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Alan
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The problem with quant finance: not enough authors

August 10th, 2015, 5:28 pm

How many scientists does it take to write a paper? -- apparently thousandsThis begs the obvious question. What is the highest number of authors ever in a finance paper?
 
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Cuchulainn
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The problem with quant finance: not enough authors

August 10th, 2015, 7:23 pm

QuoteImmunologist Polly Matzinger at the National Institute of Allergy and Infectious Diseases named her dog, Galadriel Mirkwood, as a co-author on a paper she submitted to the Journal of Experimental Medicine. ?What amazed me was that the paper went through the entire editorial process and nobody noticed,? Dr. Matzinger said. When the journal editor realized he had published work crediting an Afghan hound, he was furious, she recalled.Then ppauper can write an article with his Alpaca? Seriously, why and how do these academic networks emerge? I think this
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trackstar
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The problem with quant finance: not enough authors

August 10th, 2015, 7:30 pm

We could collaborate on writing a paper here. Contribute one line and pass it along.If it stalls at some point, previous contributors could add further lines to keep it moving.All we need to do is pick a theme. It is kind of like the famous poetry game "Cadavre Exquis".
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mutley
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The problem with quant finance: not enough authors

August 10th, 2015, 7:40 pm

I like the idea of "add one line then pass it on".My tuppence on the issue re not enough authors in quant finance is that many people who might write a paper is that they cannot for reasons of information proprietary. Think there's a lot of interesting things being done, its just not everyone is in the position to expand upon them in public.
 
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Cuchulainn
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The problem with quant finance: not enough authors

August 10th, 2015, 7:48 pm

QuoteOriginally posted by: mutleyI like the idea of "add one line then pass it on".My tuppence on the issue re not enough authors in quant finance is that many people who might write a paper is that they cannot for reasons of information proprietary. Think there's a lot of interesting things being done, its just not everyone is in the position to expand upon them in public.In academia. you get clusters who publish on various topics which have been superseded by stuff in industry. It's when these clusters look over the fence that something happens.Ok, my one-liner "let's update/replace ADI and Crank Nicolson".
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The problem with quant finance: not enough authors

August 10th, 2015, 8:17 pm

Let's update/replace ADI and Crank Nicolson. As practitioners are well-aware, both methods have their strengths, but they have weaknesses as well.**Cuchulainntrackstar
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tw
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The problem with quant finance: not enough authors

August 11th, 2015, 5:50 am

QuoteOriginally posted by: AlanHow many scientists does it take to write a paper? -- apparently thousandsThis begs the obvious question. What is the highest number of authors ever in a finance paper?I wonder what the average Erdos number of those publishing in finance is relative to those in experimental physics?Must be related to the relative rates of career diffusion from maths/theoretical physics to finance vs. to the rates of actual theoretician/experimentalist collaboration.
 
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Alan
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The problem with quant finance: not enough authors

August 11th, 2015, 12:35 pm

QuoteOriginally posted by: twQuoteOriginally posted by: AlanHow many scientists does it take to write a paper? -- apparently thousandsThis begs the obvious question. What is the highest number of authors ever in a finance paper?I wonder what the average Erdos number of those publishing in finance is relative to those in experimental physics?Must be related to the relative rates of career diffusion from maths/theoretical physics to finance vs. to the rates of actual theoretician/experimentalist collaboration.Another good question. I do recall this thread: What is your Erdos number?
 
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Alan
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The problem with quant finance: not enough authors

August 11th, 2015, 7:18 pm

QuoteOriginally posted by: trackstarWe could collaborate on writing a paper here. Contribute one line and pass it along.If it stalls at some point, previous contributors could add further lines to keep it moving.All we need to do is pick a theme. It is kind of like the famous poetry game "Cadavre Exquis".I think we need to sequence a genome
 
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tw
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The problem with quant finance: not enough authors

August 11th, 2015, 7:39 pm

QuoteOriginally posted by: AlanQuoteOriginally posted by: trackstarWe could collaborate on writing a paper here. Contribute one line and pass it along.If it stalls at some point, previous contributors could add further lines to keep it moving.All we need to do is pick a theme. It is kind of like the famous poetry game "Cadavre Exquis".I think we need to sequence a genomeJust look at that Paul Dirac guy:https://scholar.google.com/citations?us ... ize=20What a complete loser! Almost no co-authors!
 
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tagoma
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The problem with quant finance: not enough authors

August 11th, 2015, 7:44 pm

There was a related article on the WSJ todayHow Many Scientists Does It Take to Write a Paper? Apparently, Thousands
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The problem with quant finance: not enough authors

August 11th, 2015, 9:29 pm

As the OP said...QuoteOriginally posted by: AlanHow many scientists does it take to write a paper? -- apparently thousandsThis begs the obvious question. What is the highest number of authors ever in a finance paper?
 
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trackstar
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The problem with quant finance: not enough authors

August 11th, 2015, 9:32 pm

QuoteOriginally posted by: trackstarLet's update/replace ADI and Crank Nicolson. As practitioners are well-aware, both methods have their strengths, but they have weaknesses as well.**CuchulainntrackstarNext steps:Define ADIDefine Crank NicolsonPoint out strengths of each.Point out weaknesses of each.Provide specific examples of usage where strengths shine and where weaknesses are exposed.Discuss work by other authors/researchers/practitioners in both areas. (Light literature review).Develop case for the alternatives to ADI and C-N.Highlight the best options, showing any drawbacks or unresolved shortcomings with them.Conclude by reiterating the utility of ADI and C-N to quant finance, how developments beyond them are desirable, and indicate further directions that this critical work may take.I'll be happy to cover C-N if Cuch would like to take ADI. But so far this is only two authors - falling far from the objective.So I would invite readers to add anything they like, even absurdities, and I will tailor them to fit the theme.
Last edited by trackstar on August 10th, 2015, 10:00 pm, edited 1 time in total.
 
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tagoma
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The problem with quant finance: not enough authors

August 11th, 2015, 9:35 pm

QuoteOriginally posted by: trackstarAs the OP said...QuoteOriginally posted by: AlanHow many scientists does it take to write a paper? -- apparently thousandsThis begs the obvious question. What is the highest number of authors ever in a finance paper?i could argue that i was illustrating OP's point of view around 'how many posters does it take to post an article in the OT?", but truth is more trivial.I just didn't get backward in the thread up to the first post.I'm very sorry for the mess.
 
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trackstar
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The problem with quant finance: not enough authors

August 11th, 2015, 9:39 pm

I am trying to drive the paper writing project forward because I think a) it is a good idea, b) it is fun, and c) if the output is strong enough in the end, maybe it would appear in Wilmott Magazine as an example of the collective creative power of this quant community, to say nothing of the revolutionary ideas that will flow from a rigorous polyphonic critique of ADI and Crank-N.
Last edited by trackstar on August 10th, 2015, 10:00 pm, edited 1 time in total.
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