hgibbs

10 ms·

31.
by hgibbs 5y ago
Implicit in a range like this one is that you are facing 'maximally exploitative opponents'. Since the game is zero-sum, over enough games the expected value of such a strategy is 0. However, since that expected value is against a
32.
by hgibbs 6y ago
The study of dynamical systems from a probabilistic perspective is called ergodic theory. Have a look at my other comment for some specific references for more on this. And yes it is very interesting. One can actually model iid coin flips (
33.
by hgibbs 6y ago
The most accessible introduction (in my opinion) is 'Laws of Chaos - Invariant Measures and Dynamical Systems in One Dimension' by Boyarsky and Gora. For a short survey on just stability of the invariant measure you could look at
34.
by hgibbs 6y ago
Some of the conclusions in the post are misleading. For systems that are uniformly expanding the statistical description of the dynamical system is very stable, and such systems can have sense periodic orbits that are necessarily all unstab
35.
by hgibbs 6y ago
"Check that you aren't dehydrated" ought to be on any such list.
36.
by hgibbs 6y ago
Reversal/conversion on long dated options. Not a pure ARB bc of dividend and interest rate risk, but it's close.
37.
by hgibbs 6y ago
The reason not to trade something that cannot be hedged is because it is impossible to replicate. Of course if the future cash flows of the security are known in advance this point is moot, but for options the idea is that you can replicate
38.
by hgibbs 6y ago
Well yes, you could construe any physical object as having conciousness by having a sufficiently detailed/complex schema that assigns 'meanings' to each of its states. But we all agree a rock is not conscious, so this definit
39.
by hgibbs 6y ago
Citations?
40.
by hgibbs 6y ago
The definition from Wikipedia reads: "The black swan theory or theory of black swan events is a metaphor that describes an event that comes as a surprise, has a major effect, and is often inappropriately rationalised after the fact wit
41.
by hgibbs 6y ago
This is cool. I was actually asked for the optimal strategy for player 1 in this game as an interview question for a quant research role; I didn't know anything about game/decision theory, other than the basics, and so I only got
42.
by hgibbs 7y ago
Interestingly, the O(1/sqrt(n)) error in the CLT provided by the Berry-Eseen Theorem is the best one can do for general sequences of our RVs. However, if you are happy to put certain 'bumps' in the normal distribution then yo
43.
by hgibbs 7y ago
Why is it unfortunate?
44.
by hgibbs 7y ago
I've taken this approach while learning polish, which is the first language of my partner's parents. I started three years ago, and the first tactical decision I made was to take classes - not for the sake of being taught, but for
45.
by hgibbs 7y ago
Not all companies can afford in-house solutions.
46.
by hgibbs 7y ago
"Yeah, nah" means one of two things. Most frequently it means "I agree with you that the answer is no", but it can also be used to say "yes I can see how that point is valid, but I disagree with the conclusion"
47.
by hgibbs 7y ago
Well, trivially, a dynamical system with that switches between two states is ergodic. We always know what the past state of the system was given the present. No, ergodicity is more about visiting the each part of the phase space with some p
48.
by hgibbs 7y ago
Incidentally, while having a look for Ruelle's book on thermodynamic formalism I stumbled upon a book title something along the lines of "the dynamics of roulette". I expected something about rare events in probability theory
49.
by hgibbs 7y ago
Without reading the article at all, this kind of thing sounds like an interesting mathematical problem. You have some time series above various nodes on a graph (each node is an account), and you cannot observe the time series directly, onl
50.
by hgibbs 7y ago
I actually notice my mood and energy levels drop significantly when I reduce my weekly exercise.
51.
by hgibbs 8y ago
Yes, you are right. My apologies.
52.
by hgibbs 8y ago
I think you'll find that derivatives are overwhelming defined as operators on vector spaces. It is definitely correct to talk about a linear function on a vector space.
53.
by hgibbs 8y ago
Depends on what space you define the derivative on. It is of course a bounded (and therefore continuous) operator from C^k to C^{k-1} for any positive integer K. Additionally, it only really makes sense to talk about bounded operators betwe
54.
by hgibbs 8y ago
This article contains some glaring mistakes e.g. the statement of the Riemann hypothesis is wrong. I suspect the author tried to edit the mathematics for the sake of comprehensibility and, due to their unfamiliarity with the area, failed.
55.
by hgibbs 10y ago
The post is a pretty childish rant. One of the great facets of mathematical writing (and not learning, unfortunately) is that you can explicitly define your own notation, and then use said notation whenever you want. The author even notes t
56.
by hgibbs 11y ago
There is literally only a handful of mathematicians that are qualified and they have gone to Oxford to sort it out - bar mochizuki.
57.
by hgibbs 11y ago
Volumetric dosing. Put 100ug in 100ml of (distilled) water, measure 10ml and consume.
58.
by hgibbs 11y ago
I had a really bad day. Cheers man you have no idea how much that means to me.
59.
by hgibbs 11y ago
Funny story. I saw this video yesterday morning, about an hour before my topology exam. One of the questions involved calculating the Euler poincare characteristic of a 3 fold sum of RP2. Unfortunately, I had forgotten the formula for the c
60.
by hgibbs 11y ago
I did have a bit of a chuckle when they got to Algebraic Geometry. That's incredible.

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