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| bio | website | |
|---|---|---|
| location | Ann Arbor, MI | |
| age | ||
| visits | member for | 7 months |
| seen | Apr 2 at 15:57 | |
| stats | profile views | 21 |
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Nov 13 |
revised |
Optimal Position Size with Transaction Costs given Forecast Mean and StDev edited tags |
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Nov 13 |
revised |
Optimal Position Size with Transaction Costs given Forecast Mean and StDev edited tags |
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Nov 8 |
awarded | Supporter |
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Nov 8 |
revised |
Hurst Exponent Calculation typo error |
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Nov 8 |
comment |
Hurst Exponent Calculation I just started calculating the Hurst exponent a few days ago using OpenOffice. I've been looking for examples as well to help me finish it, no luck so far. Post your study if your able, it will help me, and maybe someone can make the necessary corrections? |
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Nov 8 |
suggested | suggested edit on Hurst Exponent Calculation |
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Nov 5 |
revised |
How do you synthesize a probability density function (pdf) from equally weighted price data? edited tags |
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Nov 3 |
comment |
Can the Hurst exponent be greater than one? Testing software to estimate the Hurst exponent can be difficult. The best way to test algorithms to estimate the Hurst exponent is to use a data set that has a known Hurst exponent value. Such a data set is frequently referred to as fractional brownian motion (or fractal gaussian noise). As I learned, generating fractional brownian motion data sets is a complex issue. At least as complex as estimating the Hurst exponent. bearcave.com/misl/misl_tech/wavelets/hurst/index.html |
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Nov 3 |
revised |
Can the Hurst exponent be greater than one? added 3686 characters in body |
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Nov 3 |
answered | Can the Hurst exponent be greater than one? |
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Nov 3 |
answered | Can the Hurst exponent be greater than one? |
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Nov 3 |
comment |
How do you synthesize a probability density function (pdf) from equally weighted price data? @AlexeyKalmykov I don't have enough credits to use the chat room to directly ask for help. FAQ does not address how a new member should respond. Some one voted that there is an answer to my question, there is only a good suggestion (one that I'm working on tks!). How do I change to not ans? I'm looking for a method of how to create a (pdf) utilizing density estimation with real world price data. Since the question has been answered, should I resubmit my problem, but with a different title and I'll included the knowledge gained from vanguard2k with a slightly different angle and questions? |
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Nov 3 |
awarded | Student |
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Nov 3 |
comment |
How do you synthesize a probability density function (pdf) from equally weighted price data? Video Lecture 28: Mod-01 Lec-28 Cluster Analysis youtube.com/watch?v=042Ln2FVZIA |
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Nov 3 |
comment |
How do you synthesize a probability density function (pdf) from equally weighted price data? quant.stackexchange.com/search?q=cluster stats.stackexchange.com/search?q=cluster |
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Nov 3 |
awarded | Editor |
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Nov 3 |
revised |
How do you synthesize a probability density function (pdf) from equally weighted price data? added 2293 characters in body |
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Nov 3 |
comment |
How do you synthesize a probability density function (pdf) from equally weighted price data? I have a comment that is longer than what is allowed. How do I convey a constructive reply? FYI: your reply is about 3X long than what I'm being allowed to enter. |
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Nov 2 |
asked | How do you synthesize a probability density function (pdf) from equally weighted price data? |
