Via Alea, a new entry into the best title ever competition: "Option Model Calibration Using a Bacterial Foraging Optimization Algorithm" by J. Dang, A. Brabazon, M. O'Neill, and D. Edelman. That right, using an algorithm inspired by trying to mimic...
Posted on April 29, 2008 9:04 AM • 0 Comments • 0 TrackBacks• View blog reactions
Can markets predict elections? Alea summarizes last night's primary results: Ooops! From my perspective, I find the ideas of markets predicting future events fascinating, if for no other reason than my original motivation for studying physics was tied up deeply...
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Posted on January 9, 2008 12:30 PM • 12 Comments • 0 TrackBacks• View blog reactions
Books off the queue and lodge securely somewhere behind my eyes: "A Mathematician's Apology" by G.H. Hardy and "A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation" by Richard Bookstaber...
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Posted on December 3, 2007 12:15 AM • 5 Comments • 0 TrackBacks• View blog reactions
Books recently removed from the queue. "Mathematicians in Love" by Rudy Rucker, "An Engine, Not a Camera: How Financial Models Shape Markets" by Donald Mackenzie, "Financial Calculus : An Introduction to Derivative Pricing" by Martin Baxter and Andrew Rennie. "109...
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Posted on November 22, 2007 12:11 AM • 5 Comments • 0 TrackBacks• View blog reactions