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by GrenvilleCroll
November 13th, 2014, 6:50 pm
Forum: Off Topic
Topic: Research Mathematicians
Replies: 39
Views: 7301

Research Mathematicians

<t>QuoteOriginally posted by: outrunQuoteOriginally posted by: GrenvilleCrollI recently proved explicitly that the sequence of prime numbers is not periodic. Does that make me a bona fide research mathematician? you proved that every next prime number is larger than the previous one? Sounds indeed i...
by GrenvilleCroll
November 12th, 2014, 9:51 pm
Forum: Off Topic
Topic: Research Mathematicians
Replies: 39
Views: 7301

Research Mathematicians

I recently proved explicitly that the sequence of prime numbers is not periodic. Does that make me a bona fide research mathematician?
by GrenvilleCroll
September 1st, 2014, 4:02 pm
Forum: General Forum
Topic: Return of the Random Walkers ?
Replies: 43
Views: 11602

Return of the Random Walkers ?

<t>The Counting House is a pretty big pub, so we should be ok. In order to avoid deep and meaningful conversations with total strangers, we need some sort of identification system. Hows about a little badge which you can make up yourself with your Wilmott Handle (Mine's a Bulldog), or failing that i...
by GrenvilleCroll
August 2nd, 2014, 10:47 pm
Forum: Off Topic
Topic: Looking for Projects
Replies: 13
Views: 4127

Looking for Projects

Your client could trot down to the British Library and extricate the Proceedings of ANPA 31, published June 2011. There is a project described on page 160 which might be of interest.
by GrenvilleCroll
August 2nd, 2014, 10:35 pm
Forum: General Forum
Topic: Return of the Random Walkers ?
Replies: 43
Views: 11602

Return of the Random Walkers ?

About time too.I'm up for a serious piss up!G
by GrenvilleCroll
June 6th, 2014, 8:10 pm
Forum: General Forum
Topic: Spreadsheets and Negative Interest Rates
Replies: 12
Views: 5868

Spreadsheets and Negative Interest Rates

Thanks for the input.In fact, =NPV correctly handles negative rates of return, and the question is not relevant for IRR and XIRR. I have not checked other related Excel functions, nor the arithmetic in every material spreadsheet....Have fun!
by GrenvilleCroll
June 5th, 2014, 9:24 pm
Forum: General Forum
Topic: Spreadsheets and Negative Interest Rates
Replies: 12
Views: 5868

Spreadsheets and Negative Interest Rates

<t>BBC ArticleDoes anyone out there in the Eurozone still use spreadsheets for material purposes?If so, is there any possibility spreadsheets might attempt to compute nth real roots of negative returns or take logarithms of negative returns? Or has this all been previously envisaged and dealt with?D...
by GrenvilleCroll
February 13th, 2014, 9:37 pm
Forum: Student Forum
Topic: Dissertation Topic ?
Replies: 9
Views: 6327

Dissertation Topic ?

<t>Pricing and volatility eh?The volatility and irregularity of a financial time series are orthogonal. ie, two time series with the same volatility can clearly have wildly differing regularities. Contrast a sine wave with white noise. Since this is so, you could perhaps investigate or construct a m...
by GrenvilleCroll
February 6th, 2014, 8:35 pm
Forum: Off Topic
Topic: What sleeping positions say about your relationship
Replies: 19
Views: 5897

What sleeping positions say about your relationship

<t>What about the dog? Where does it sleep? -Back to back with the man? -Back to back with the woman? -Dog Spoons with the Man? -Dog Spoons with the Woman? -Down the middle? -Paws in the air? -Dogs a*se north or south?What happens when the dog farts?What does all this say about the relationship betw...
by GrenvilleCroll
January 30th, 2014, 11:59 pm
Forum: General Forum
Topic: How many observations to use in fitting a GARCH model?
Replies: 1
Views: 5661

How many observations to use in fitting a GARCH model?

Volatility is a bit passe. N'est ce pas?What about the ir/regularity of the series? From time immemorial or from time to time?Mark my words, it's a complex problem!
by GrenvilleCroll
December 14th, 2013, 6:01 pm
Forum: General Forum
Topic: Order and Disorder in Financial Time Series
Replies: 4
Views: 7589

Order and Disorder in Financial Time Series

<t>Thanks for the comments.A version of the paper, which includes some simple algebras of BiEntropy, is available from World Scientific:Scientific Essays in Honor of H Pierre Noyes on the Occasion of His 90th Birthday Edit:There are three distinct states of order and disorder in a finite binary stri...
by GrenvilleCroll
November 23rd, 2013, 11:58 pm
Forum: General Forum
Topic: Order and Disorder in Financial Time Series
Replies: 4
Views: 7589

Order and Disorder in Financial Time Series

Have some profitable fun!RegardsGrenville
by GrenvilleCroll
June 11th, 2013, 7:18 pm
Forum: Programming and Software Forum
Topic: EuSpRIG 2013 - The Science of Spreadsheet Risk Management
Replies: 2
Views: 10758

EuSpRIG 2013 - The Science of Spreadsheet Risk Management

Just a reminder that this years conference is coming up in a few weeks time. This years keynote speaker is Professor Ray Panko, who will be speaking on Spreadsheet Testing. The full programme is available here
by GrenvilleCroll
December 26th, 2012, 10:19 pm
Forum: Off Topic
Topic: Music is in my genes
Replies: 0
Views: 8454

Music is in my genes

Just been googling my relatives to find out what they've been up to recently....Found some seriously interesting MusicBest played loud.
by GrenvilleCroll
November 18th, 2012, 10:19 pm
Forum: Programming and Software Forum
Topic: EuSpRIG 2013 - The Science of Spreadsheet Risk Management
Replies: 2
Views: 10758

EuSpRIG 2013 - The Science of Spreadsheet Risk Management

<t>The full Call for Papers for this years conference is here, once again. EuSpRIG (A NfP organisation) invites submissions on all aspects of the management, development and use of spreadsheets but especially concerning:Development, testing and quality assurance of key & critical spreadsheet ass...
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