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Fractals and Stochastic Calculus

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Fractals and Stochastic Calculus | stochasticfractals.wordpress.com Reviews

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2009 May « Fractals and Stochastic Calculus

https://stochasticfractals.wordpress.com/2009/05

Fractals and Stochastic Calculus. Just another WordPress.com weblog. Standard Deviation of Fractional Brownian Motion. Be the zero-mean Fractional Brownian Motion process of Hurst parameter. Such a process is defined as having the following covariance structure:. Then(by taking s=t in (1). Which gives the standard deviation as. And for the Wiener Brownian Motion, we indeed get a standard deviation of. May 5, 2009. Maximum of Wiener Brownian Motion. Be the standard Wiener Brownian Motion process, and.

2

R/s Analysis to estimate the Hurst exponent « Fractals and Stochastic Calculus

https://stochasticfractals.wordpress.com/2009/10/14/rs-analysis-to-estimate-the-hurst-exponent

Fractals and Stochastic Calculus. Just another WordPress.com weblog. R/s Analysis to estimate the Hurst exponent. I wish to expose here the minimal information for understanding the method, I will also provide a few references for those who wish to deepen their understanding of the matter. Given a time-series with n elements. The R/s statistic is defined as:. Is the arithmetic mean. Is the standard deviation from the mean. As equation (11) (in the cited paper) in the following formula:. From there, we ge...

3

2009 May 04 « Fractals and Stochastic Calculus

https://stochasticfractals.wordpress.com/2009/05/04

Fractals and Stochastic Calculus. Just another WordPress.com weblog. Maximum of Wiener Brownian Motion. Be the standard Wiener Brownian Motion process, and. We then have the following result:. Denotes the standard normal cumulative distribution function:. This result is simply a direct application of Theorem 2 from this paper. May 4, 2009. This blog is primarily the mathematical counterpart of my other blog: Fractals, Technical Analysis and other things…. Fractals, Technical Analysis and other things.

4

Jean-Philippe « Fractals and Stochastic Calculus

https://stochasticfractals.wordpress.com/author/jppoton

Fractals and Stochastic Calculus. Just another WordPress.com weblog. R/s Analysis to estimate the Hurst exponent. I wish to expose here the minimal information for understanding the method, I will also provide a few references for those who wish to deepen their understanding of the matter. Given a time-series with n elements. The R/s statistic is defined as:. Is the arithmetic mean. Is the standard deviation from the mean. As equation (11) (in the cited paper) in the following formula:. From there, we ge...

5

2009 October « Fractals and Stochastic Calculus

https://stochasticfractals.wordpress.com/2009/10

Fractals and Stochastic Calculus. Just another WordPress.com weblog. R/s Analysis to estimate the Hurst exponent. I wish to expose here the minimal information for understanding the method, I will also provide a few references for those who wish to deepen their understanding of the matter. Given a time-series with n elements. The R/s statistic is defined as:. Is the arithmetic mean. Is the standard deviation from the mean. As equation (11) (in the cited paper) in the following formula:. From there, we ge...

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thenomadicchronicle.blogspot.com thenomadicchronicle.blogspot.com

The Nomadic Chronicle: June 2009

http://thenomadicchronicle.blogspot.com/2009_06_01_archive.html

Friday, June 5, 2009. The movie by Yann Arthus-Bertrand can be watched freely until the 14th of June at this youtube address. The following is the presentation by Yann Arthus-Bertrand:. We are living in exceptional times. Scientists tell us that we have 10 years to change the way we live, avert the depletion of natural resources and the catastrophic evolution of the Earth's climate. HOME has been made for you : share it! And act for the planet. Subscribe to: Posts (Atom). Fractals and Stochastic Calculus.

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Fractals, Technical Analysis and other things...: April 2011

http://fractalfinance.blogspot.com/2011_04_01_archive.html

Fractals, Technical Analysis and other things. Monday, April 18, 2011. The possibility of cognition. I-READING A BOOK BEFORE IT IS WRITTEN. The best way to read a book before it is written is to write it, and that is, to some extent, what Elie Ayache is proposing us to do in The turning. 8220;The place of the contingent claim is nobody’s place in particular. It falls to no subject to assign a price to the contingent claim or to reflect it in his mind.”. The question which interests me, at the level of Te...

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Fractals, Technical Analysis and other things...: February 2011

http://fractalfinance.blogspot.com/2011_02_01_archive.html

Fractals, Technical Analysis and other things. Thursday, February 17, 2011. Guilt and Shame, and their necessities. Shame and guilt are very well studied concepts, and it is very well known that they are making up (along other feelings) the very core of social psyche. It is also well-established that some societies are giving priority to one over the other in their structures. As such, Japan is widely believed to be the archetype of a shame society. I shall start by quickly considering the word “al...

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Fractals, Technical Analysis and other things...: Guilt and Shame, and their necessities

http://fractalfinance.blogspot.com/2011/02/guilt-and-shame-and-their-necessities.html

Fractals, Technical Analysis and other things. Thursday, February 17, 2011. Guilt and Shame, and their necessities. Shame and guilt are very well studied concepts, and it is very well known that they are making up (along other feelings) the very core of social psyche. It is also well-established that some societies are giving priority to one over the other in their structures. As such, Japan is widely believed to be the archetype of a shame society. I shall start by quickly considering the word “al...

fractalfinance.blogspot.com fractalfinance.blogspot.com

Fractals, Technical Analysis and other things...: May 2011

http://fractalfinance.blogspot.com/2011_05_01_archive.html

Fractals, Technical Analysis and other things. Sunday, May 22, 2011. The Art of Speculation. In order to do that, I shall first consider some traditional features of art and build some analogies with speculation. That will hopefully open new perspectives to thinking and practicing speculation. Let me start by a quote from Baudelaire’s Salon of 1859. Which, in english, gives :. Such a remark was inspirational for Raymond Queneau and Francois Le Lyonnais when they founded the Oulipo. 8220;I would rather re...

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Fractals, Technical Analysis and other things...: Situation in Japan

http://fractalfinance.blogspot.com/2011/03/situation-in-japan.html

Fractals, Technical Analysis and other things. Wednesday, March 16, 2011. I usually reside in Japan, in Hino, which is located in the west of Tokyo. However, given the evolution of the situation in the Fukushima nuclear Plant, My wife and I have decided to fly out of Japan yesterday, and we are now in Singapore, in my wife's family. All our thoughts are with the Japanese people, and we do hope we will be back in Japan in a few days when the situation in the nuclear plants will be under control. I do hope...

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Fractals, Technical Analysis and other things...: April 2012

http://fractalfinance.blogspot.com/2012_04_01_archive.html

Fractals, Technical Analysis and other things. Monday, April 16, 2012. So is there any sense in which the market could be said to be fractal, given that the time serie does not seem to be satisfyingly modelised by a fractal? In “The Blank Swan”, Elie Ayache provides a very interesting element to answer this question at the page 295:. Links to this post. Subscribe to: Posts (Atom). Singapore, Singapore, Singapore. View my complete profile. 8593; Recent Comments Widget. Fractal Bands : Fractalised Bollinge...

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Fractals, Technical Analysis and other things...: September 2009

http://fractalfinance.blogspot.com/2009_09_01_archive.html

Fractals, Technical Analysis and other things. Monday, September 28, 2009. Technically, the EUR/USD may have reached its top as the 61.8% fibonacci retracement of the range 1.6040/1.2329 at 1.4842 (even though the key resistance is 1.4867) and could now go for a dip back into the 1.2s (albeit some resistance on the way). On the fundamental side, the EUR is again now over-valued. Besides, in a recent report, the OECD wrote:. Links to this post. Subscribe to: Posts (Atom). Singapore, Singapore, Singapore.

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Fractals, Technical Analysis and other things...: February 2010

http://fractalfinance.blogspot.com/2010_02_01_archive.html

Fractals, Technical Analysis and other things. Saturday, February 6, 2010. It may be time for a little summary of how I see the fundamentals situation right now. This past week has been a rich one in event on the EUR/USD front, we first saw the EUR rebounding from 1.385 to over 1.403, then back down to 1.365, all these moves being fed by news from the ECB supporting Greece, and worrying about Portugal, Italy and Spain. If something goes wrong with the USD, the US government is able to act upon it in a so...

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Fractals, Technical Analysis and other things...: December 2011

http://fractalfinance.blogspot.com/2011_12_01_archive.html

Fractals, Technical Analysis and other things. Sunday, December 18, 2011. For a follow-up of my discussion with Elie Ayache, about "The Blank Swan" and its consequences, those interested can look up this forum's thread. This is the focus of my current researches. Links to this post. Subscribe to: Posts (Atom). Singapore, Singapore, Singapore. View my complete profile. 8593; Recent Comments Widget. Hurst Difference: Variations of the Hurst Exponent. RS FRASMA: FRASMA from a Rescaled Range Analysis. Fracta...

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May 29, 2011. Why what is going on in Texas matters. 8212; Matt @ 9:49 pm. This may sound odd or disingenuous for some folks, but I’ve tried over the last ten years to live my life by a simple credo: good and evil are two ends of a continuum, and we are constantly moving one way or the other along the continuum. The only measure of a person is whether they have, relative to where they were yesterday, become more good or more evil. And ill-conceived notions of how hard faculty actually work. In all of thi...

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STOCHASTIC FINANCE | Just another WordPress.com weblog

Just another WordPress.com weblog. Barclays Stockbrokers goes green by having launch of new guide energy investment note. July 9, 2008. A launch of a ii Notes forms part of Barclays Stockbrokers’ on-going strategy of rendering UK domiciled investors access to major spherical markets easy and efficiently while enabling them to advantage from the capital protection of Investment Notes. Each newly Notes is used on the London Equity Exchange and are fully capital secure if held until maturity. 8211; EURO STO...

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Skip to main content. Get your brand new Wikispaces Classroom now. And do "back to school" in style. Stochastic Flows and Climate Modeling. Aspen Center for Physics. Left: Aspen from the top of Red Butte. Bethe Hall is at left center. Right: View of Aspen from the top of the Ute trail. Red Butte is at left center. For more participant photographs. Help on how to format text. TES: The largest network of teachers in the world. Turn off "Getting Started".

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Fractals and Stochastic Calculus

Fractals and Stochastic Calculus. Just another WordPress.com weblog. R/s Analysis to estimate the Hurst exponent. I wish to expose here the minimal information for understanding the method, I will also provide a few references for those who wish to deepen their understanding of the matter. Given a time-series with n elements. The R/s statistic is defined as:. Is the arithmetic mean. Is the standard deviation from the mean. As equation (11) (in the cited paper) in the following formula:. From there, we ge...

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Stochastic Gain Medium

A tube-mounted, ill-behaved amplifier for science and science policy. Thursday, October 13, 2011. A bit of code, and a single command:. Printf("Goodbye, world.");. Posted by B. Kalafut. Thursday, May 27, 2010. Using a ruler to measure the wavelength of light. Place a ruler on your desk- the metal kind is best, but even a wooden ruler will do- and shine a laser pointer at its finest scale at glancing incidence. A diffraction pattern should appear on the far wall. A ruler is a reflection grating. I've had ...

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Stochastic Geometry

WordPress Simple Graph Plugin. Mdash; Leave a comment. Goodbye IBM, Hello Workday. After the guts of five years in IBM, I’m leaving at the end of the week to. Go herd computers in a DevOps team for Workday. Five years, six teams, seven projects, a dozen or so releases, a few. Patents, made the Irish Olympic shooting team, got married, had a son,. Moved house – it’s a lot of memories for one job 😀. Mdash; Leave a comment. Feck, why not? Worse reasons for technical decisions in the past and dammit, if.

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Stochastic Geometry

WordPress Simple Graph Plugin. Mdash; Leave a comment. Goodbye IBM, Hello Workday. After the guts of five years in IBM, I’m leaving at the end of the week to. Go herd computers in a DevOps team for Workday. Five years, six teams, seven projects, a dozen or so releases, a few. Patents, made the Irish Olympic shooting team, got married, had a son,. Moved house – it’s a lot of memories for one job 😀. Mdash; Leave a comment. Feck, why not? Worse reasons for technical decisions in the past and dammit, if.

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Stochastic Geometry

WordPress Simple Graph Plugin. Mdash; Leave a comment. Goodbye IBM, Hello Workday. After the guts of five years in IBM, I’m leaving at the end of the week to. Go herd computers in a DevOps team for Workday. Five years, six teams, seven projects, a dozen or so releases, a few. Patents, made the Irish Olympic shooting team, got married, had a son,. Moved house – it’s a lot of memories for one job 😀. Mdash; Leave a comment. Feck, why not? Worse reasons for technical decisions in the past and dammit, if.