8,212 reputation
2367
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 2 months
seen 59 mins ago

The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


Jan
26
answered How to remove outliers in financial times series?
Jan
3
reviewed Approve suggested edit on Optimization: Factor model versus asset-by-asset model
Jan
3
awarded  Favorite Question
Dec
29
reviewed Approve suggested edit on Multilayer Perceptron (Neural Network) for Time Series Prediction
Dec
29
reviewed Approve suggested edit on How to prove price of Asian option under geometric averaging is cheaper than a European call?
Dec
29
reviewed Approve suggested edit on Pairs trading: Question on non-negative profits, size of the positions and trading signals
Dec
15
comment Is HMM of Volatility any different from a simple filter?
@user2675052: Is there anything else we could do for you? It is good practice here to upvote and accept the given answers if they satisfy you - Thank you :-)
Dec
11
revised Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
added 98 characters in body
Dec
11
comment Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
@BobJansen: Fair question. Let's stick with the industry standard, i.e. Sharpe ratio. I will edit the question accordingly. Thank you.
Dec
11
revised Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Clarification
Dec
8
asked Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Dec
3
comment What does it mean by “labor taxes cut is self-financed”?
If I understand the article correctly it means that the government can cut labour taxes by 32% and still rake in the same amount of taxes (due to accelerating business). Beyond this point, i.e. cutting more than 32%, the government will collect less taxes. (But the article is not very well phrased, in my humble opinion).
Dec
3
comment What does it mean by “labor taxes cut is self-financed”?
@athos: You asked what it means when a tax cut is said to be self-financed and this is the answer. Trust me, I have a PhD in economics and I am a professor and teach this stuff ;-)
Dec
2
revised What does it mean by “labor taxes cut is self-financed”?
added 11 characters in body
Dec
2
answered What does it mean by “labor taxes cut is self-financed”?
Nov
21
reviewed Approve suggested edit on Calculating log returns using R
Nov
13
comment How to estimate real-world probabilities
If you liked one of the answer please consider accepting it - Thank you!
Nov
7
awarded  Nice Answer
Nov
4
comment From Fourier Transforms to Option Values
@BlueTrin: Unfortunately not, but I think he is a great teacher!
Nov
3
comment From Fourier Transforms to Option Values
+1: This is what I would have posted (but you were faster ;-)