SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by ScilabGuru
March 18th, 2004, 11:44 am
Forum: Careers Forum
Topic: Who needs H1 the first time can relax until the next fiscal year
Replies: 22
Views: 191049

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

<t>QuoteOriginally posted by: drews26Guys, if you have PhDs or Masters (or any advanced degrees), why don't you stop whining about US strict immigration policies and try to file EB-1 and/or EB-2 petitions (see USCIS site for details). Sure it takes a lot of time and effort to put one’s case together...
by ScilabGuru
March 17th, 2004, 9:56 pm
Forum: Careers Forum
Topic: Who needs H1 the first time can relax until the next fiscal year
Replies: 22
Views: 191049

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

Ha ha, no don't worry I do have the legal status. Unfortunately, this is the status of a slave in the gold cave. I just hypothetically try to find the key from this cave.
by ScilabGuru
March 17th, 2004, 9:30 pm
Forum: Student Forum
Topic: Conditional Monte Carlo ?
Replies: 8
Views: 189777

Conditional Monte Carlo ?

I suspect that this just means that you simulate conditional distribution. For instance, if you have time series from the model x_{i+1}= f(x_i,y_i, eps_i) - then you have to simulate distribution for X_{i+1} having x_i, y_i fixed
by ScilabGuru
March 17th, 2004, 9:03 pm
Forum: General Forum
Topic: Garch estimation
Replies: 1
Views: 189318

Garch estimation

<t>I suggest you to make the following statistical test to check if you MLE fits data properly. 1. With fitted paramaters simulate the data via your garch model.2. Try to fit this simulated data again. If your MLE algorithm works good you should get something close to your "true" parameters" and sin...
by ScilabGuru
March 17th, 2004, 4:41 pm
Forum: Careers Forum
Topic: Who needs H1 the first time can relax until the next fiscal year
Replies: 22
Views: 191049

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

QuoteOriginally posted by: WannaBeDudemy lawyer says that the quota for the next fiscal year(Oct 2004-Sept 2005) will be filled up in April 04 itself.and if this whole lag keeps piling up like this god knows whats gonna happen in the next 4-5 years......This is great news .
by ScilabGuru
March 11th, 2004, 3:45 pm
Forum: General Forum
Topic: Know Your Weapon Talk
Replies: 34
Views: 192556

Know Your Weapon Talk

After this tlak I realized that I even not a "soldier" just a "sulter"....
by ScilabGuru
March 11th, 2004, 3:38 pm
Forum: General Forum
Topic: Which statistical Forecasting methods for Quant Finance/Trading
Replies: 10
Views: 191194

Which statistical Forecasting methods for Quant Finance/Trading

<t>Usually, relatvely standard classical econometric models do not work for speculating forecast. Why? Just because if everybody tries them and then any statistical arbitrage based on these models disappered already or cannot exists pretty long. But this does not mean these models are useless. First...
by ScilabGuru
February 10th, 2004, 9:20 pm
Forum: Brainteaser Forum
Topic: circle pool
Replies: 15
Views: 190500

circle pool

<t>Zerdna, you algorithm reminds me paradox of Achiless and totrtulle (sorry, don't remember the spelling well) So what that you move ortogonal to dogs velocity - if dog runs still 4 times faster than you? If your disctance to the edge is bigger than 4 dogs radial distance - nothing can help your. <...
by ScilabGuru
February 10th, 2004, 9:14 pm
Forum: Brainteaser Forum
Topic: circle pool
Replies: 15
Views: 190500

circle pool

by ScilabGuru
February 10th, 2004, 9:12 pm
Forum: Brainteaser Forum
Topic: circle pool
Replies: 15
Views: 190500

circle pool

<t>Kr, you are correct, but let me reformulate a bit your solution on the language of radial velocity.1. You are arrive to the circle of the certain radius 1-Pi/4 <= r<=1/4;2. On this cicrle you radial velocity is alwasy bigger that the dog's one. Thus you can aways get on the point opprosite to the...
by ScilabGuru
February 10th, 2004, 4:02 pm
Forum: Brainteaser Forum
Topic: circle pool
Replies: 15
Views: 190500

circle pool

<t>QuoteOriginally posted by: zerdnaI am a little confused. Is there a simple method just to get away from the dog or are you saying there is a simple strategy that could get you further ahead of the dog than the strategy i described?QuoteSince he moves always perpendicular to the dog the distance b...
by ScilabGuru
February 10th, 2004, 3:06 pm
Forum: Brainteaser Forum
Topic: circle pool
Replies: 15
Views: 190500

circle pool

Slevin, you messed up with numbers here, dog always will get you with such strategy, he needs to run Pi (semi circle while you have to run 2), since his speed is 4 and you are dead.Zerdna, you are thinking exactly like I started to think. The solution is much simpler....
by ScilabGuru
February 9th, 2004, 11:10 pm
Forum: Brainteaser Forum
Topic: circle pool
Replies: 15
Views: 190500

circle pool

<t>Here is the fornulation in polically correct form1. You are swiiming in the unit R round swiiming pool. Yopur maximum speed is 1. 2. On the edge of pool we have a running giant angry crazy dog from Stiven King novel who is going to eat/kill you. His maximum speed is 4. 3. It easy to see that sinc...
by ScilabGuru
February 9th, 2004, 10:46 pm
Forum: Brainteaser Forum
Topic: Biased Coin Puzzle
Replies: 3
Views: 190208

Biased Coin Puzzle

Recurrence eqution is P_n = P_{n-1} * (2n/(2n+1)) + (1-P_{n-1}) 1/(2n+1)= 1/(2n+1)+P_{n-1} 2n-1/2n+1, and P_0=0;After some calculation I got up to my mistake that ... yep, Zerdna is absolutely correct...
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