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Tag Archives: Wiener process
Hey! I made you some Wiener processes!
Check them out. Here are thirty homoskedastic ones: > homo.wiener < array(0, c(100, 30))> for (j in 1:30) { for (i in 2:length(homo.wiener)) { homo.wiener[i,j] < homo.wiener[ i – 1, j] + rnorm(1) … Continue reading
Posted in Uncategorized
Tagged autoregressive, chance, econometrics, heteroskedastic errors, heteroskedasticity, homoskedastic, homoskedasticity, likelihood, math, mathematics, maths, Norbert Wiener, probability, R, random, random variable, random walk, randomness, statistics, stochastic processes, variability, Wiener process
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B*tchin’ six dimensional 6cube. The rainbow colours and glass panes really help this visualisation. Examples of 6dimensional things If it’s hard to envision 6 dimensions, consider this: the possible tunings of a guitar constitute a 6dimensional space. You can tune to EADGBE (standard), … Continue reading
Video
July 1, 2011
Tagged 4D, 6D, array, artificial life, baseball, Brownian motion, distance, financial securities, guitar, hypercube, imagination, Larry Yeager, math, mathematical modelling, mathematics, maths, measure, metric, music, NYSE, polyworld, quotient space, R, rainbow, secteract, sexteract, tesseract, Wiener process
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Posted in Uncategorized
Tagged aleatoric, CameronMartin theorem, change of numeraire, econometrics, education, finance quant, Girsanov theorem, math, mathematics, maths, probability measure, quant, quant finance, quantitative finance, random walk, stochastic calculus, Wiener process
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