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steveedney.wordpress.com

Ignoring false negatives | Criticality

https://steveedney.wordpress.com/2007/11/14/ignoring-false-negatives

I seem to be stuck on the exciting topic of VAR and backtesting models. Anyhow via a friend who pointed out this comment in an article in the economist. What is staggering is the last part. They had not had a single backtesting breach from 1998-2007. I wasn’t convinced the Economist got it right so I checked the UBS third quarter report. Which states it more explicitly. 8230; When backtesting revenues are negative and greater than the previous day’s VaR, a backtesting exception occurs. From your own site.

steveedney.wordpress.com

The invalidity of risk models (or do I trust my VAR calculations) | Criticality

https://steveedney.wordpress.com/2007/11/10/the-invalidity-of-risk-models-or-do-i-trust-my-var-calculations

The invalidity of risk models (or do I trust my VAR calculations). To continue some of the stuff raised in The Black Swan. I’ll discuss Taleb’s attack on financial models based on the normal distribution, this misuse of which he describes as the Great Intellectual Fraud. I considered entitling this “Am I a fraud? The collapse of Amaranth. The question I ask is do most practitioners actually believe that their models are an accurate description of reality? Anyway onto whether what I do is essentially frau...

ciwrecker.com

News | ci wrecker

http://www.ciwrecker.com/category/news

Archive from category "News". August 22, 2016. E/B LIE lanes reopened after truck crash near exit 40. Monday, 19 August 2013. Originally published: August 19, 2013 2:57 PM Updated: August 19, 2013 6:50 PM Photo credit: News 12 The crash happened Monday afternoon in the eastbound lanes near exit 40. WOODBURY – The eastbound lanes of the Long Island Expressway have been reopened near exit 40 after a truck carrying plywood overturned. Traffic was backed. Monday, 19 August 2013. Saturday, 17 August 2013.

teamnervoso.com

La macchina di Toretto per un matrimonio alla “Fast & Furious” | Team Nervoso Club

http://www.teamnervoso.com/la-macchina-di-toretto-per-un-matrimonio-alla-fast-furious

La macchina di Toretto per un matrimonio alla “Fast & Furious”. Per la tua festa, il tuo compleanno,il tuo matrimonio,la tua manifestazione, o semplicemente come attrazione davanti al tuo locale, prenota da noi la mitica auto di Toretto del film Fast & Furious. 33 Risposte a “La macchina di Toretto per un matrimonio alla “Fast & Furious””. 14 marzo 2016 alle 21:23. Maintain this short article as being a convenient guide. Destination for the reason that of her appears and elegance. This design is steller!

steveedney.wordpress.com

The Narrative Fallacy in Weather | Criticality

https://steveedney.wordpress.com/2007/03/20/the-narrative-fallacy-in-weather

The Narrative Fallacy in Weather. Looking back at my most recent posts on rainfall I note that they were motivated at a reaction to what Nassim Taleb. The desire people have to make a post-hoc story to so all events relate with a strict cause and effect. Journalists (amongsts others) love to try and join dots and so are typical propagators of this nonsense. Recently they have been keen to link everything weather related like the drought, to global warming. Should I worry about this though? I think this i...

eelikalaikask.wordpress.com

About | Eelikalaikask's Blog

https://eelikalaikask.wordpress.com/about

Just another WordPress.com site. This is an example of a WordPress page, you could edit this to put information about yourself or your site so readers know where you are coming from. You can create as many pages like this one or sub-pages as you like and manage all of your content inside of WordPress. Free Casino Bonuses Game. Detsember 20, 2012, 1:07 e.l. Apart from that, great blog! Online casino bonuses and blogs 2013. Aprill 10, 2013, 4:08 e.l. Aprill 18, 2013, 9:48 e.l. Aprill 26, 2013, 12:57 p.l.

steveedney.wordpress.com

Criticality | Page 2

https://steveedney.wordpress.com/page/2

Drying up or typical climatic variation? 10 March, 2007. I noticed this article. Big dry: no one knows why. In the SMH this week, and in particular the claim that eastern Australia’s rainfall had dried up since the 1950’s. The report seems to be related to this press release. Announcing a new centre at UNSW studying climate change. So I had a look again at the rainfall graphs. Read the rest of this entry ». More on the rental crisis hype. 5 March, 2007. One of my pet hates. In the paper on the weekend.

steveedney.wordpress.com

Into the woods | Criticality

https://steveedney.wordpress.com/2013/10/20/into-the-woods

So my wife has added a new website for her art business she is starting up. Not much there yet, but it will be growing shortly. Will be original prints and cards of her original artwork. Have a look at Into the Woods. If you are interested. If there is not much there when you visit come back in a couple of weeks and have a look as there will be then. This entry was posted on Sunday, October 20th, 2013 at 9:53 pm and is filed under politics. Feed You can leave a response. From your own site. The Rhomboids...

thujaland.ch

2010/2011 Einzelstrips | thujaland

http://www.thujaland.ch/comics/20102011-einzelstrips

Forum für botanischen Humor. 17 November 2015 um 11:51. Horse racing betting comprises a significant percentage of. Online gambling wagers and all major Internet bookmakers,. Betting exchanges, and sports books offer a wide variety of horse racing betting markets Developments in the use of wireless, mobile. Devices to gamble follow in the wake of mainstream online gambling. Collect them this weekend and snag yourself some truly magnificent wizard-wear. You administer to acquisition the 32-year-old in.