Monday, May 29, 2006

Started searching for sampling techniques .... Found my way to assumptions with Linear regression models .... moved to extrapolation .... somehow ended up with credit risk modelling .... hmmm ......

So many questions ... so little time ...

Saturday, May 27, 2006

You perform a function and inverse it, does it always take you back to the original function. Lets quantify it a bit. You optimise a function by taking higher order differentials within limits and integrate the result within the same limits, will it take us back to the original function.

I think i'll stick some numbers in there to see how it actually works. Whats the use of a statistical or a quantitative model, if it doesnt do what its supposed to do.

Since i started on that, how does one effectively regression test a quant model ??