Comments (9)
from quant-trading.
Lol bro, is that a bait to increase your H index? Seriously, give me a DOI and I will take a look.
from quant-trading.
Jason, I didn't study mechanical engineering so your paper is a bit difficult for me to comprehend. However, I do see the similarity between your figure and market crash and I am eager to find out more. What you propose is something similar to hooke's law. But I do not understand the notation of your brownian motion. Could you point me to the specific equation/paragraph in the paper that you refer to?
from quant-trading.
Now I am more interested dow index lol. Let me find it and attach here soon!
from quant-trading.
https://github.com/gwonchan/thesis
from quant-trading.
they are matlab tho..hahahaha too oldy
from quant-trading.
Thank you for your interest in this boring work! please check eq 3.1, 3.2. and there is matlab code in my github! actually I ignored mx dot dot term and expand cx dot term using euler method! but you can add the double dot term and using Runge-cutta etc to solve the ODE numerically!
from quant-trading.
One more! please check mechanochemistry field and you will get an idea what's going on this research topic! Also there are nobel prize winners like Martin Kaplus @ harvard!
from quant-trading.
Haha, I studied statistics, not sure I can comprehend mechanochemistry, but I will try!
from quant-trading.
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from quant-trading.