polemica.info

steveedney.wordpress.com

Ignoring false negatives | Criticality

https://steveedney.wordpress.com/2007/11/14/ignoring-false-negatives

I seem to be stuck on the exciting topic of VAR and backtesting models. Anyhow via a friend who pointed out this comment in an article in the economist. What is staggering is the last part. They had not had a single backtesting breach from 1998-2007. I wasn’t convinced the Economist got it right so I checked the UBS third quarter report. Which states it more explicitly. 8230; When backtesting revenues are negative and greater than the previous day’s VaR, a backtesting exception occurs. From your own site.

typingisnotactivism.wordpress.com

Brendan Nelson: a sorry human being… | typing is not activism....

https://typingisnotactivism.wordpress.com/2008/02/13/brendan-nelson-a-sorry-human-being

Typing is not activism…. Environ mentalism, fresh articles, interviews and checkitouts from Sydney. Brendan Nelson: a sorry human being…. 8230;but for the wrong reasons. Like most of the lip service Liberal/National(ist) opposition, he still misses the point. February 13, 2008 at 1:08 pm. Laquo; Kevin Rudd’s apology to Aboriginals spoken from the very best part of an Australian. Sea Shepherd v. Japanese whaling fleet: Valentine’s Day relaunch, the latest from Capt. Paul Watson. Foot in mouth in so many p...

steveedney.wordpress.com

The invalidity of risk models (or do I trust my VAR calculations) | Criticality

https://steveedney.wordpress.com/2007/11/10/the-invalidity-of-risk-models-or-do-i-trust-my-var-calculations

The invalidity of risk models (or do I trust my VAR calculations). To continue some of the stuff raised in The Black Swan. I’ll discuss Taleb’s attack on financial models based on the normal distribution, this misuse of which he describes as the Great Intellectual Fraud. I considered entitling this “Am I a fraud? The collapse of Amaranth. The question I ask is do most practitioners actually believe that their models are an accurate description of reality? Anyway onto whether what I do is essentially frau...

annesdata.blogspot.com

anne's data: March 2005

http://annesdata.blogspot.com/2005_03_01_archive.html

Thursday, March 24, 2005. That I've been away so long. I was looking after my. I think Rofa (who deserves this link. To his 1997 self for not having an up-to-date homepage) would like these. T-shirts ( this one. Posts that make more sense coming soon. Posted by Anne at 4:55 pm. Katoomba, New South Wales, Australia. View my complete profile. Dont shoot the puppy! The price of nice. Bastard Operator From Hell. How To Spot A Psychopath. Reasons You Will Hate Me. The Spin Starts Here.

annesdata.blogspot.com

anne's data: February 2005

http://annesdata.blogspot.com/2005_02_01_archive.html

Saturday, February 05, 2005. This is our new kitten. He arrived last week, aged eight weeks. We haven't named him yet. We have discovered that he isn't shy. In front of cameras,. That he likes to hide,. And enjoy the shagpile carpet. He also looks like Mickey. But he isn't Mickey. Posted by Anne at 1:07 am. Katoomba, New South Wales, Australia. View my complete profile. Dont shoot the puppy! The price of nice. Bastard Operator From Hell. How To Spot A Psychopath. Reasons You Will Hate Me.

modiaminotaur.blogspot.com

Modia Minotaur: August 2005

http://modiaminotaur.blogspot.com/2005_08_01_archive.html

Trawling the airwaves to spare you the agony! Wednesday, August 31, 2005. The Media Vultures Circle. There's nothing quite as nasty as a hack reporter attempting to squirm away from the sort of merciless questioning with which they regularly barrage their subjects. It was inevitable that the media would come up for scrutiny after John Brogden's suicide attempt, given reports. That it occurred after he was contacted by the Daily Telegraph. Has resigned over the claims of Telegraph editor David Penberthy.

larvatusprodeo.net

So who benefits from the Australia v India cricket stoush?

http://larvatusprodeo.net/2008/01/08/so-who-benefits-from-the-australia-v-india-cricket-stoush

Where’s my missing comment? List of Recent Posts. Life, Culture and Politics from BrisVegas. So who benefits from the Australia v India cricket stoush? So long and thanks for all the fish. Auspol's big purple blog has shut up shop again. Enjoy browsing our archives. So who benefits from the Australia v India cricket stoush? January 8, 2008. The state of play at the moment in this sorry saga is that India seem happy that their umpiring scourge, Steve Bucknor, has been dropped. The hangover is still the th...

modiaminotaur.blogspot.com

Modia Minotaur: September 2005

http://modiaminotaur.blogspot.com/2005_09_01_archive.html

Trawling the airwaves to spare you the agony! Wednesday, September 28, 2005. John Brogden Quits Politics. Perhaps Brogden was down south and caught Latham's speech at Melbourne University yesterday. Even if he didn't, he'd surely agree with Latham's assessment of the Australian political system as `fundamentally sick and broken'. Posted by Minotaur @ 11:29 pm. Brendan Nelson: F for Grammar. AM, ABC 702 about 8:45 this morning. Stick to hockey, Brenno. Yeah, I know you've all seen it . but it's funny&...