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by SixSigma
July 13th, 2009, 9:20 pm
Forum: Brainteaser Forum
Topic: a gambler's ruin problem
Replies: 19
Views: 101858

a gambler's ruin problem

<t>The bridge analogy clarified this one perfectly, this is the "motion" of a single pot of money under Brownian motion. The game begins with "A" holding seven dollars. The game stops when "A" has zero dollars (A loss) or twenty dollars (B loss). I did a Monte Carlo with 1,000,000 games to find that...
by SixSigma
April 8th, 2009, 7:43 pm
Forum: Technical Forum
Topic: How does Renaissance Technologies invest?
Replies: 20
Views: 63641

How does Renaissance Technologies invest?

This secret formula makes as much sense
by SixSigma
February 20th, 2009, 6:05 pm
Forum: Book And Research Paper Forum
Topic: Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)
Replies: 56
Views: 116089

Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

Hazzah!Looking forward to it.I am right 19 times out of 20
by SixSigma
October 19th, 2003, 8:53 pm
Forum: Off Topic
Topic: Extreme Quants
Replies: 38
Views: 192924

Extreme Quants

Can overclock an hp-80
by SixSigma
September 29th, 2003, 4:21 pm
Forum: Off Topic
Topic: walking to work in NE YORK teaser
Replies: 13
Views: 190581

walking to work in NE YORK teaser

<t>A classic problem with a logical solution.This is an easier way to visualize the solution without the binomial tree to a single node.o-o-o-o-o <Start| | | | |o-o-o-o-o| | | | |o-o-o-o-o^StopSince there is no backtracking allowed, the total number of directions is always the same (in this Cartesia...
by SixSigma
March 17th, 2003, 10:06 pm
Forum: Off Topic
Topic: Best Movies
Replies: 156
Views: 210422

Best Movies

<t>Chiral 3 and Super... top 10 films, hm... "round up the usual suspects"My vote is "Baraka" - reminds me of Akira Kurosawa films or the meditative quality of a Philip Glass score.Also the Qatsi Trilogy of Hayaanisqatsi - life out of balancePowaqqatsi - life in transformationNaqoyqatsi - life as wa...
by SixSigma
March 10th, 2003, 2:20 pm
Forum: General Forum
Topic: Maslow vrs. Mensa
Replies: 51
Views: 194110

Maslow vrs. Mensa

<t>I saw an interview with the president of MENSA once. She described how she spends her lunch hour.- take the lift down ?? floors- take a taxi ?? blocks to her health club- take the lift up ?? floors- spend 30 minutes on a stair climber- take the lift down ?? floors- take the taxi ?? blocks back to...
by SixSigma
February 26th, 2003, 9:42 pm
Forum: Off Topic
Topic: Reason to live in Canada
Replies: 3
Views: 189830

Reason to live in Canada

A far better reason is to pay lots of taxes. I am only glad we don't get as much govenment as we pay for.
by SixSigma
February 19th, 2003, 5:24 pm
Forum: Technical Forum
Topic: MonteCarlo Markov Chain
Replies: 15
Views: 192028

MonteCarlo Markov Chain

<t>Thanks HA for jumping in.Monte Carlo(MC) is mentioned a lot for sampling.Markov Chain(MC) is a chain of events where each event depends on the previous one. This does not mean that the process you are modelling must be a time dependent one. The chain of events is part of the refinement algorithm ...
by SixSigma
February 19th, 2003, 4:54 am
Forum: Programming and Software Forum
Topic: Excel - Monitoring Student's Work
Replies: 24
Views: 191876

Excel - Monitoring Student's Work

jaiman:Not a trick, but it worked OK, was fair and all students agreed that it was fair. Game theory says the other side should not know my strategy. Remember from Herbert's DuneQuoteThe first step in avoiding a trap is knowing its existenceWhat a teaser, eh?**Canadian thing
by SixSigma
February 18th, 2003, 9:59 pm
Forum: Technical Forum
Topic: MonteCarlo Markov Chain
Replies: 15
Views: 192028

MonteCarlo Markov Chain

<t>The posted references are a good start, and I'm sure you'd like to try out MCMC on the cheap side (not Cheapside)As for software, I have been using BUGS (Bayesian inference Using Gibbs Sampling, available for free at Cambridge Biostats department. It has an online manual with dozens of examples. ...
by SixSigma
February 11th, 2003, 5:58 pm
Forum: Programming and Software Forum
Topic: Excel - Monitoring Student's Work
Replies: 24
Views: 191876

Excel - Monitoring Student's Work

James:I have used a social engineering solution that has been quite effective. I PM'ed you, the forum is too popular for its own good sometimes.
by SixSigma
February 10th, 2003, 5:29 pm
Forum: General Forum
Topic: supply/demand models for gas & power
Replies: 35
Views: 193982

supply/demand models for gas & power

<t>My viewpoint is from the production end on the tightly regulated Canadian Natural gas market and electrical production in North America.Short term Natural Gas demands (~days-months) are modelled with the non-linear time series and NN that HA mentioned. Some information low pressure weather system...
by SixSigma
February 10th, 2003, 4:11 pm
Forum: Brainteaser Forum
Topic: Brainteaser goes hermeneutics
Replies: 32
Views: 194506

Brainteaser goes hermeneutics

<t>Latest variation is they buy a big ticket item from you on ebay, send a certified cheque on some foreign bank. You ship the item or pass title. Weeks later the cheque is found to be bogus. You are on the hook for the money and can't go after them.Lesson - a certified cheque does not guarentee fun...
by SixSigma
February 4th, 2003, 4:43 pm
Forum: Off Topic
Topic: Did NASA have a risk management failure
Replies: 48
Views: 194652

Did NASA have a risk management failure

<t>NASA was aware of potential damage shortly after launch as seen by this memo written two days before the end of the mission. Memo of the potential damageIn reaction to this warning, Don L. McCormack wrote, "Thermal analyses indicate possible localized structural damage but no burn-through, and no...