, numbersix, and many others. Greener pastures? Time-consuming pursuit of hotties? Marriage and family?! Intergalactic travel? Unclear... Observing Blue Tits in the garden act...
by frolloos
July 6th, 2018, 12:30 pm
Forum: Off Topic
Topic: Spewers of bullshit
Replies: 60
Views: 1533

Spewers of bullshit

T4A, you are a great example that some animals are very bad at learning anything, including proper manners. I was going through this thread as I know nothing about deep networks (only superficial ones) and you appear to be quite/very knowledgeable on this. I agree on both counts. Friendly advice; w...
by frolloos
July 6th, 2018, 12:30 pm
Forum: Off Topic
Topic: Spewers of bullshit
Replies: 31
Views: 958

Spewers of bullshit

T4A, you are a great example that some animals are very bad at learning anything, including proper manners. I was going through this thread as I know nothing about deep networks (only superficial ones) and you appear to be quite/very knowledgeable on this. I agree on both counts. Friendly advice; w...
by frolloos
July 6th, 2018, 1:54 am
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 476
Views: 25425

Re: If you are bored with Deep Networks

As you did with T4A, Outrun, in this thread and others in non OT (and OT) threads as well?
 
Sure matey, whatever you say. 
by frolloos
July 6th, 2018, 1:34 am
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 476
Views: 25425

Re: If you are bored with Deep Networks

T4A, you are a great example that some animals are very bad at learning anything, including proper manners. I was going through this thread as I know nothing about deep networks (only superficial ones) and you appear to be quite/very knowledgeable on this. But then what caught my attention is how t...
by frolloos
July 5th, 2018, 9:33 am
Forum: Brainteaser Forum
Topic: Slow boat from Mars
Replies: 9
Views: 1718

Re: Slow boat from Mars

Genesis would have been so much more intriguing had it it opened with just a hint of a prediction. Say,  In the beginning God created the heaven and the many earths ...  The  creation  according to the Rig Veda is actually quite intriguing, especially the last 4 lines: [table][tr][td]Then even noth...
by frolloos
July 5th, 2018, 6:33 am
Forum: Off Topic
Topic: Russia земля борца самбо
Replies: 83
Views: 6025

Re: Russia земля борца самбо

"near" in the headline means 10 miles according to the text.
It's actually closer to Porton Down (the UK's chemical weapons lab, about 5 miles) than to where the russians were
They're taking the world cup too literally (the Russians).
by frolloos
July 5th, 2018, 12:52 am
Forum: Student Forum
Topic: index options depending on historical and future volatility
Replies: 5
Views: 489

Re: index options depending on historical and future volatility

What's LOR?  If I'm not mistaken this is a timer option. They don't appear to be traded much anymore, although I think the instrument itself makes good  sense from both a dealer as investor perspective. 
by frolloos
July 4th, 2018, 11:33 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2057
Views: 105564

Re: Stupid question of the day

I would frankly worry more about the talent drain from "The Principal Discussion Forums"
Even list1 is gone. Although not necessarily contributing to the talent drain, it's still telling.
GZIP: On