SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 7363 matches

by Paul
March 26th, 2020, 7:50 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 224
Views: 5863

Re: Models for Covid-19

Cuch, I'll keep playing around with aggregation analytically.
by Paul
March 26th, 2020, 7:49 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 224
Views: 5863

Re: Models for Covid-19

For years I've been telling quants that they can learn from math biology. Looks like they are finally listening! Of course, they will only learn from the tiny part of math biol that's about epidemics, they'll ignore the rest. What happened to enquiring minds?
by Paul
March 26th, 2020, 7:42 pm
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 742
Views: 75821

Re: How good or bad are the pandemic warning models?

German low death rate due to more testing, confirmed.

Which means UK infected is probably in low hundreds of thousands.
by Paul
March 26th, 2020, 7:38 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 224
Views: 5863

Re: Models for Covid-19

That's what these models are. See Wilmott & Orrell.
by Paul
March 26th, 2020, 7:26 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 224
Views: 5863

Re: Models for Covid-19

Please play around with parameter values and the  ϕ ( H ) ϕ(H)  function. My parameters were not carefully thought out, just used to see it I could get any results at all. I can run multiple parallel versions of my solver, each invocation having its own set of randomised parameters if necessary (Ve...
by Paul
March 26th, 2020, 5:47 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 224
Views: 5863

Re: Models for Covid-19

This is the full lockdown+hospital model. The version to work on. Only change from previous version is putting in the N parameter to help with scaling. Independent variable: [$]t[$] is time. Dependent variables: [$]S_i(t)[$] =  susceptible in each household, at home [$]I_i(t)[$] = infected in each ...
by Paul
March 26th, 2020, 5:09 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 224
Views: 5863

Re: Models for Covid-19

I'm tinkering with it analytically. I'll write it again neatly next.
by Paul
March 26th, 2020, 5:07 pm
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 52
Views: 1376

Re: Good things that come out of this pandemic...

17. Airplanes are cheap to buy. You'll probably have to get one of the big ones though.
by Paul
March 26th, 2020, 5:04 pm
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 52
Views: 1376

Re: Good things that come out of this pandemic...

16, No more mandatory birthday parties and cheek-kissing.
I like the first bit. No more worrying about whether to invite child's whole class or just friends!
by Paul
March 26th, 2020, 7:24 am
Forum: Economics Forum
Topic: Hyperinflation
Replies: 14
Views: 1695

Re: Hyperinflation

Orange juice up. Mail-order shirts down.
by Paul
March 26th, 2020, 7:24 am
Forum: Economics Forum
Topic: Deflation
Replies: 9
Views: 597

Re: Deflation

Orange juice up. Mail-order shirts down.
by Paul
March 26th, 2020, 7:20 am
Forum: Off Topic
Topic: Gallows humour
Replies: 40
Views: 2005

Re: Gallows humour

He's back...

Image

Image
by Paul
March 26th, 2020, 5:47 am
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 146
Views: 7006

Re: How should we deal with the coronavirus pandemic?

Are all your exes catching up and asking how you are? No? Same here.
by Paul
March 26th, 2020, 5:16 am
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 52
Views: 1376

Good things that come out of this pandemic...

1. The exponential function, previously hiding in the shadows, is taking the world by storm. (The role of compound interest has been taken over by a virus.) 2. We know which people are useless in a crisis. 3. No more eating fresh vegetables! They are everywhere but I’m not touching them. 4. I was go...
by Paul
March 26th, 2020, 5:08 am
Forum: Off Topic
Topic: Is the cure worse than the disease?
Replies: 35
Views: 1257

Re: Is the cure worse than the disease?

Cheesecake Factory can’t make April payments to landlords. It feels like very few businesses put aside cash for rainy days. (British understatement.)

But I can assure readers that Wilmott.com can weather this storm! (As long as there’s an internet.)
GZIP: On