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by ikicker
April 5th, 2020, 1:19 pm
Forum: Numerical Methods Forum
Topic: Models for Covid-19 - analytics
Replies: 23
Views: 3477

Re: Models for Covid-19 - analytics

I'm better with Google than I am with Lambda calculus. Mathematics Association of America: solution I found this chart:  https://www.maa.org/sites/default/files/images/cms_upload/sir159072.gif It expresses in terms of fractions of the population: s(t) =  the susceptible fraction of individuals, i(t...
by ikicker
April 4th, 2020, 6:24 pm
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 854
Views: 87655

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

I'm not sure if you guys have already been through this assumption, but one of the fundamental assumptions of models created in general on this topic, and also including the Imperial College Model, is the length of time that social distancing needs to remain in place otherwise the virus will reemerg...
by ikicker
April 4th, 2020, 3:30 pm
Forum: Off Topic
Topic: How good or bad are the pandemic warning models?
Replies: 854
Views: 87655

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

Is HIME written in C? IHME I am looking into this one now and will post anything useful here. Starting here: IMHE Research site - updates on model performance http://www.healthdata.org/covid/updates and also two papers:  Forecasting COVID-19 impact on hospital bed-days, ICU-days, ventilator-days an...
by ikicker
November 16th, 2019, 10:34 pm
Forum: Numerical Methods Forum
Topic: Multi-state probabilities/models (MSM) and regression applied to venture capital and innovation
Replies: 29
Views: 4992

Re: Multi-state probabilities/models (MSM) and regression applied to venture capital and innovation

Would you say that MSM are between "less technical methods" and "real options"? Although I've written about real options I've never used them in practice. But when it comes to any new business I tend to start off by saying it has a 5% chance of success, and then this could happen or this or this. S...
by ikicker
November 15th, 2019, 8:09 pm
Forum: Numerical Methods Forum
Topic: Multi-state probabilities/models (MSM) and regression applied to venture capital and innovation
Replies: 29
Views: 4992

Multi-state probabilities/models (MSM) and regression applied to venture capital and innovation

I am curious as to what you think the applicability of multi-state-models (MSM's) are to venture capital finance, as opposed to utilizing less technical methods or real options valuation and perhaps we can come up with some examples of next generation phasing within venture capital. I'm curious as t...
by ikicker
November 11th, 2019, 3:06 am
Forum: Programming and Software Forum
Topic: Excel Price Feed Add-in
Replies: 3
Views: 6121

Re: Excel Price Feed Add-in

I would recommend that you use SMF add-in if you are dead set on doing that with VBA in Excel. It's free and works with multiple data sources. It's pretty comprehensive:  http://ogres-crypt.com/SMF/ You are probably going to have the same issue that they had, which is data sources getting I would re...
by ikicker
November 11th, 2019, 2:33 am
Forum: Off Topic
Topic: is medicine a science ?
Replies: 207
Views: 46859

Re: is medicine a science ?

I can only speak from experience with regards to the United States, but in acute care, they don't have to be doctors everywhere, and in some places they cannot be doctors per statute. I did business brokerage in the medical sector, although there are ways around just about everything. In veterinary ...
by ikicker
June 20th, 2019, 10:24 pm
Forum: Numerical Methods Forum
Topic: Expected Portfolio Return Maximization Formulation
Replies: 9
Views: 5049

Re: Expected Portfolio Return Maximization Formulation

hi there, I am looking for -- a numerical method  and -- a closed form solution  for the expected return formulation of the classical mean variance portfolio optimization problem. max w (w' \mu)  s.t. w' \Sigma w = \sigma 2 0 w' i = 1 Could someone please let me know some references about this? Goo...
by ikicker
June 20th, 2019, 3:13 pm
Forum: Numerical Methods Forum
Topic: Expected Portfolio Return Maximization Formulation
Replies: 9
Views: 5049

Re: Expected Portfolio Return Maximization Formulation

hi there, I am looking for -- a numerical method  and -- a closed form solution  for the expected return formulation of the classical mean variance portfolio optimization problem. max w (w' \mu)  s.t. w' \Sigma w = \sigma 2 0 w' i = 1 Could someone please let me know some references about this? Goo...
by ikicker
June 20th, 2019, 2:33 pm
Forum: Numerical Methods Forum
Topic: The Final Frontier: negative probability in Machine Learning
Replies: 16
Views: 6334

Re: The Final Frontier: negative probability in Machine Learning

My personal opinion - What I would do is recompute the probability so it's not negative. Problem solved. Probably you need to do something simple with a ratio to adjust P(not) upwards. Create an error handling function. You're probably looking at something other than a probability or using an incorr...
by ikicker
June 20th, 2019, 2:13 pm
Forum: Numerical Methods Forum
Topic: NORM.DIST methodology
Replies: 24
Views: 6857

Re: NORM.DIST methodology

NORM.DIST(x,mean,standard_dev,cumulative). When cumulative is TRUE this function returns the cumulative density function which is the  normal density function  integrated  from negative infinity to x. I understand that there  is no closed form solution for  integrating the NDF but does anyone know ...
by ikicker
June 20th, 2019, 2:04 pm
Forum: Numerical Methods Forum
Topic: Identifying the components in PCA
Replies: 4
Views: 3761

Re: Identifying the components in PCA

My understanding is that PCA does not identify which variables depend on each other and does not specifically identify each component so the how do analysts interpret the factors/components in PCA?  A good example are PCA factors for different maturity US Treasuries. We are told PC1 is parallel shi...
by ikicker
June 20th, 2019, 1:38 pm
Forum: Numerical Methods Forum
Topic: One-liner questions of a numerical kind
Replies: 40
Views: 12393

Re: One-liner questions of a numerical kind

Subject: gamma (second derivative of option  price wrt S). Does it have a value at t = 0? Can we model gamma as a PDE? This is for t == 0 -> t = 1.0e-3 When t = T for initial conditions gives a better approximation.. https://i.imgur.com/8iCrGFG.jpg Probably. That most closely resembles a poisson di...
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