SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 26490 matches

by trackstar
March 26th, 2020, 9:51 pm
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 742
Views: 75794

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

Some more data from the US - which states, counties, and cities have issued Stay at Home orders? Interactive Map  New York Times March 26 "This means at least 200 million people in 21 states, 47 counties and 14 cities are being urged to stay home... The result is a patchwork of local and state direc...
by trackstar
March 26th, 2020, 7:44 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 223
Views: 5844

Re: Models for Covid-19

That's what these models are. See Wilmott & Orrell.
very good. carry on!
by trackstar
March 26th, 2020, 7:34 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 223
Views: 5844

Re: Models for Covid-19

Just thinking out loud, but would developing a credit default model where default=Hospitalization (or death) be useful? Besides having a well elaborated set of models to chose from, with good literature, It also might help to evaluate systemic effects. Eg too many defaults means hospitals are overwh...
by trackstar
March 26th, 2020, 7:12 pm
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 51
Views: 1352

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

18. Inspiration from others

Just got back from a brisk trail run. Not a marathon, but very enjoyable.

Also, for our data collection - I isolated completely (except for one trip to an ATM machine) starting last Thursday.

So, one week down and let’s say one to go. Then we’ll see what is what. : )
by trackstar
March 26th, 2020, 4:04 pm
Forum: Off Topic
Topic: Gallows humour
Replies: 40
Views: 1997

Re: Gallows humour

Here is my new logo!

  Image


Take care, folks. It's going to get worse before it gets better. But the data, diverse policies, and public reactions are interesting.
by trackstar
March 26th, 2020, 3:34 pm
Forum: Off Topic
Topic: Good things that come out of this pandemic...
Replies: 51
Views: 1352

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

9. Discovery of how fast air pollution clears, given extreme changes and reductions in human behavior and industrial activity. Examples: Map of NO2 emissions over Europe https://www.sciencealert.com/images/2020-03/processed/map-for-no2-levels-over-europe_1_1024.jpg   and China: https://image.cnbcfm....
by trackstar
March 26th, 2020, 10:38 am
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 157
Views: 24613

Re: trackstar's Needle Exchange

This could go on the Humour thread, but we are not heading for the Gallows yet, so... My sister has been studying up, as I have, on small scale agriculture and she sent this list to me yesterday - what she can grow on her property this year: "Using my barn bed and the hill - both are ideal: Tomatoes...
by trackstar
March 26th, 2020, 9:14 am
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 742
Views: 75794

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

Useful article In Forbes this morning - restates some of what we know, but also a chart comparing flu, Covid, SARS, and MERS with some data.  Done in “bio render.” https://www.forbes.com/sites/startswithabang/2020/03/26/ending-social-distancing-for-covid-19-will-create-a-worst-case-scenario/#1686cf7...
by trackstar
March 26th, 2020, 1:38 am
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 223
Views: 5844

Re: Models for Covid-19

Very nice modeling effort there.  Still able to supply data if and when useful. If data is not that useful on this thread, please advise - fine for me to put it on Pandemic Model thread in OT instead. Some notes on current state in US:  https://www.washingtonpost.com/graphics/2020/world/mapping-spre...
by trackstar
March 25th, 2020, 1:17 pm
Forum: Off Topic
Topic: Is the cure worse than the disease?
Replies: 35
Views: 1246

Re: Is the cure worse than the disease?

People are doing things only because of anxiety. How many people are able to just do nothing? It's just too scary for them. I have been thinking about the problem of screaming children and angry spouses.  I have no experience with this, but had an idea.  See if it is helpful. Designate one room of ...
by trackstar
March 25th, 2020, 12:18 am
Forum: Numerical Methods Forum
Topic: Models for Covid-19
Replies: 223
Views: 5844

Re: Models for Covid-19

Information on possible longevity of virus on surfaces: Looks like 17 days, based on research on now-empty cruise ships. CDC report cited and linked here: https://www.cnbc.com/2020/03/23/cdc-coronavirus-survived-in-princess-cruise-cabins-up-to-17-days-after-passengers-left.html “ Researchers looked ...
by trackstar
March 25th, 2020, 12:17 am
Forum: Off Topic
Topic: Gallows humour
Replies: 40
Views: 1997

Re: Gallows humour


Scotland and Ireland are at the top of my list if crossing borders for "nonessential" reasons ever becomes feasible again.
I'm the expert on borders around here. 

crossing borders
verb noun, noun verb? Careful now.
Ah, I thought you would go after non-essential

Eg ok - define it

Haha!
by trackstar
March 24th, 2020, 11:25 pm
Forum: Off Topic
Topic: Gallows humour
Replies: 40
Views: 1997

Re: Gallows humour

Follow up: I had an email earlier from my kilt maker. They are now closed.  Well, that's alright - live to fight another day! I've been looking over my collection of travel photos today.  Scotland and Ireland are at the top of my list if crossing borders for "nonessential" reasons ever becomes feas...
by trackstar
March 24th, 2020, 11:00 pm
Forum: Off Topic
Topic: Gallows humour
Replies: 40
Views: 1997

Re: Gallows humour

From my sister today. Scotland, forever!
by trackstar
March 23rd, 2020, 11:46 pm
Forum: Off Topic
Topic: How should we deal with the coronavirus pandemic?
Replies: 146
Views: 6979

Re: How should we deal with the coronavirus pandemic?

A vase of flowers and a chess set. : D That is enough mischievous behavior for one day. Sad for those who have passed on and their families. But isolation is fun - lots of rest, looking through old collections of things, and creativity. Good thing too because now heading into stay at home mode offic...
GZIP: On