The market is a controlled dynamic system. - page 79

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avtomat:
Some excerpts from critical statements of prominent applied mathematicians of our time:
- "There is something wrong with statistics" (A.N. Kolmogorov);
- "Statistics is a dangerously paradoxical science (and often a big lie)" (V.I. Arnold);
- "Mathematicians do not believe in probability" (L.S. Pontryagin);
- "I am quite happy to share Pontryagin's point of view and to do mathematics without binding myself to a belief (i.e. an a priori hypothesis) concerning probability" (R.E. Kalman.)

)It is very funny

how can stochastic processes be accurately described mathematically without the use of probability theory?

To clarify - there is no alternative

 
FAGOTT:

)very funny

How can stochastic processes be accurately described mathematically without the use of probability theory?

To clarify - there is no alternative


You have no idea how ridiculous your "explanation" is.
 
avtomat:

You have no idea how ridiculous your "clarification" is.


ok - amaze me!

P.S. and this is written by a man whose first posts introduce the concepts of a stochastic differential equation and a Markov process.... Well, what can I say?

 
FAGOTT:

OK - dazzle me!


Well, as usual -- not in word, but in deed ;)))

Have patience.

 
avtomat:

Well, as usual - not by word but by deed ;)))
see my P.S. at the top.
 
FAGOTT:
See my P.S. at the top


Don't lump everything into one pile - that would mess up your head.

You have to understand the difference between "the nature of a phenomenon" and "an instrument for investigating a phenomenon". Do you grasp the difference?

 
If the dilemma arises as to whether to choose a deterministic or a stochastic mathematical model, the deterministic mathematical model should be preferred
 
avtomat:
If there is a dilemma: to choose a deterministic or a stochastic mathematical model, the deterministic mathematical model should be preferred

If a model has any stochastic residual, it is a probabilistic model. If there is no stochastic residual - at any step with 100% accuracy the predicted values coincide with the observed values - then such a model is deterministic.

It is impossible to build a financial market model without a stochastic residual


 
FAGOTT:

If a model has any stochastic residual, it is a probabilistic model. If there is no stochastic residual - at any step with 100% accuracy the predicted values coincide with the observed values - then it is a deterministic model.



This statement once again demonstrates your lack of understanding not only of the problem in general, but also of modelling technology in particular.
 
avtomat:

This statement once again demonstrates your lack of understanding not only of the problem in general, but of modelling technology in particular.


Repeat:

OK - amaze me!

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