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deeds


Total Posts: 378
Joined: Dec 2008
 
Posted: 2018-05-07 20:32
Hi!

EDIT: Now have these.

Anyone have access to

Stern, H.S. (1990), "Models for distributions on permutations," Journal of the American Statistical Association, v 85, pp 558-564

or

Stern, H.S. and Cover, T.M. (1989), "Maximum Entropy and the lottery," JAMA v84, pp 980-985


Will happily reciprocate

D

iasmath


Total Posts: 47
Joined: Feb 2010
 
Posted: 2018-05-07 22:03
Anyone with access to "A Combinatorial Approach for Pricing Parisian Options" - Massimo Costabile 2002, Rivista di Matematica per le Scienze Economiche e Sociali

Tks

"When we pull back the curtain, we see that the wizard is just a man, but also that the man is a wizard"

deeds


Total Posts: 378
Joined: Dec 2008
 
Posted: 2018-05-07 22:14
@iasmath - sent, with bonus improvement paper from Lyuu

iasmath


Total Posts: 47
Joined: Feb 2010
 
Posted: 2018-05-07 22:19
Awesome. Many tks

"When we pull back the curtain, we see that the wizard is just a man, but also that the man is a wizard"

Kch


Total Posts: 8
Joined: Aug 2017
 
Posted: 2018-05-10 23:38
Second one in your inbox @deeds

Maggette


Total Posts: 1019
Joined: Jun 2007
 
Posted: 2018-05-11 00:12
Offtopic: Anybody
Brain over body–A study on the willful regulation of autonomic function during cold exposure
Neuroimage

And informed opinions If that is crackpot science are welcome too😀

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

Kch


Total Posts: 8
Joined: Aug 2017
 
Posted: 2018-05-11 02:03
@magette check your inbox

Maggette


Total Posts: 1019
Joined: Jun 2007
 
Posted: 2018-05-11 10:10
thx

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

Maggette


Total Posts: 1019
Joined: Jun 2007
 
Posted: 2018-05-11 10:10
thx

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

deeds


Total Posts: 378
Joined: Dec 2008
 
Posted: 2018-05-14 13:39
thanks, Kch

Jurassic


Total Posts: 61
Joined: Mar 2018
 
Posted: 2018-05-14 19:34
Does anyone know good starting texts for rv fixed income and macro??

deeds


Total Posts: 378
Joined: Dec 2008
 
Posted: 2018-05-15 13:45
(with one arm raised to fend off rotten vegetables)

CFA materials lay down a (probably reasonable) concise summary of the 'toy' version of RV FI trading (stripped of most of the true concerns of trading)...a place to get the 'gist'

Also have seen one or two 'primers' from bulge bracket banks (do we still say that?), but can't put my hand on them...would keep my eyes open

Jurassic


Total Posts: 61
Joined: Mar 2018
 
Posted: 2018-05-16 14:22
Also does anyone know any good texts on long short volatility strategies as described here, https://www.math.nyu.edu/faculty/avellane/harcourt.pdf ?

gergely


Total Posts: 29
Joined: Sep 2007
 
Posted: 2018-05-16 23:11
Anybody has a copy of: "New Approach to Estimating VIX Truncation Error Using Corridor Variance Swaps by Desheng Wu and Tianxiang Liu"? Forthcoming in Journal of Derivatives (or by the time you read this it might be in the Summer 2018 issue).

Maggette


Total Posts: 1019
Joined: Jun 2007
 
Posted: 2018-05-17 18:48
Getting a little bit greedy here:
Anybody?

"Forecasting electricity demand on short, medium and long
time scales using neural networks" J.
Intel. Robot. Syst. 2001

Or

"Darbellay G.; SlamaM. Forecasting short-term electricity demand: Do neural networks stand a better chance?" Int.J.Forecast 2000

" Short-term load forecasting using SVR (support vector regression)-based radial basis function network with dual extended Kalman filter" Energy 2013

Thanks a lot

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

gergely


Total Posts: 29
Joined: Sep 2007
 
Posted: 2018-05-17 19:53
@Maggette

Sent two of the papers and one can be found online.


Maggette


Total Posts: 1019
Joined: Jun 2007
 
Posted: 2018-05-17 22:54
You are awesome!! Thanks

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

Azx


Total Posts: 31
Joined: Sep 2009
 
Posted: 2018-05-25 11:08
"Exact finite-dimensional filters for certain diffusions with nonlinear drift"
BeneĹĄ, V. E.
Journal: Stochastics, 01 January 1981, Vol.5(1-2), p.65-92

Anyone with access to this article?

pj


Total Posts: 3383
Joined: Jun 2004
 
Posted: 2018-05-25 12:05
@Azx
it should be in your inbox.

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

deeds


Total Posts: 378
Joined: Dec 2008
 
Posted: 2018-05-25 15:35
pj or Azx, may i also have a copy?

Will reciprocate

TiA

pj


Total Posts: 3383
Joined: Jun 2004
 
Posted: 2018-05-25 15:47
Served

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken
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