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by N
May 8th, 2007, 10:24 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: RezQuoteOriginally posted by: gardener3Cuchulainn,I am looking for a proof of the following assertions made by N:GBM is mathematically inconsistentStochastic calculus likewise rests on inconsistent assumptions and is therefore wrongStock price 'processes' (what ever tha...
by N
May 8th, 2007, 5:33 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: gardener3N, dude, I have yet to see you put forth a coherent argument or write down a single mathematical proof. You want to use complicated math, by all means show me the maths, show me the proofs.I was simply showing some well known relationships between Lie groups, d...
by N
May 8th, 2007, 3:42 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: gardener3QuoteOriginally posted by: FermionIf this is, as I suspect, the core of his case, then I wish he would state it as simply as this and stop the endless distractions with hyperbolae, obscurantism and tirades against other mathematicians and physicists. By using s...
by N
May 8th, 2007, 1:33 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>Most books on these topics are unreadable, so let me wrap up smooth manifolds before I recommend something. The one-manifold has sin and cos solutions, e^iwt. The domain is the complex numbers and the 'rate' is frequency. These are obvious solutions to well known differential equations. It turns ...
by N
May 8th, 2007, 8:20 am
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: FermionQuoteOriginally posted by: NNo, the process is continuousWhat??? You've told me before in this thread and in another months ago that in time series analysis the only application of probability is in frequency counting and you've equated determinism with discrete ...
by N
May 7th, 2007, 10:15 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: FermionQuoteOriginally posted by: MCarreiraIs there a way to express your assertions in a way I could follow or at least a book/paper I could read ?I'm not a particularly strong mathematician, but from what I do understand from the multitude of N's posts, his abhorrence...
by N
May 7th, 2007, 7:03 pm
Forum: Careers Forum
Topic: H1 B.
Replies: 62
Views: 77838

H1 B.

QuoteOriginally posted by: DCFCAn English idiom talks of it being better to have them in our tent pissing out, than to have them outside pissing in.Ah, so that's what 'kegger' means...
by N
May 7th, 2007, 6:39 pm
Forum: Careers Forum
Topic: H1 B.
Replies: 62
Views: 77838

H1 B.

<t>QuoteOriginally posted by: spaceinvaderwell, to add, someone i know (domain Java and he is in india now) was offered 1000 dollars a month with communal house and car in NJ (ok that was on L1 with no wage requirment), that is lower than the illegal workers in restaurants who get 2-2.5 K per month ...
by N
May 7th, 2007, 6:35 pm
Forum: Careers Forum
Topic: H1 B.
Replies: 62
Views: 77838

H1 B.

<t>QuoteOriginally posted by: jawabeanQuoteOriginally posted by: spaceinvaderwell, to add, someone i know (domain Java and he is in india now) was offered 1000 dollars a month with communal house and car in NJ (ok that was on L1 with no wage requirment), that's an outlier. average jr. Java programme...
by N
May 7th, 2007, 6:28 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: MCarreiraN,If you think that the problem of modelling something (financial markets) that is influenced by the models that try to describe it is going to be solved by "better" maths, then discussing whether stochastic calculus is good or bad is irrelevant to the main arg...
by N
May 7th, 2007, 5:22 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78536

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: MCarreiraQuoteOriginally posted by: NStochastic processes require infinite energy (that's a slam-dunk since a stochastic process must have infinite bandwidth). Any second year EE knows that. The stock market has energy, but not infinite energy!In the real world, no one ...
by N
May 7th, 2007, 4:49 pm
Forum: Careers Forum
Topic: H1 B.
Replies: 62
Views: 77838

H1 B.

<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: forgottenright, we should cancel the H1B system altogether and send all existing H1B folks home. I wouldn't go that far, but it seems you wouldI have to admit that I've hired well over a dozen H1-Bs (from China, Russia and India). They ...
by N
May 7th, 2007, 4:22 pm
Forum: Programming and Software Forum
Topic: Loss of precision in C#
Replies: 13
Views: 73041

Loss of precision in C#

<t>You need to tradeoff dynamic range for resolution. That would be no problem in the old days, but for the last 20 years all math is done in hardware. The particular language/library has nothing to do with floating point instructions.I quite sure the problem is with your algorithm and not the cpu. ...
by N
May 7th, 2007, 2:21 pm
Forum: Programming and Software Forum
Topic: Improve your code for Quad cores
Replies: 2
Views: 72424

Improve your code for Quad cores

Excellent optimization guide for Quad core programming
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