# Tag Info

4

I am not sure they are comparable as they serve for slightly different purposes. In robotics (specifically vision), Hough Transform is used for objects (or shape) detection. This can subsequently be used for objects tracking, but Hough Transform has no prediction phase. On the other hand, Kalman Filter is a two phase algorithm; measure and predict. With ...

4

CUSIP and ISIN codes are issued in the US by CUSIP Global Services, run by S&P. While the data structure follows a certain logic, there is no way to extract relevant security information from the number. You generally have to rely on a data vendor for specific data such as the maturity date for a bond. In the case of US Treasuries, however, the Treasury ...

3

CARA Utility function $u(c)=\frac{-e^{-ac}}{a}$ for $a>0.$ Expected utility $E(u(c))=\int_{-\infty}^{\infty} u(c) f(c) dc,$ where f is a density. Example f(10)=0.3, f(20)=0.7, else f=0 and a=2. Then $E(u(c))=0.3\times u(10)+0.7\times u(20)=0.3\times \frac{-e^{-2*10}}{2}+0.7\times \frac{-e^{-2*20}}{2}$ Now, for normal density ...

2

Well, Structurers are simply guys that actually have something to sell. They (usually) try to identify if their clients have some complex balance sheet problems, or risks to hedge, or returns to get, and propose them Structured Products" that can fit those problematic. Regards

2

If you haven't already, I would check out Nikolaus Hautsch's book: Modelling Irregularly Spaced Financial Data [1]. I have just started reading it, but it looks like he devotes a good portion of the book to going through real world applications of ACD models. I work at a market maker and spend a bit of my time analyzing our liquidity, so I thought it could ...

1

Van Tharp addresses expectancy in his book, Trade Your Way to Financial Freedom. Here is his definition of expectancy. $\frac{winPct * winAmt - losePct * loseAmt}{trades}$ I would recast your trades as follows: Won €1 Lost €1 Won €3 Won €3 Your winning percentage is 75%. Your losing percentage is 25%. Your winning amount is €7. Your losing amount is ...

Only top voted, non community-wiki answers of a minimum length are eligible