Zebedee
@zebedeem
TransPennine Mathematician
Expert, when I was young I was pert.
Ex academia, Siemens, Rolls-Royce, CSIRO, etc.
Spending some time debunking bad Maths.
ID: 167735731
17-07-2010 10:41:46
3,3K Tweet
96 Followers
134 Following
In the 1998 crash GBM was seen not to be sufficient. My model uses affine returns to get a better fit. This results in a combination of GBM and another motion - a mixture distribution of the log-normal plus another. stochanswers.com/studies/financ… #MathTwitter #MathsTwitter #StatsTwitter