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Feb
23
reviewed Reviewed Forecast 3m LIBOR USD. Budget purpose
Feb
23
reviewed No Action Needed Why Drifts are not in the Black Scholes Formula
Feb
21
reviewed Reviewed Positive VaR when calculation on Total Return Indexes?
Feb
21
reviewed Reviewed How to get around flat likelihood function when calibrating GBM parameters
Feb
18
reviewed Looks OK Reuters RIC chain for Eurodollar midcurve options
Feb
18
reviewed No Action Needed Are Futures exactly Delta One?
Feb
18
reviewed No Action Needed How to pull an exhaustive list of securities traded globally, on bloomberg?
Feb
17
reviewed No Action Needed at c(x)% “where x is a numerical figure”, what does that c mean?
Feb
17
reviewed No Action Needed How do I use BIC (Bayesian Information Criterion) to estimated model AR (auto regressive) lag?
Feb
16
reviewed Approve Where can I find US public company bankruptcy data
Feb
16
reviewed Close Discounting factor depends on
Feb
13
comment Semi-strong efficiency and HFT
I already am reading the book! Sadly priorities changed and I'm only half way.
Feb
13
comment What methods - inspired by Haavelmo’s Structural Econometrics - can show that a partial equilibrium model is unreliable?
I'm voting to close this question as off-topic because this question has been cross posted to economics.
Feb
13
comment What methods - inspired by Haavelmo’s Structural Econometrics - can show that a partial equilibrium model is unreliable?
Hi Paul4forest, welcome to Quant.SE! I believe this question could have been on-topic here but since we tryh to keep questions unique across the StackExchange network I'm going to close it here. In the future you can request a migration and the question can then be moved by a moderator such as me.
Feb
11
answered Do you have a good application example of Approximate Dynamic Programming?
Feb
11
comment Do you have a good application example of Approximate Dynamic Programming?
Well not professionally but I used it for my thesis in a portfolio allocation context. I have some literature to share although it's not the most recent stuff. It can give you a good start.
Feb
11
comment Do you have a good application example of Approximate Dynamic Programming?
Hi donpresente, welcome to Quant.SE! There is a ton of stuff on Google, without more information it's hard to make a specific recommendation. For applications to finance you can do worse than read the papers and books of Dimitri P. Bertsekas et. al.
Feb
8
reviewed Looks OK How can I create a public viewable stock market index?
Feb
4
comment Comparing cost of two alternative given their distribution
OK, in that case: can't you argue that initial wealth should be included in the optimal choice? If you can you can just subtract the costs from that amount.
Feb
4
reviewed No Action Needed Constant Relative Risk Aversion