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Diamond
- Joined
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I was thinking about Brownian motion today and I was thinking about how it is used in finance as they like to employ a little basic physics now and again (well technically botany but not really)
Anyway I thought, why not add some more factors which made me think to add excitement and strangeness at they are the 2 best picks in my opinion.
Excitement is representative of extreme volatility,
So I was thinking about adding a stochastic volatility model such as the Heston model. There’s some basic maths which can be applied but it’s really not anything crazy
Strangeness is basically deviation from quant norms-more so than usual. I was thinking about using path integrals but there are many more options.
Alternatively you could make a nonlinear dynamical system that model financial situations
Anyway I thought, why not add some more factors which made me think to add excitement and strangeness at they are the 2 best picks in my opinion.
Excitement is representative of extreme volatility,
So I was thinking about adding a stochastic volatility model such as the Heston model. There’s some basic maths which can be applied but it’s really not anything crazy
Strangeness is basically deviation from quant norms-more so than usual. I was thinking about using path integrals but there are many more options.
Alternatively you could make a nonlinear dynamical system that model financial situations
