7 ms·
Now you need to guess the variance and correlation between events, and if you get it badly wrong it ends up like CDOs in ‘08
by smallnamespace 5y ago
Now you need to guess the variance and correlation between events, and if you get it badly wrong it ends up like CDOs in ‘08
- shapefrog 5y agoLet the observed data do the work and remove the guessing by use pairs / trebbles etc. of past events in your simulation.