Our Masha! - page 19
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The ideal phase (number of points to calculate) always varies as for the normal EMA,
the phase has a certain corridor for oscillations. the ergodic theory plays not the least role in the search for the phase and the emf.
That's great, of course, but the only thing I don't get is "Where's the money?" (from .....). It was sung by Vysotsky ......
Forty souls in shifts howling, red-hot,
♪ How much the triangular business worries ♪
Everybody almost went crazy, even the crazy ones,
And then Chief Medical Officer Margulis banned TV.
That's great, of course, but the only thing I don't get is "Where's the money?" (from .....). It was sung by Vysotsky ......
:) there is. there is even among the MA's. but not as much as many people want.
the phase has a certain corridor for oscillations. in finding the phase and the emm, ergodic theory plays no small part.
Finding the phase is utopia. In the beginning of a European session, it would be equally likely to have 1) a pierce in one direction, and then the main movement in the other direction 2) immediate movement 3) a pierce, a strong correction and movement towards the pierce 4) a simple flat in the diapason. The Americans have other designs for "cheating the market".
I use sdu systems mainly to find prices for some products.
your sdu is made to describe changes in velocity. as far as i understand it corresponds to dS/S.
From your equation it appears that the rate increment at time t is
dv(t)/v(t) = a(0)- integral(alpha a(s), ds, 0, t)+integral(sqrt(2 alpha sigma^2, dN(s), 0, t)
I don't quite understand the point of this equation, it has a very strange mathematical expectation.
The book "Options, Futures and Other Derivatives" by Hull John K. is the simplest one, it contains all CDS...
The right class of ODU is this one https://en.wikipedia.org/wiki/It%C5%8D_calculus#It.C5.8D_processes
And this system is this class. You can solve them differently in the form of ITO and in the form of Stratanovich.
About the matrix expectation. What about the quotations? I think it is strange too or am I wrong ?
And this system is that class. They can be solved differently in the form of ITO and in the form of Stratanovich.
About the matrix expectation. And what about the quotations? It seems to me too strange or am I wrong ?
general form of process dS(t)/S(t) = mu(t) dt + sigma(t) dW(t). dW(t)=sqrt(t)dN(t).
dmu(t)/mu(t)=. and dsigma(t)/sigma(t)=.... are also processes. Thus we obtain a system of SRS with a common covariance matrix.
In this case the expectation matrix is equal to mu(t). In the case of your process I don't understand what the process is going for....
The Stratonovich integral is used less frequently in finance because it "draws".
to NorthernWind
Hello NorthernWind. Good to see you again! :о)
...
That's the end of it, I'm fed up.
I turned out to be more patient :o)
to NorthernWind
Hello NorthernWind. Good to see you again! :о)
I turned out to be more patient :o)
Hi grasn, can't help myself when I see things like that.:-) Good luck in your endeavours. And don't listen to anyone, you're doing everything right. I don't know exactly how, but you're doing it right. :-) All right, I'm going deep.
... That's it, I'm going deep.
That's too bad. You don't come around much. Now you're diving again. Maybe you could share something interesting. Your research was beautiful. Is that it, you've stopped?
That's too bad. You don't come around much. Now you're diving again (( Maybe you could share something interesting, you had some beautiful research. Is that it, you've stopped?
Nothing has stopped. You cannot stand in the market. The market is "changing" and you have to change with it, otherwise the death of the deposit. Sorry, but there really isn't much time.