SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by bearish
Today, 1:32 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 2820
Views: 73296

Re: Trump -- the last 100 days

Trump, while on a minor footnote letting Bolton and Pompeo work to start a war with Iran, is waging a full frontal attack on that constitution thing. Very unfair! Congress should not have any insight into anything, because they don't like him anymore. 
by bearish
Today, 12:50 am
Forum: Technical Forum
Topic: Machine Learning and the physical sciences
Replies: 9
Views: 223

Re: Machine Learning and the physical sciences

Bayesian networks represent causal reasoning (see Pearl's DAGs), hence a much more complex problem than what's done with NNs. And no, they weren't developed by the ML community (the methods and dedicated libraries are much older - Metropolis–Hastings algorithm was what year?). Metropolis 1953, Hast...
by bearish
Yesterday, 11:29 pm
Forum: General Forum
Topic: Bond Pricing (Illiquid Asset)
Replies: 2
Views: 163

Re: Bond Pricing (Illiquid Asset)

Not necessarily. While that would (or at least should) be true for corporate bonds subject to the US bankruptcy code, it is most definitely not the norm in sovereign defaults. 
by bearish
Yesterday, 5:19 pm
Forum: Economics Forum
Topic: where to get economic data online
Replies: 2
Views: 57

Re: where to get economic data online

Central banks and national statistics offices are often good sources. For the US specifically, https://fred.stlouisfed.org/ is quite comprehensive.
by bearish
Yesterday, 4:11 pm
Forum: Off Topic
Topic: When you marry a girl in Florida, USA, how much does it cost to get rid of her?
Replies: 145
Views: 59956

Re: When you marry a girl in Florida, USA, how much does it cost to get rid of her?

'He's very handsome, he is strong and sturdy': Australian woman who married a BRIDGE relives her 'fairy tale wedding day' and the moment she 'put a ring on it' A few days ago it crossed my mind to marry a jar opener :-D Something like the suggestively named Strongboy? https://www.amazon.com/Zyliss-...
by bearish
May 20th, 2019, 10:51 pm
Forum: Off Topic
Topic: UK going to the dogs
Replies: 4969
Views: 376596

Re: UK going to the dogs

Are those Norwegian blues?
by bearish
May 20th, 2019, 9:55 pm
Forum: Numerical Methods Forum
Topic: One-liner questions of a numerical kind
Replies: 22
Views: 738

Re: One-liner questions of a numerical kind

There is always some annoying carry term messing up the nice, clean [$] \Theta = - \frac{1}{2} \sigma^2 S^2 \Gamma [$]
by bearish
May 20th, 2019, 9:50 pm
Forum: General Forum
Topic: Mark Rubinstein dies
Replies: 6
Views: 248

Re: Mark Rubinstein dies

And one of the first members of Haas Business School, voted #2 MFE school in the world 2018. Since the UC Berkeley College of Commerce (the direct antecedent of the Haas School) was formed in 1898, this is not quite right. And Mark was on the faculty for well over a decade before the Haas name was ...
by bearish
May 20th, 2019, 9:46 pm
Forum: General Forum
Topic: Mark Rubinstein dies
Replies: 6
Views: 248

Re: Mark Rubinstein dies

Mark was a character. And, as one of his more successful PhD students once put it to me: a goofball. He would show up to the weekly finance seminar with take-out Chinese food and ask questions suggesting no understanding of the topic of the presentation, let alone a reading of the paper. But, they c...
by bearish
May 19th, 2019, 8:47 am
Forum: Off Topic
Topic: eurovision results are out
Replies: 218
Views: 25544

Re: eurovision results are out

I happened to be in the right time zone so watched the whole thing for the first time in 35 years. The music was pretty much unchanged in quality and general sound. I agree that the whole thing was pretty gay, but was informed by my local guide that this was not really a new thing. I would have been...
by bearish
May 18th, 2019, 8:43 am
Forum: Off Topic
Topic: SONGBIRDS MAY BE ABLE TO LEARN GRAMMAR
Replies: 55
Views: 111672

Re: SONGBIRDS MAY BE ABLE TO LEARN GRAMMAR

Another one of my late night silly grammar questions (pity that Ppauper left :-()
He's gone back to school to prepare himself for the next round of grammar questions!
He did fill a much needed gap.
by bearish
May 12th, 2019, 11:54 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 1970
Views: 85227

Re: Stupid question of the day

Without going deep and philosophical, I occasionally find the vegan argument a little light in terms of which living things it is OK to kill. I don’t pretend to have any high ground here. If it tastes good or is likely to hurt me, I’m OK with killing it. I’m not big on fox hunts, bull fighting, and ...
by bearish
May 12th, 2019, 11:46 pm
Forum: Careers Forum
Topic: Which entry level job to take to set up a buy-side front-office quant career?
Replies: 11
Views: 419

Re: Which entry level job to take to set up a buy-side front-office quant career?

hey everyone, so i prodded a bit more about the role, and the situation is that they want me to work on a big anti-financial crime data science project, and as for smaller projects, to automate manual model val work. is this a good position to be in? Data science is good (or, I mean, it sounds good...
by bearish
May 11th, 2019, 12:40 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 2820
Views: 73296

Re: Trump -- the last 100 days

Trump is really pushing the 1750's agenda. Good old, pre-Adam Smith mercantilism. We already know that MAGA is a quest for the gender relations of the 1950's and the race relations of the 1850's (well, at least as practiced in the South). 
by bearish
May 10th, 2019, 11:04 pm
Forum: Economics Forum
Topic: Economic theory blogs/forums
Replies: 11
Views: 458

Re: Economic theory blogs/forums

One may use any number of terms to describe Krugman, but fat finance cat is probably not one of the most accurate. Unless you were really referring to his cat... I attended a panel discussion that he was on recently, and he can be fairly engaging. And annoying, I guess. When he was at Princeton I wo...
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