The old paradigm of contentment:
single non-interacting linear cow.
Theorist preparing to re-enter Earth orbit.
(Photo S. Rugh)
January 7 - 8 (Conference)
- 12:45 Forecasting
Prof. Stephen Figlewski, Finance Department, Stern School of Business, New York University
The tutorial will describe the different forecasting approaches and present a critical discussion of the tactics, strategy, and underlying philosophy behind them.
- 3:45 Neuro-Dynamic
Programming and Reinforcement Learning for Finance
Prof. Benjamin Van Roy, Engineering Economic Systems Department, Stanford University
In principle, a wide variety of financial decision problems - ranging from dynamic asset allocation to hedging to transaction cost optimization - can be formulated in terms of stochastic control and solved by the algorithms of dynamic programming. Unfortunately, due to the curse of dimensionality, the associated computational requirements become intractable in most practical contexts.
Greg Huber discovers that icky, squishy, wet, and
non-integrable aliens have occupied his bathroom.
Huber (Kultur) exponent
``... and on the log-log plot the multifractal multiscaling multiaffine multidata fall on the straight line with slope .87013456.... give or take .00000002, exactly!!! It is the most important result since Galilei!!!!''
[Vachtang: ``... at least they lie on the plane'']
P. Dimon , Phys.Rev. Letts. (1969-98):
DOGS conceptual breakthroughs, Phys. Rev. Letts. (1998):
So what is that makes CATS lives worth living?
The stimulating intellectual climate of CATS.
Lo studente Paolo:
``But Professore Civitanovic said I should
rotate my head 480 deg.!''
Kai: ``It's a little known fact that Vikings attacked
Martin: ``The life of a postdoc is not for the weak.''
Michael Steen Hansen
``... nevertheless ...''
13 March 1999 - firstname.lastname@example.org