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by Cuchulainn
Yesterday, 10:06 pm
Forum: Off Topic
Topic: The Sheltered Swiss
Replies: 382
Views: 34962

Re: The Sheltered Swiss

oy vey..
by Cuchulainn
Yesterday, 8:06 pm
Forum: Student Forum
Topic: Basic fixed income question: the meaning of "one month ahead"
Replies: 7
Views: 926

Re: Basic fixed income question: the meaning of "one month ahead"

There are technically three separate but closely related concepts at work here: business day conventions (like modified following), holiday calendar (like NY banks), and daycount convention (like 30/360). Each has real life subtleties, so the combinatorics can easily get out of hand. In fairness, i...
by Cuchulainn
Yesterday, 12:51 pm
Forum: Book And Research Paper Forum
Topic: My Dinner with ChatGPT
Replies: 52
Views: 4005

Re: My Dinner with ChatGPT

It seems that ChatGPT believes that Alan Lewis wrote the Compleat Book of Options.
by Cuchulainn
March 22nd, 2023, 9:46 pm
Forum: Off Topic
Topic: Running free
Replies: 301
Views: 43287

Re: Running free

by Cuchulainn
March 22nd, 2023, 9:33 pm
Forum: Off Topic
Topic: Running free
Replies: 301
Views: 43287

Re: Running free

Maybe he can use the break for swimming or tennis?
Or rugby.

Peter Snell was
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by Cuchulainn
March 21st, 2023, 4:23 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2980
Views: 293965

Re: Stupid question of the day

There's a new branch of mathematics waiting to be born - information theory including fake news, lies, trumps, russian green men and maskirovka...
Ellsberg Paradox ?
by Cuchulainn
March 21st, 2023, 12:34 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2980
Views: 293965

Re: Stupid question of the day

Are those black swans tail event or something out of distribution? Not that I follow the frequentist picture. My feeling was that now is the opposite of 2008. Nevermind... Probably neither. It is deterministic, like hyperbolic PDE. Starts smooth and at some time develops shocks. 2008 .. all about c...
by Cuchulainn
March 21st, 2023, 12:17 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2980
Views: 293965

Re: Stupid question of the day

I didn't know that. I only know that money doesn't grow on trees.  I would expect an opportunity for Mr. Taleb to give interesting insights, The CEO of market leader in stress testing was interviewed on CNN. She said the tests did not include ALL scenarios. e.g. Inflation, interest rates. Back in 20...
by Cuchulainn
March 21st, 2023, 12:11 pm
Forum: Off Topic
Topic: Happy 1st International Day of Happiness
Replies: 15
Views: 7995

Re: Happy 1st International Day of Happiness

My reading of most of these studies is that rather than inquiring about actual happiness (which is probably really hard to pin down), they add up a lot of vaguely related statistics and then tell people: “look at your great numbers - you should be happy, damnit!” Indeed. Over here we want to be #1 ...
by Cuchulainn
March 21st, 2023, 11:23 am
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2980
Views: 293965

Re: Stupid question of the day

Could AI ever predict "Black Swan" events? 
by Cuchulainn
March 21st, 2023, 10:43 am
Forum: Off Topic
Topic: Happy 1st International Day of Happiness
Replies: 15
Views: 7995

Re: Happy 1st International Day of Happiness

Dizzy Rascal seems pretty happy,
Those (Nordic?) organisations making up the numbers are in denial (suicides). Finland is tops.