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by katastrofa
October 21st, 2020, 1:09 am
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

It's actually the least farcical proceeding around here, and you're trying to kill it.
by katastrofa
October 21st, 2020, 12:03 am
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

Bachelier must have been familiar with de Moivre work. The second was first to demonstrate how the sqrt(n) emerges in statistical trials (the rule close to scientists' hearts as it underlies virtually every law in classical physics and chemistry).
by katastrofa
October 20th, 2020, 6:08 pm
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

As long as you can hold it between sqrt and T... I had a funny professor of statistical chemistry at the Academy - he used to say that he would teach students as long as he can hold two things: the chalk and urine.
by katastrofa
October 20th, 2020, 2:25 pm
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

Screen Shot 2020-10-18 at 10.07.06 PM.png
If you peed it in the snow, that would be something.
by katastrofa
October 20th, 2020, 2:16 pm
Forum: General Forum
Topic: Philosophy of Mathematics
Replies: 380
Views: 49471

Re: Philosophy of Mathematics

Reminded me of Lewis Carroll's classic: Barry, Cole, and Dix, agreed, with two other friends of theirs, Lang and Mill, that the five should meet, every day, at a certain table d’hôte. Remembering how much amusement they had derived from their code of rules for walking-parties, they devised the follo...
by katastrofa
October 18th, 2020, 3:21 pm
Forum: Off Topic
Topic: All about Cats
Replies: 1005
Views: 106657

Re: All about Cats

by katastrofa
October 18th, 2020, 12:01 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213383

Re: Trump -- the last 100 days

Pot calling kettle black: Trump called the Bidens “an organized crime family” during an event today in Ft Myers, FL. Maybe he is jealous that they’re organized? He's jealous that the Bidens, or at least one of them, got $50,000/month from business in the notoriously corrupt Ukraine and all he ever ...
by katastrofa
October 18th, 2020, 9:56 am
Forum: Off Topic
Topic: norway
Replies: 606
Views: 84140

Re: norway

Thanks. I was confused by "odd" - didn't know it was a name of one of the characters.

Nice poem. I have to wait with making friends until the end of my quarantine. Now I have to keep my 1m distance (which seems to be the only regulation here in Oslo - I've seen at most 3 people wearing a mask).
by katastrofa
October 17th, 2020, 6:45 pm
Forum: Off Topic
Topic: norway
Replies: 606
Views: 84140

Re: norway

And I communicated for the first time in Norwegian today! "Kan jeg fa en cappucino med havre melk, er du snill?" :-D
by katastrofa
October 17th, 2020, 6:22 pm
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

In that case everything I write must be highly relevant, because you pick on every single sentence. WHY, OH WHY?! Yawn...

Don't worry, these are my last few weeks here ;-)
by katastrofa
October 17th, 2020, 6:06 pm
Forum: Off Topic
Topic: norway
Replies: 606
Views: 84140

Re: norway

Im not sure what it means. Is it related to lockdown?
by katastrofa
October 17th, 2020, 5:16 pm
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

Image
I gave the answer above. Memory problems?

I guess the sentiment analysis using NLP is the simplest way to model the effect of new information on traders.
by katastrofa
October 17th, 2020, 4:58 pm
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

I build dynamical models of large complex systems. Long ago I applied for funding for such a model of the market. I heard in response that I must have been joking (that it was impossible). I've built more complex models since then. https://media1.tenor.com/images/00f637a02dd407747f0371a00e122d25/ten...
by katastrofa
October 17th, 2020, 10:38 am
Forum: General Forum
Topic: sigma root (T-t)
Replies: 86
Views: 2698

Re: sigma root (T-t)

So the question is whether you believe in those micro-assumptions as much as BSM did. The above belongs to the student forum (a quick google search suggests that many math-fin authors should visit it too), but about what the practitioners think about it I'm curious too. Sure, but the OP question is...
by katastrofa
October 17th, 2020, 9:28 am
Forum: Off Topic
Topic: All about Cats
Replies: 1005
Views: 106657

Re: All about Cats

GZIP: On