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A test of human intuition for mean-reverting processes
- microprediction 5y agoYou are asked one mathematically subtle question about mean-reverting processes. Results will be part of a submitted academic paper. Thanks to all who participate.
- gus_massa 5y agoI'm not sure what is your intended audience. I have no ideas what is a "exponentiated mean-reverting Brownian motion" and I have a PhD in Math. I have a few ideas of what it could be, mostly because I took a few Physics classes, and I'm trying to match the possible models to the graphs. You should give a minimal explanation of what is the undelaying model, and also make the question more clear, super clear, it's not clear enough. [spoiler alert] I don't understand why 9 is an obvious bad answer, but perhaps the problem is that I'm using a bad model. Can I google it?