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ggcarvalho.dev | ||
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almostsuremath.com
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| | | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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gregorygundersen.com
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| | | | | [AI summary] The post discusses the simulation of geometric Brownian motion (GBM) using Python, explaining its mathematical foundations and verifying results against theoretical models. | |
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beltoforion.de
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| | | | | Comparing different integration schemes for solving the magnetic penulum problem numerically. | |
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kgoldfeld.github.io
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| | | Simulates data sets in order to explore modeling techniques or better understand data generating processes. The user specifies a set of relationships between covariates, and generates data based on these specifications. The final data sets can represent data from randomized control trials, repeated measure (longitudinal) designs, and cluster randomized trials. Missingness can be generated using various mechanisms (MCAR, MAR, NMAR). | ||