One other thing is to step back and look at the business aspects of this and remember that "which risk measure to use" is as much a business problem as a mathematical one.
When you are calculating "VaR", you actually aren't interested in knowing what the worst case scenario is, and "VaR" is in...
Something that also occurs to me is that you could try this as an approach.
Start out by turning this into a discrete distribution (i.e. P(0)=x, P(-1)=-x, P(+1)=x). Assume that distributions are independent and then you can with some simple math, figure out the culmulative distributions in...
I'd avoid the temptation to try to reduce the risk measure into a single number. There is very interesting stuff going on here, and I'd deal with the probability distribution as a probability distribution. Without understanding what is going on, scaling things is dangerous, and I'd rather not...
A lot depends on the school. One thing that was an important part of my education was that the CS department in my undergraduate school was part of the electrical engineering department, which meant it had a "practical" aspect. One other important part is that my undergraduate education put a...
This is another example of "spin" and "marketing." When I apply for jobs, I often specifically avoid calling myself a "computer programmer" since a "programmer" implies shoveling code and getting your job sent to India. "Software developer" is a better term and for finance "quantitative...
However, I don't see why we should assume that this is not the situation. Part of it is that we've hired enough people who have demonstrated *extremely impressive* amounts of knowledge based on weekend projects. If you put a stock market statistics program on your resume, prepared to be...
The two big ones are baryon acoustic oscillations and big bang nucleosynthesis. You can figure out what's in a melon by thumping it. The big bang as a big thump that produced a lot of noise and that produces a certain sound, which you can see in the CMB.
One thing analogy is that you see a...
Probably a MOND paper. There are some papers trying to explain dark matter with modified gravity models. They were more popular a few years ago, but the coffin is having more and more nails in it. It's not 100% shut, but modified gravity models aren't terribly popular right now, for several...
Yes.
You can do a quick calculation and ask "how far will this electric field go before the gases rearrange to cancel themselves out"
http://en.wikipedia.org/wiki/Debye_length
For intergalactic gas, it turns out to be 100 km. That's much smaller than any astronomy length scale, so...
Something that you should be aware of is that bipolar disorders are extremely common among people in graduate school. One thing about doctors is that it's a good idea to get someone that actually talks to you. There are doctors which just give anti-depressants that's a bad idea.
Not...
It is neat and elegant. Unfortunately our best observations show that it's wrong. Search for Milne model for the details.
There is some work on the Milne-Dirac universe model, that I personally don't think is "totally nuts." It might be a good idea if you did some reading on that.
There are a few GR experiments, but these is something hard to directly measure. There are lots of theoretical reasons to think that gravity moves at the speed of light.
If DM gravitational effects weren't constrained by "c", there would be some changes, but surprisingly few ones. Most of...
I think that you are asking the wrong question, because the way that you are structuring your resume will make you look very inexperienced. People with little programming experience worry too much about particular languages, and if you are "language-focused" then that means that aren't a good...
Yup. But think of this as practice for the "real world." You are going to be interviewing for a job in which you are working with people who have been coding for years, and you are supposed to do something on their level. If you have a psychological block to this, then it's something that you...