Optimisation! Share your experiences, please. - page 9

 
Reshetov:

I would like to know how you approximate the yield curve without calculating the linear correlation coefficient?

Very simple in general - using the method of least squares. To calculate two parameters A and B of the linear approximating function y=A*x+B, besides the mean values of x and y, it is sufficient to know expectation of product x*y and dispersion D(x). To calculate the RMS error, add the variance D(y).

Likewise, I mean, I've had a lot of fun with your scholarliness, too. So many abstruse words.


Everyone has his own style. I don't find these words abstruse. Just terminology, when you know what's behind the terms, is the easiest way to explain your point. IMHO. And you prefer to use "underachiever", "underachiever", "incompetent" etc. instead of these abstruse words ? ? You could probably do it that way. It's just the terminology of a different language.