SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 1888 matches

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

Re: Python tricks

by ISayMoo
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)
by ISayMoo
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
by ISayMoo
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.
by ISayMoo
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?
by ISayMoo
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.
by ISayMoo
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).
by ISayMoo
August 12th, 2019, 9:34 pm
Forum: Off Topic
Topic: Animal storieS
Replies: 253
Views: 28709

Re: Animal storieS

by ISayMoo
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 ...
by ISayMoo
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.
GZIP: On