SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Amin
Yesterday, 3:14 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1162
Views: 113799

Re: How to safeguard my research

I was able to do a breakfast with good food this morning since I went to an area where I have not been for more than a month. Just a little before noon, I had to drop and later pick my mother for her class and I was able to start my research work only after one pm. I had two 250 ml packets of Nestl...
by Amin
Yesterday, 2:29 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1162
Views: 113799

Re: How to safeguard my research

I was unable to post last night since I slept a bit late at 1:30 am and was feeling very tired at that time to write here. My working late yesterday was very unusual these days since I fall to bed very early under the influence of drugs given in my mother's food or from outside food. I used to work...
by Amin
October 19th, 2020, 8:31 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

Friends, I have found some errors in my previous results and found that there was an error that was making my variance exact on each step. Please disregard this until my next post. I would request friends to please force mind control agencies to stop drugging my food all over the city. It is extreme...
by Amin
October 18th, 2020, 5:18 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

Friends, there is one significant development that I want to share. In the last program I uploaded here, I had calculated two "transition normals" and then used those "transition normals" to calculate transition probabilities between two points in time. The transition probabilities were previously ...
by Amin
October 14th, 2020, 9:09 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1162
Views: 113799

Re: How to safeguard my research

I am already back in Lahore and have returned from Kot Addu. I have not been able to work well for past so many days. Mind control agents have changed their strategy and they are not giving me drugs that upset me too much but they are giving me different drugs that do not allow intellectual activity...
by Amin
October 4th, 2020, 5:32 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1162
Views: 113799

Re: How to safeguard my research

Though I have not been writing frequently about persecution activities, the torture still continues. About four days ago, I had a drink contaminated with mind control drugs and I continued to feel upset for several days. I remained relatively down and could not work properly. Mind control agents lo...
by Amin
September 29th, 2020, 8:52 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1162
Views: 113799

Re: How to safeguard my research

I have previously mentioned on this forum that secret services approach shop-keepers in entire markets and tell them to obey the secret service agents when thought would be remotely projected in their brain sometime later. Here are a few recent happenings that show how secret services are becoming ...
by Amin
September 28th, 2020, 1:03 pm
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

For past few days since I made the above post, mind control agents are completely losing their patience. Yesterday while I was working, they would target me with microwaves to cause pain in my backbone close to back of my shoulder. They would focus high frequency microwaves and make it more intense...
by Amin
September 25th, 2020, 5:42 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

In fact I think that it would be a bit misleading to call the forward transition probabilities in previous post as such. May be we should call them effective forward transition probabilities since they show how much they are contributing to forward variance of the SDE. Time homogeneous Transition p...
by Amin
September 25th, 2020, 4:40 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

In this program, I give the users a chance to input an initial time(t1=ss11) and initial index variable(mm11) between 1 and 50  and a final time (t2=ss22) and we will calculate forward in time(at time t2=ss22) transitional probabilities and these are forward transition probabilities(as opposed to ho...
by Amin
September 23rd, 2020, 9:17 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

Dear friends, I have been able to calculate transition probabilities between any two points in space and time using our older transition probabilities framework. Friends would recall that in transition probabilities framework, we were able to find a gaussian increment Zt(m1,m2) between any two poin...
by Amin
September 20th, 2020, 6:33 pm
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

In my current work, I have to deal with a lot of iterated integrals of the form [$]\int_{t_1}^{t_2} t dz(t) \int_{t_1}^{t} ds[$], [$]\int_{t_1}^{t_2} t dz(t) \int_{t_1}^{t} dz(s)[$] and [$]\int_{t_1}^{t_2} t dt \int_{t_1}^{t} dz(s)[$] and even thrice or more iterated integrals like [$]\int_{t_1}^{t...
by Amin
September 20th, 2020, 9:50 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

Another benefit of the new method would be that we will be working in original coordinates everywhere unlike we did for fokker-planck equation yet. And we will be taking far larger time steps as compared to very small steps for fokker-planck equation..
by Amin
September 20th, 2020, 7:42 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 1001
Views: 121507

Re: Breakthrough in the theory of stochastic differential equations and their simulation

Friends, I am taking a small break from stochastic integrals on transition probabilities grid for about two weeks. I have some other ideas about solution of stochastic differential equations using deterministic methods. We have already just done that using solution of fokker-planck equation. But I ...
by Amin
September 15th, 2020, 7:33 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 1162
Views: 113799

Re: How to safeguard my research

Things dipped slightly after the previous post but escalated again. It is becoming very difficult to get good bottled water in Lahore especially in areas close to where I live. Nestle in 5 Liter packing was reasonably better but they have already targeted it (within past three days) and it is virtu...
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