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## Search found 1888 matches

Yesterday, 7:11 pm
Forum: Off Topic
Replies: 70
Views: 4368

August 16th, 2019, 10:01 pm
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 516

### Re: Move over p-values...

Thanks!
August 16th, 2019, 9:01 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 171
Views: 16887

### Re: Python tricks

for i in range (1,NSIM):         VOld = S_0         for j in range (0,NT):             dW = random.normalvariate(0,1)             VNew = VOld + (dt*(r-d)*VOld) + (sqrk * sig*VOld * dW)             VOld = VNew         sumPriceT += Payoff(VNew, K) price = math.exp(-r * T) * sumPriceT / NSIM print(pri...
August 16th, 2019, 8:33 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 171
Views: 16887

### Re: Python tricks

As a Dutch patriot, you should be all over Python!
I was the first Dutch C++ patriot in 1989. BTW I hate petty nationalism. The Danes, Norsemen and Swedes make better compilers!.
You replaced nationalism by regionalism - or pan-scandinavism.
August 16th, 2019, 1:33 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 171
Views: 16887

### Re: Python tricks

As a Dutch patriot, you should be all over Python!
August 15th, 2019, 5:58 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 171
Views: 16887

### Re: Python tricks

August 15th, 2019, 5:58 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 171
Views: 16887

### Re: Python tricks

One optimises a Python loop by removing the loop.
sum_x = 0
for x in xs:
sum_x += x
to
sum_x = sum(xs)
August 14th, 2019, 2:49 pm
Forum: Off Topic
Topic: Forbidden energy states in the quantum mechanics of phosphorescent crystalline minerals.
Replies: 26
Views: 1049

### Re: Forbidden energy states in the quantum mechanics of phosphorescent crystalline minerals.

Feynman didn't understand many things, judging from all the errors in his Lectures.
He was also an asshole to women: https://thebaffler.com/outbursts/surely ... an-mcneill
August 14th, 2019, 7:58 am
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 300
Views: 6208

### Re: Brexit - the last 50 days

A populist PM from Eton, whodda thought.
August 14th, 2019, 7:57 am
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 516

### Re: Move over p-values...

q-values look more Bayesian than p-values. Don't you need a prior probability that H0 is true to calculate a q-value?
August 13th, 2019, 7:14 pm
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 516

### Re: Move over p-values...

That's more or less how I understand this work.
August 13th, 2019, 11:29 am
Forum: Technical Forum
Topic: DL and PDEs
Replies: 140
Views: 8509

### Re: DL and PDEs

I would look into methods used to test interpolation algorithms (which is what pricing models really are).
August 12th, 2019, 9:34 pm
Forum: Off Topic
Topic: Animal storieS
Replies: 253
Views: 28709

### Re: Animal storieS

August 12th, 2019, 6:46 am
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 516

### Re: Move over p-values...

Finished. My feelings about this work have improved. It describes a method of combining the results of a multiple number of tests for the same null hypothesis which a) supports "optional continuation", which is deciding to carry out another test after seeing the results of the previous test(s), and ...
August 11th, 2019, 5:43 pm
Forum: Technical Forum
Topic: Why is Bellman Equation solved by backwards?
Replies: 14
Views: 668

### Re: Why is Bellman Equation solved by backwards?

Any Bellman equation can be solved forward in time at least approximately, using a function approximation for the value function. But if you can use the backward induction, you should, because it will be more efficient.

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