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by frenchX
May 15th, 2013, 10:36 am
Forum: Brainteaser Forum
Topic: Hard brainteaser: how to optimally park a car?
Replies: 46
Views: 11390

Hard brainteaser: how to optimally park a car?

Yes, optimal in terms of the distance indeed.
by frenchX
May 15th, 2013, 7:25 am
Forum: Brainteaser Forum
Topic: Hard brainteaser: how to optimally park a car?
Replies: 46
Views: 11390

Hard brainteaser: how to optimally park a car?

<t>It seems to be a hard mathematical problem. What is the optimal way to park a car in parallel way in a small gap. Here some numerical data. the problem is in 2D for simplicity. The cars'size is let say 2m large for 4 m long. The front wheels are only 1m from the front car and the same the back wh...
by frenchX
May 7th, 2013, 1:31 pm
Forum: Off Topic
Topic: RIP Keynesian economics
Replies: 29
Views: 17275

RIP Keynesian economics

<t>QuoteOriginally posted by: exneratunriskQuoteOriginally posted by: frenchXMaybe the great mistakes of economist is to suppose that people are rational, that market are efficient, that firms always maximize their profits and that the economy is in a dynamic equilibrium. It's like trying to explain...
by frenchX
May 6th, 2013, 2:53 pm
Forum: Technical Forum
Topic: Statistical tools for model calibration
Replies: 10
Views: 7886

Statistical tools for model calibration

<t>Sure but then if you make your parameters random then what is the distribution ?I feel that it's even more "error prone' to try to estime the distribution of the calibrated parameters than to study the random deformation of the implied vol.i'd say it's simpler to consider Reality=Model+random Err...
by frenchX
May 6th, 2013, 2:22 pm
Forum: Technical Forum
Topic: Statistical tools for model calibration
Replies: 10
Views: 7886

Statistical tools for model calibration

<t>I am with Alan on this one, let the underlying stock alone and just focus on the derivatives IV (that's what make the problem tricky) .The best thing I can think of is to use information criterion.Let's call the the real implied volatility IV(n) (n for the nth day)and the model implied volatility...
by frenchX
May 6th, 2013, 7:00 am
Forum: Off Topic
Topic: RIP Keynesian economics
Replies: 29
Views: 17275

RIP Keynesian economics

Maybe the great mistakes of economist is to suppose that people are rational, that market are efficient, that firms always maximize their profits and that the economy is in a dynamic equilibrium. It's like trying to explain a black hole with Newton mechanics ...
by frenchX
May 6th, 2013, 6:22 am
Forum: Technical Forum
Topic: Statistical tools for model calibration
Replies: 10
Views: 7886

Statistical tools for model calibration

<t>I have a naive question and I assume that quants have to do this everyday but what are the stats tools you use to estimate the validity of your calibrated parameters?Example: I calibrated a Heston model on a IV how could I put an interval of confidence on my parameters? What kind of hypothesis te...
by frenchX
May 3rd, 2013, 11:05 am
Forum: General Forum
Topic: CDOs are back?
Replies: 42
Views: 14136

CDOs are back?

<t>I have to find the link again but there was a graph showing that Leh had the highest volume of "subprime CDO" during the precrisis period. I agree with yRmax that despite it's fair they went bankrupt it is unfair that some others didn't. I feel thjis is a mattero f lobby and influence. Good luck ...
by frenchX
May 3rd, 2013, 10:46 am
Forum: General Forum
Topic: CDOs are back?
Replies: 42
Views: 14136

CDOs are back?

Nothing personnal but I feel it's "fair" that's the most involved IB in the toxic subprime CDO madness went bankrupt.
by frenchX
May 3rd, 2013, 9:24 am
Forum: General Forum
Topic: CDOs are back?
Replies: 42
Views: 14136

CDOs are back?

<t>QuoteOriginally posted by: PaulI love these stories...all the youngsters who say this and that are dead and blah, blah, blah. They need to witness a few business cycles.PActually one thing is really dead and won't appear in any business cycles anymore: Lehman Brothers. By the way I won't complain...
by frenchX
May 3rd, 2013, 5:41 am
Forum: Off Topic
Topic: Do you wanna go on Mars...with no return ?
Replies: 44
Views: 8145

Do you wanna go on Mars...with no return ?

<r>I wonder who are the kind of nerds who could be interested in that ...<URL url="http://www.rte.ie/news/2013/0423/385126-volunteers-sought-to-live-on-mars/"><LINK_TEXT text="http://www.rte.ie/news/2013/0423/385126 ... e-on-mars/">http://www.rte.ie/news/2013/0423/385126-volunteers-sought-to-live-on...
by frenchX
April 30th, 2013, 10:42 am
Forum: Off Topic
Topic: new investment model
Replies: 99
Views: 10426

new investment model

I am waiting for the pitch too but count me in for 10 euros. If it's real Farmer's fund I guess it would involve russian prostitutes
by frenchX
April 25th, 2013, 6:56 am
Forum: General Forum
Topic: Best way to learn about asset allocation & portfolio management
Replies: 13
Views: 9570

Best way to learn about asset allocation & portfolio management

<t>I have a naive view of portfolio managers who claim to "beat the market": they are just people who are more informed than other by use of personnal network and inside connections."Insider Trading" is just a joke in my opinion. The only way on guy can beat the market is because the market is INEFF...
by frenchX
April 25th, 2013, 6:42 am
Forum: Economics Forum
Topic: Austerity or Not Austerity?
Replies: 55
Views: 12046

Austerity or Not Austerity?

<t>QuoteOriginally posted by: PaulNo electricity in the 1970s, the unburied dead, living in the North West, toilet paper shortages, then Boy George and 16% interest rates in the 1980s...made a proper man of me. Not a girly man like all you youngsters today.PWell I agree that you can always find wors...
by frenchX
April 24th, 2013, 1:37 pm
Forum: Economics Forum
Topic: Austerity or Not Austerity?
Replies: 55
Views: 12046

Austerity or Not Austerity?

As usual your both comments are clever. I feel that Farmer question has a simple answer "Laissez Faire" since the lever of action is VERY narrow for non German country in the Eurozone.
GZIP: On