SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Amin
August 7th, 2019, 11:13 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

I have been working on the Ito-Taylor density generation algorithm I presented for years. The algorithm is 99.999% perfect when the diffusion takes just one term in the drift. Only when a second term is introduced and there are non-linear dynamics that the program has problems for highly non-linear ...
by Amin
August 7th, 2019, 5:30 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

I want to mention here that yesterday I was given an antipsychotic injection. It started having its effect today and for a week to ten days I might remain slow and dumb. I want to request friends again to force these American secret agencies to not give me any antipsychotics. It is unimaginable for ...
by Amin
August 5th, 2019, 7:59 am
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

I am writing this post for friends to help me if they can. I have been living under mind control by American secret agencies for past twenty years. I would love to live like a free human. Though this is a huge span of time, I have no grudges against anyone and I hold nothing against common American ...
by Amin
August 4th, 2019, 6:36 pm
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 792
Views: 55153

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

In this new version of the program, I have also simulated the dt-integral given as [$]\int_0^t x(s)^{mp} ds[$] for this I used the traditional formula given as [$]\int_{t0}^{t1} x(s)^{mp} ds[$] [$]=t1* x(t1)^{mp}- t0* x(t0)^{mp}[$] [$]- mp * x(t0)^{(mp-1)}*(mu1*x(t0)^{beta1} + mu2*x(t0)^{beta2}) *(t...
by Amin
August 1st, 2019, 8:36 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 792
Views: 55153

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

I have decided to write a formal paper on the work I have done on this new density generation method for the diffusions/SDEs. The paper will also show how to calculate stochastic integrals of the SDEs on the same grid used to calculate the density in the first place. The paper will also show how to ...
by Amin
August 1st, 2019, 8:19 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 792
Views: 55153

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

Over the weekend, I will be writing two posts. First would explain the algorithm I used to remove instability from the middle subdivisions in the density generation method and give a perfectly smooth output. This is important since many friends would like to alter the program in their own fashion an...
by Amin
July 13th, 2019, 8:49 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 792
Views: 55153

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

As the friends would notice that the above program is quite accurate for reasonable volatilities but for very high volatilities, the results start to deteriorate after a year and more. On the other hand, well written PDEs give precise results even for extremely high volatilities. Therefore I decided...
by Amin
July 12th, 2019, 11:38 am
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 792
Views: 55153

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

Here is the new improved program for simulation of densities using Ito-Taylor density Simulation method I have worked on. It works quite well. But it is still not perfect for large terminal time with very high volatilities in the SDE. I have worked with squared orthogonal increments method and remov...
by Amin
July 2nd, 2019, 4:26 pm
Forum: Technical Forum
Topic: Breakthrough in the theory of stochastic differential equations and their simulation
Replies: 792
Views: 55153

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

Very sorry for remaining away for such a long time even before my research was taken to conclusion. I have been working with market trading based on analytics with limit order book dynamics but two weeks ago I returned to the problem of simulation of stochastic differential equations and their stoch...
by Amin
June 26th, 2019, 5:33 am
Forum: General Forum
Topic: Proposal for New Mathematical Technology For Derivatives
Replies: 7
Views: 1400

Re: Proposal for New Mathematical Technology For Derivatives

Hi RandyBonnette, Here I am attaching the file.  Financial Derivatives Project Proposal4.zip If you want to ask any question or need help, please let me know. I am sure you can access it off here but if you still want me to email, please let me know of your mail and I would love to send the files. I...
by Amin
June 1st, 2019, 1:21 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

About a year ago, I used to write on this thread many times a day. Now I write only when there is something special or if some major problem arises. First of all, I must admit that things are on average far better now than they were at any point in past twenty years. I get good food and good water e...
by Amin
May 17th, 2019, 1:53 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

I have been writing about my brain control persecution on Wilmott for more than ten years. Today I decided to write an extremely frank and candid review of my persecution spread over twenty years for wilmott friends and how it evolved. I particularly want to avoid writing about the hardships I faced...
by Amin
April 27th, 2019, 3:28 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

Here is the link to the invitation to Dr. RobertDuncan's lecture.  http://peacepink.ning.com/events/robert-duncan-s-lecture-in-cambridge-massachusettson-on-may-1 Peacepink.ning.com has heartbreaking stories of thousands of people whose lives were destroyed by NEM weapons torture. Some of them have b...
by Amin
April 27th, 2019, 3:16 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

I received this email from peacepink's soleilmavis. here is the text of the email.  Soleilmavis has invited you to the event 'Robert Duncan's lecture in Cambridge, Massachusettson on May 1' on peacepink!   Check out "Robert Duncan's lecture in Cambridge, Massachusettson on May 1" on peacepink Soleil...
by Amin
April 27th, 2019, 3:13 pm
Forum: Off Topic
Topic: How to safeguard my research
Replies: 974
Views: 53636

Re: How to safeguard my research

This is link to a web site and book by Dr. Robert Duncan who was a part of the team designing neuro-electromagnetic weapons for CIA. He has given a lot of details about these weapons in his book. For a brief review http://www.projectsoulcatcher.com/
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