Econometrics: one step ahead forecast - page 113
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is everything unique to you? boo-ha-ha, don't make the old professor laugh :o)
is everything unique to you? boo-hoo-hoo, don't make the old professor laugh :o)
Be more specific. I didn't see any references to literature in your thread. Please, a link to the place of literature references.
links to literature and literature itself are in other threads. Study the creative heritage more carefully :o). By the way, why have you mentioned literature? And so unexpectedly? Basically, these are separate sections in any book on stochastic diff. equations and control theory. It's from there.
I'm not a teacher. All my life I've been doing investments and, in parallel, sometimes I've been lecturing.
What a busy life you have. I take it you've been involved in investment as a theorist? Have you used this crap for the rest of your applications? And did you bring in a lot of real income? Well... I'm sure it did, otherwise, what would you be doing with a three-factor equation?
That's amazing. There's a function (dependent variable) and there's an argument (independent variable). It's actually from school. If you reverse it, it's the other way around.
With you it is difficult, having such powerful knowledge you will be hard to change that statement, and I quote "SZ is a dependent variable", is fundamentally wrong, unless you are a psychic. That's not maths, that's a therapist's job.
Would you be so kind as to speak only on the topic of the thread. I remember you going off-topic several times.
You have already commented many times, and I have not been the only one. You tell everyone to go fuck themselves and with enviable persistence apply your creation, pulling it over all the convexities of the market :o).
So, speak up on the subject.
links to literature and literature itself are on other threads. Study the creative heritage more carefully :o). By the way, why have you mentioned literature? And so unexpectedly? Basically, these are separate sections in any book on stochastic diff. equations and control theory. It's from there.
Next step. The applicability of stochastic diffusions to the market, references, please.
I prepare my own materials on such systems, which I will post when I see fit and to the extent I see fit. As for books, you seem to be some kind of strange econometrician who is completely unfamiliar with the literature on this subject, even though it is basic. Just think, for example, Shiryaev "Fundamentals of Stochastic Financial Mathematics" two voluminous volumes and there are a huge number of other books in this area, not to mention dissertations and other studies.
And you've decided that your three coefficients apply to the market better or what? Well, it's time to show it at last ...
Shiryaev "Fundamentals of Stochastic Financial Mathematics"
Matlab seems to have it all. Shiryaev is Soviet science, which has yet to be put into practice.
And you decided that your three coefficients apply to the market better or what?
Competition is not appropriate. The matlab toolbox has both. Any preferences are not specified. Are they known to you?
Shiryaev "Fundamentals of Stochastic Financial Mathematics"
Matlab seems to have it all
.Shiryaev is Soviet science, which still needs to be applied in practice.
And have you decided that your three coefficients apply to the market better or what?
Competition is not appropriate
.The matlab toolbox has both. Any preferences are not specified.
they known to you?
oops
Matlab (as well as matcad) has a lot, it's my favorite package.
The matlab toolbox has both. Any preferences are not specified. Do you know them?
not specified? what, there's no easy-to-follow instruction on "how to faa make lots of lots of millions?". I'll figure it out!
And matlab (as well as matcad) has a lot of stuff, these are my favourite packages