#brownian motion #einstein #stochastic Brown's observations on Brownian motion In 1828, Robert Brown published the manuscript entitled “A brief account of microscopical observations made in the months of June, July and August 1827, on the particles contained in the pollen … ...
#news #quotes #Science Science is the only news Science is the only news. When you scan through a newspaper or magazine, all the human interest stuff is the same old he-said-she-said, the politics and economics the same sorry cyclic dramas, the … ...
#arxiv #finance #preprint #stock market New section in the arXiv: Quantitative Finance News from the arXiv: a new section has been created to host preprints about Quantitative Finance. The section (as stated in the press release) intends to fix a problem with existing pre-print … ...
#brownian motion #ito #stochastic differential equation #wiener Introduction to stochastic differential equations Stochastic differential equations (SDEs) are basically inhomogenous ordinary differential equations that depend on an external stochastic process. ...
#marketing #response rate #spam #viral #wikipedia Percentages and absolute numbers Percentage of active users in the Internet 2.0 is tiny. Fractions go from ...
#complexity #game theory #nobel prize Is Game Theory a scientific theory? A wonderful quote about the nature of Game Theory Game theory is no doubt wonderful for telling stories. However, it flunks the main test of any scientific theory: The ability to make empirically … ...
#ito #stochastic differential equation #wiener Kiyoshi Itô, 93, dies November was a rather sad month in the world of stochastic differential equations. In the 26th we were suppose to be celebrating the birth of one of the best mathematicians in history, Norbert … ...
#complexity #emergence #quotes Individuals and groups While the individual man is an insoluble puzzle, in the aggregate he becomes a mathematical certainty. You can, for example, never foretell what any one man will do, but you can say with precision … ...
#Agents #Complexity #Simulation #Stock Market #Strategy Specialization of strategies and herding behavior of trading firms in a financial market Authors: Fabrizio Lillo, Esteban Moro, Gabriella Vaglica y Rosario Mantegna Journal: New Journal of Physics 10 (2008) 043019 LINK arXiv ...