z****g
发帖数: 1978 | 1 For hedge fund, factor model makes sense.
For forecasting, you need to understand the source of their profit, which is
actually an important part in hedge due diligence.
Factor model based on investment style, asset, market, sector and currency
makes whole lot of sense. Academic papers focus more on the extreme behavior
of their returns, which directly contributes to the maximum drawdown. Hedge fund's
return distribution is highly asymmetric and skewed, hence portfolio allocation for
hedge fund |
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l******f
发帖数: 568 | 2 I used truncated normal for my simulation before due to asymmetric box
constraint like your [-8，10] |
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T*****w
发帖数: 802 | 3 IF we modify the classical problem: symmetric random walk starting from 0,
what's expected time and probability to stop at -a, [-a, b](a>0, b>0).
How to approach it? (A: b/(a+b)
1) shift = +2, -1 (with equal probability 1/2)
2) shift = +1, -1 (with p >1/2)
Now, it is not a martingale and I think change of measure is way to do it.
I read some solutions, but still not very clear..
Thanks.. |
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e******o
发帖数: 757 | 8 第二题考古。 For a asymmetric random walk like this question, the
probability hitting -1 (starting from zero) is p=(sqrt(5)-1)/2, and p^X_t is
a martingale. Then P(fail)=[(sqrt(5)-1)/2]^50.You can construct a
martingale to calculate P(fail)
第三题考古没考到。只说best bet policy is kelly bet. |
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g******2
发帖数: 225 | 9 谢谢大家的意见。我统计phd是focus在Bayesian method上，主要是做针对asymmetric
distribution, multi-hypothesis,small-sample等问题。金融phd主要focus在option
pricing上，学术研究主要是放宽BS的lognormal的限制，然后估计一些复杂随机变量的
distribution, 比如Sharpe Ratio. |
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L*******t
发帖数: 2385 | 10 能解决Option pricing里面的一些puzzles吗？
现在的很多文章基本上做的也是你在做的事情。
asymmetric
option |
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t***h
发帖数: 5601 | 11 When q1=q2=q3=q4=1/4,
p_{(i,j)(i,j)}^(2n)} = [(1/2^{2n})(2n choose n)]^2 ~ 1/(\pi n)
(Sterling formula)
then \sum_{n=0}^\infinity p_{(i,j)(i,j)}^(2n)} = \infinity since
\sum 1/n is divergent.
For asymmetric case, use strong law of large numbers. Say in 1D,
X_n=y_1+y_2+...+y_n where y_i are i.i.d. with E(y_i)<>0.
X_n/n = (\sum_{k=1}^n y_k)/n -> E(y_i) as n->infinity
So X_n -> infinity with prob. 1, can't be recursive.
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s***l
发帖数: 2236 | 12 关于密码学我知道的也不是很多，所以在说量子密码学前我先说一点密码学的基本
知识，目的是让对密码学一点没概念的朋友易于了解大家讨论的出发点。不过我也
不是学这个的，所以都是自己的理解，欢迎批判指正。
密码学(cryptography)简单的说就是通过某种方式只能将信息传递给特定的接受者。
实现的手段基本上就是对要传递的信息实行加密 (encryption) 和解密 (decryption)
算法，从而使任何其它人没有办法获得原始信息。密钥 (key) 指的是一串特定的参数，
发送信息的一方用密钥和原始信息进行加密运算得到密文 (cryptogram)，接收方用密
钥和密文进行解密运算得到原始信息。加密和解密的算法是公开的，密文的保密性依赖
于密钥的保密性。密钥的保密性依赖于密钥的随机性和有足够的长度。密钥分两类，一
类是对称密钥 (Symmetric key) ，发送和接收方用同样的密钥进行加密解密，比如DES
(Data Encryption Standard) 算法；另一类是非对称密钥 (Asymmetric key) ，发送
和接收方用不同的密钥进行加密解密，发送方用公用密钥 (P |
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a****y
发帖数: 1035 | 13 发信人: cyberholic (cyberholic), 信区: Chemistry
标 题: Re: 我这五年的事
发信站: BBS 未名空间站 (Wed Dec 26 23:22:18 2012, 美东)
其实最后一切来得都很快。Position是google出来的。啥关系也没有，硬投。Email联
系，电面，onsite，call to follow up时又最后临门一脚，发挥了点我youtube上学的
close的技巧，于是offer，在我论文写完了一大半的时候就来了。我当天就从了。
拿到offer以后，我对系里的事就再也不关心(care)了。不过还是有些事情可以写写。
组里又来了新的师弟师妹，老板让一个胖乎乎的小姑娘做的是：拓展一下asymmetric
epoxidation的substrate scope，也就是我五年前最开始做的事情。小姑娘看得出做得
很积极，周周汇报又试了什么，什么ee，让后还要试什么。。。（美国白人，不愁活
路）
还有，隔壁Cain教授踢人了。因为这个学生在手套室里打翻了药瓶。。。我觉得这个原
因听着荒谬，但没人知道更合乎逻辑的理由。虽然大家暗地里... 阅读全帖 |
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a****y
发帖数: 1035 | 14 发信人: cyberholic (cyberholic), 信区: Chemistry
标 题: Re: 我这五年的事
发信站: BBS 未名空间站 (Wed Dec 26 23:22:18 2012, 美东)
其实最后一切来得都很快。Position是google出来的。啥关系也没有，硬投。Email联
系，电面，onsite，call to follow up时又最后临门一脚，发挥了点我youtube上学的
close的技巧，于是offer，在我论文写完了一大半的时候就来了。我当天就从了。
拿到offer以后，我对系里的事就再也不关心(care)了。不过还是有些事情可以写写。
组里又来了新的师弟师妹，老板让一个胖乎乎的小姑娘做的是：拓展一下asymmetric
epoxidation的substrate scope，也就是我五年前最开始做的事情。小姑娘看得出做得
很积极，周周汇报又试了什么，什么ee，让后还要试什么。。。（美国白人，不愁活
路）
还有，隔壁Cain教授踢人了。因为这个学生在手套室里打翻了药瓶。。。我觉得这个原
因听着荒谬，但没人知道更合乎逻辑的理由。虽然大家暗地里... 阅读全帖 |
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l******e
发帖数: 24 | 15 HANN, G. J.; SHAPIRO, S. S. A catalogue and computer programmer for design
and analysis of orthogonal symmetric and asymmetric fractional experiments.
General Electric Research and development Center Report. N. 66-C-165,
Schenectady, New York, 1966. |
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s*****n
发帖数: 2174 | 16 你首先应该考虑一个问题, 计算E(y)的意义是什么
对于正态的分布(或者对称的分布), E(y)是描述
分布中心位置的参数. 对于某些其他的分布(比如泊松)
其代表一定的实际意义(可直白解释).
你之所以要做log transformation, 就是由于
原数据的特征不符合直接做回归的条件,
比如asymmetric, long-tail, 等等.
对于这样的distribution, 计算E(y)有什么意义呢,
E(y)有什么实际的meaning? 它既不代表分布的中心
特征, 又不代表任何可解释的意义. 即使数学上可
以推导具体的形式(比如用Taylor展开), 如果没有
实际意义的话, 计算E(y)也是毫无价值的.
这种情况, 一般都是考虑新的变量Z=log(Y), 然后
讨论Z的性质, 比如E(Z)什么的, 彻底忘掉Y和E(Y). |
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y****d
发帖数: 432 | 17 ★★★★★★★★★★★★★★★★★★★★★★★★★★★★★
前面说明：
需要的童鞋请到我的签名档的博客查找！谢谢！发E-mail太累了！
觉得有价值的话可以顶一下，以便更多的人看到！谢谢！
★★★★★★★★★★★★★★★★★★★★★★★★★★★★★
SAS2010全球论坛文章
1-10
Getting Connected to Your Data with SAS/CONNECT®
A Robust and Flexible Approach to Automating SAS® Jobs Under UNIX
Using SAS® Output Delivery System (ODS) Markup to Generate Custom
PivotTable and PivotChart Reports
Creating Easily Reusable and Extensible Processes: Code That Thinks for
Itself
ODS HTML Evolution, HTML that scrolls, panels, ... 阅读全帖 |
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A*******s
发帖数: 3942 | 18 hey, look at my post:
if data are DENSY near boundaries...
which suggest some truncated/censored nature behind what u see. that is the
origin of latent variable models for bounded outcome.
if u don't buy it, try my example after u delete all the 0 and 1 Y, and
print out the residual plot.
or u can just simply google beta regression. Here is some explanation about
the need of beta regression:;
How should one perform a regression analysis in which the dependent variable
(or response
variable), y, ... 阅读全帖 |
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p********a
发帖数: 5352 | 19 ☆─────────────────────────────────────☆
cici (full house) 于 (Mon Nov 7 08:33:47 2011, 美东) 提到:
对于logistic regression
log（pi/1-pi）=b0+b1x1+b2x2
我现在已知independent variables和response variable{log(pi/1-pi)}
我要怎么做才能把参数b0,b1,b2 fit出来？非常感谢
☆─────────────────────────────────────☆
sleephare (I+don't+know.) 于 (Mon Nov 7 14:16:38 2011, 美东) 提到:
SAS, R?
☆─────────────────────────────────────☆
cici (full house) 于 (Mon Nov 7 16:19:05 2011, 美东) 提到:
R,thanks
☆────────────────────────────────────... 阅读全帖 |
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a**e
发帖数: 5094 | 20 An accountable care organization (ACO) is a type of payment and delivery
reform model that seeks to tie provider reimbursements to quality metrics
and reductions in the total cost of care for an assigned population of
patients. A group of coordinated health care providers form an ACO, which
then provides care to a group of patients. The ACO may use a range of
different payment models (capitation, fee-for-service with asymmetric or
symmetric shared savings, etc.). The ACO is accountable to the pa... 阅读全帖 |
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l*******s
发帖数: 1258 | 27 有不少方法，比如Euclidean distance，比如Cosine，比如Kullback–Leibler
建议用cosine，各种结果表明，是个不错的方法
另外可以试试KL，虽然是个asymmetric，但是不妨试试。 |
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h******2
发帖数: 1498 | 28 【 以下文字转载自 Cycling 讨论区 】
发信人: hengmei2 (横眉), 信区: Cycling
标 题: Carbon frame deal
发信站: BBS 未名空间站 (Wed Dec 1 03:01:12 2010, 美东)
http://pedalforce.com/online/product_info.php?products_id=19012
This is a very strong 900g frame, race-ready. Asymmetric head tube, BB30.
If there are more than 60 people signing up, the cost goes down to $549.
I have the exact same frame built out with SRAM Red and KCNC. It weighs 13.
5 pounds without pedals (Williams 19 wheels). The bike has gone through
several rac... 阅读全帖 |
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l********9
发帖数: 427 | 29 順便問一下,FSI除了提高燃燒效率，減少油耗，減少尾氣排放還有什麼作用？
wiki上找了點T3,T2的資料
Unlike the T2 Torsen where the torque split is a nominal 50:50, in the T3
Torsen the torque split, due to the use of the planetary gear set, is an
actual asymmetric 40:60 front-rear torque split |
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l**********l
发帖数: 4468 | 30 asymmetric,nondirectional哇。
内外别反了就好了。 |
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d***a
发帖数: 13752 | 31 昨天自己把SUV的冬季胎换下来，把四季胎换上去。开车十多年，
还是第一次自己动手换胎。说说作为一个新手的心得体会：
1. 换胎的准备工作不算小，准备了jack/jack stand, tire
chock, torque wrench, 十字wrench, 把lug nuts adapters,
lug nut lock adapter找出来。这些少一个都不好使。
2. 换的注意事项也不少。换每个wheel时，先要把每个lug
nut松开，再把车jack起来，取下lug nuts，卸下冬季胎，
放上四季胎，拧上lug nuts，松开jack把车放下来，再用
torque wrench拧紧lug nuts。松开和拧紧lug nuts有一定
的次序，松开第一个后，再松开对面一个。我的wheel有五
个lug nuts，要按一个star pattern来松开和拧紧。
3. 要注意胎是不是symmetric/asymmetric以及
directional/non-directional。我的四季胎是symmetic
和non-directional，这种最简单。要把四个wheel编上
号，下... 阅读全帖 |
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t*a
发帖数: 18880 | 33 http://www.tirerack.com/tires/surveyresults/surveydisplay.jsp?t
这个rank顺序差不多? GTI 17寸胎.
除了豆腐DWS? :P
这个Hankook怎么从来没有听说过呀...
Hankook Ventus S1 noble2 1 100% 8.5 9.2 9.0 8.7
9.3 8.8 8.1 7.1 7.8 9.4 9.3 8.4 145,303
Continental ExtremeContact DWS 2 95% 7.7 8.8 8.9 8.2
8.8 8.2 8.3 7.5 7.2 8.6 8.3 8.3 33,016,
683
Goodyear Eagle F1 Asymmetric All-Season 3 95% 8.7 ... 阅读全帖 |
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i****x
发帖数: 17565 | 34 正是此意。楔子的本质就是两平面有很小的夹角，跟worm和pinion的结合面一样。如果
一个楔子夹角余切值是a，侧向推力是F，那么这个楔子就能抵得住Fa的下压力，超过了
就抵不住了。夹角越小，a越大，能抵住的下压力就越大。在torsen里，F是轮子load提
供的，a是worm齿角度决定的，而“下压力”是另一侧促使这个轮子转动的扭矩，根据
牛3，也就等于它传往另一侧的扭矩。当一个轮子悬空了，F就接近0了，虽然经过a放大
很多倍，还是接近0，这就是torsen在单轮悬空时失效的原因。
wiki的总结：
The Torsen differential works just like a conventional differential but can
lock up if a torque imbalance occurs, the maximum ratio of torque imbalance
being defined by the Torque Bias Ratio (TBR). When a Torsen has a 3:1 TBR,
that means that one ... 阅读全帖 |
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a********e
发帖数: 3771 | 35 我的是continental DWS，not directional, asymmetric. 应该可以criss-cross
rotation。 |
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b*****e
发帖数: 819 | 36 是关于cayman 的，官网的介绍如下,但是我查不到更具体的lsd信息，不知道你能否查
得到。
我想知道的是这个LSD是用plates的吗，如果经常上赛道用的话，会需要常保养吗，是
会一段时间后变open diff 吗？我的350z是vlsd, 没保养过，听说应该已经变open
diff 了。
谢谢！
Porsche Torque Vectoring (PTV)
Includes:
Variable torque distribution through controlled braking on the rear wheels
Mechanically controlled differential lock with asymmetrical locking action (
22% in traction, 27% in overrun) for increased agility, steering precision,
traction, and vehicle stability |
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d******g
发帖数: 6966 | 37 周日撞了一个pothole, 右前胎鼓出来个泡, 本来就差不多换轮胎了所以就利用这次
discount tire direct ebay的100 off 400搞了四个goodyear f1 asymmetric all
season, 我一直是倍耐力死忠用户，但这个goodyear评价很不错而且deal实在好就试试
看了.
55 |
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d******g
发帖数: 6966 | 38 Pirelli p zero all season plus
GOODYEAR EAGLE F1 ASYMMETRIC ALL-SEASON |
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w*******y
发帖数: 60932 | 39 Snhoop:
http://www.shnoop.com/
has SEIKO MEN'S ALARM CHRONOGRAPH BLACK ION FINISH URETHANE STRAP - $149.
99 Shipping is Free.
Compare Prices Here:
http://www.google.com/products?q=seiko SNAD63&aq=f
Seiko Men's Alarm Chronograph Black Ion Finish Urethane Strap Watch #SNAD63
This Seiko Men's Alarm Chronograph Watch (SNAD43) features a features an
asymmetrical design that includes three subdials for minutes, seconds, and
hours, as well as a speed-calculating tachymeter encircling the dial. It is |
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w*******y
发帖数: 60932 | 40 Amazon link:
http://www.amazon.com/ASICS-GEL-Kayano-Running-White-Lightning/
Looks like its only for the White/Royal/Lightning colored ones. Select your
size and that color and the price will show up.
The ASICSGel Kayano 16 men's running shoe offers a modern update to a
classic favorite, with a new asymmetrical lacing system for an improved fit.
The DuoMaxmidsole provides springy, responsive cushioning, and the
DuoSoleoutsole ensures great traction on a variety of surfaces.
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w*******y
发帖数: 60932 | 41 The Limited:
http://www.thelimited.com
is offering 40% off the entire site (and store) today only. Use coupon
code 368 at checkout for an additional 20% off the entire purchase.
This works for items under the sale category as well.
The Limited:
http://www.thelimited.com
Originally $59.90, sale price $7.79 + 20% off at checkout = $6.23
The Limited:
http://www.thelimited.com
Originally $34.90, sale price $8.99 + 20% off at checkout = $7.19
Asymmetrical Ruffle Shoulder Sweater Originally ... 阅读全帖 |
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w*******y
发帖数: 60932 | 43 MartinLogan ESL Series Purity DarkCherry Fully Powered Hybrid Electrostatic
Loudspeaker Each:
http://www.newegg.com/Product/Product.aspx?Item=N82E16882981016
$200 off w/ promo code EMCKCJE74, ends 7/17
Model
Brand
MartinLogan
Series
ESL Series
Model
Purity DarkCherry
Spec
Type
Floorstanding Speakers
Sold As
Each
Driver Units
High Frequency Transducer: XStat CLS electrostatic transducer
- Panel Dimensions: 28" 8.6" (71.1 21.8cm)
- Radiating Area: 241 in2 (1,550 cm2... 阅读全帖 |
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w*******y
发帖数: 60932 | 44 to babylegs for code SPECIAL ($25 off $50)-but I thought I should post this
because there is a Free Shipping and 50% off sale promotion currently at
AnnTaylor.com, and it is set to end today. If you wanted 5 items for $30,
you would need to mix 4 $10 AC items with one $15 AC item. There are more
items in the $10 and $15 range in the sale links, the items I linked to
below just have many sizes so I thought I would put them in.
The additional 50% comes off of sale items only.
Posted some items bel... 阅读全帖 |
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w*******y
发帖数: 60932 | 46 These are the outfits for your little girl who loves her American doll (or
similar doll). Prices from $9.99 to $18.99 values over $50 each.
Link:
http://www.zulily.com/search?q=dollie and me
Shipping $5.95 for one with a maximum of $7.95*
$5 off $50+ order. Code GA3684 (Exp. 12/31/2011)
Sales tax collected on WA, OH, KY & NV Orders
Credit cards as well as Paypal accepted.
*Most of our items (apparel) ship for $5.95 (single item) with a maximum of
$7.95 for several items across multiple events. ... 阅读全帖 |
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N***i
发帖数: 2063 | 47 http://www.reuters.com/article/idUSTRE69762120101008
"Action from the central bank has already been baked into the equities rally
, with $500 billion as the most talked-about injection. And the risk of a
decline in equities is off balance as both good and bad economic news could
have a bullish effect on stocks.
"Good news is clearly good and the market goes up," said John Praveen, chief
investment strategist at Prudential International Investments Advisers LLC
in Newark, New Jersey."
"If earning... 阅读全帖 |
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