Thread replies: 12
Thread images: 2
Thread images: 2
Hello friends. I am writing a little paper on applied probability, and so far I've studied the rigorous construction of the Brownian motion and the proof of its properties, the construction of the stochastic integral, and an explanation of adapted processes.
I think I've build up a decent toolbox now to apply it to "real world problems", and I was wondering if there is something small I could research in this field.
One of my ideas was to look at the Black-Scholes model in relation to recent events (Brexit, Trump election) and whether it works or not, and ways to hedge against these situations. Something else I was thinking about was doing something with the 2008 financial crisis.
Any other good ideas?
>>
I'd think extreme events (Brexit, Trump election) are the influences most far away from the peaceful world of textbook entry level stochastic processes.
I think I recently saw a site with real world example data for statisticans to work with. Google?
>>
>>8519431
>I think I recently saw a site with real world example data for statisticans to work with. Google?
I'm not following this one. I can get all the data I need from yahoo finance.
>>
>>8519431
Trump wasn't an extreme event. Very low prob of 3 term democrat.
>>
>>
bimp
>>
File: nicholas-nassim-talebs-the-black-swan-6-638.jpg (60KB, 638x479px) Image search:
[Google]
60KB, 638x479px
>>8519407
Here's your solution, OP.
>>
>>8522678
Based NNT
>>
whats the probability of climate change?
>>
>>8521064
>Trusting election polling, despite absolutely everything to the contrary
Go back to /pol/
Anyone with any sort of training on polisci would've seen this coming.
>>
>>8519407
demonstrate empirically that every event has a probability of 50%
>>
Whats the probability of smart people trying to mislead dumb people?
Thread posts: 12
Thread images: 2
Thread images: 2