Forums The Vibe Chat Rant Thread!

This topic contains 11,094 replies, has 169 voices, and was last updated by Avatar SystemPaq9 October 6, 2016 at 1:06 pm.

Viewing 25 posts - 2,901 through 2,925 (of 11,095 total)
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  • #1171597
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    vincentx90
    Participant

    @Tank Girl 354109 wrote:

    Cheers mate!

    whats a poisson jump event?

    :: Quantnotes.com :: Fundamentals ::

    edited down to it’s simplest explanation:

    A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.

    i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.

    I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
    :group_hug

    #1130248
    Avatar
    Tank Girl
    Participant

    @vincentx90 354142 wrote:

    :: Quantnotes.com :: Fundamentals ::

    edited down to it’s simplest explanation:

    A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.

    i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.

    I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
    :group_hug

    Cheers vince :group_hug
    I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killers

    #1164832
    Avatar
    Tank Girl
    Participant

    @vincentx90 354142 wrote:

    :: Quantnotes.com :: Fundamentals ::

    edited down to it’s simplest explanation:

    A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.

    i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.

    I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
    :group_hug

    Cheers vince :group_hug
    I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killers

    #1129645
    Avatar
    PhilKmorgan
    Participant

    @Tank Girl 354148 wrote:

    Cheers vince :group_hug
    I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killers

    Yes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).

    #1162851
    Avatar
    PhilKmorgan
    Participant

    @Tank Girl 354148 wrote:

    Cheers vince :group_hug
    I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killers

    Yes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).

    #1129647
    Avatar
    PhilKmorgan
    Participant

    @vincentx90 354142 wrote:

    :: Quantnotes.com :: Fundamentals ::

    edited down to it’s simplest explanation:

    A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.

    i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.

    I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
    :group_hug

    It’s not so much about going from one extreme to the other. The increments of a (continuous) jump process are zero, except when a jump occurs.

    #1162857
    Avatar
    PhilKmorgan
    Participant

    @vincentx90 354142 wrote:

    :: Quantnotes.com :: Fundamentals ::

    edited down to it’s simplest explanation:

    A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.

    i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.

    I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
    :group_hug

    It’s not so much about going from one extreme to the other. The increments of a (continuous) jump process are zero, except when a jump occurs.

    #1128377
    Avatar
    Anonymous

    oap’s behind the wheel:head_bang

    #1149420
    Avatar
    Anonymous

    oap’s behind the wheel:head_bang

    #1129648
    Avatar
    PhilKmorgan
    Participant

    People cutting in front of u as u walk down the street

    #1162864
    Avatar
    PhilKmorgan
    Participant

    People cutting in front of u as u walk down the street

    #1131205
    Avatar
    GiantMidget
    Participant

    People crossing the road without looking. they deserve to get run over imo.

    This gene pool reject done this today. To cap it off when we skidded to a halt and shouted at him he had the nerve to call us the wankers.

    Felt like beating him to death with his own shoes.

    Twat.

    #1166926
    Avatar
    GiantMidget
    Participant

    People crossing the road without looking. they deserve to get run over imo.

    This gene pool reject done this today. To cap it off when we skidded to a halt and shouted at him he had the nerve to call us the wankers.

    Felt like beating him to death with his own shoes.

    Twat.

    #1143017
    Avatar
    vincentx90
    Participant

    that reminds me about when i was doing probability maths, poisson probability was used, for example, to determine how likely it was that a patient would die while in hospital on a non-critical ward, i.e. something that would occur very infrequently and be out of the normal pattern of events…

    oh and thx PhilKMorgan for correcting my moderately inaccurate attempt at describing the poisson process, I was just doing my best to try and understand it as I’ve never read about it before…

    always fascinating to learn knew things πŸ™‚

    #1171599
    Avatar
    vincentx90
    Participant

    that reminds me about when i was doing probability maths, poisson probability was used, for example, to determine how likely it was that a patient would die while in hospital on a non-critical ward, i.e. something that would occur very infrequently and be out of the normal pattern of events…

    oh and thx PhilKMorgan for correcting my moderately inaccurate attempt at describing the poisson process, I was just doing my best to try and understand it as I’ve never read about it before…

    always fascinating to learn knew things πŸ™‚

    #1130250
    Avatar
    Tank Girl
    Participant

    boo,

    my dad told me off for not going to A&E last night (he a lundun ambulance man and I still 12 :crazy:)

    so I went

    now off work for 2 days…. bang goes my fucking overtime πŸ˜₯

    and am rather fucked as drinking on the opiates πŸ˜‰

    still plan to go to me art class in the am :bounce_fl

    #1164835
    Avatar
    Tank Girl
    Participant

    boo,

    my dad told me off for not going to A&E last night (he a lundun ambulance man and I still 12 :crazy:)

    so I went

    now off work for 2 days…. bang goes my fucking overtime πŸ˜₯

    and am rather fucked as drinking on the opiates πŸ˜‰

    still plan to go to me art class in the am :bounce_fl

    #1130251
    Avatar
    Tank Girl
    Participant

    @philkmorgan 354150 wrote:

    Yes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).

    mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:

    #1164839
    Avatar
    Tank Girl
    Participant

    @philkmorgan 354150 wrote:

    Yes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).

    mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:

    #1129649
    Avatar
    PhilKmorgan
    Participant

    @Tank Girl 354224 wrote:

    mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:

    Black Swan Theory ?

    #1162870
    Avatar
    PhilKmorgan
    Participant

    @Tank Girl 354224 wrote:

    mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:

    Black Swan Theory ?

    #1143022
    Avatar
    vincentx90
    Participant

    it does look similar to the Black Swan Theory…

    so now i’ve learnt two new things!!!

    πŸ˜€

    #1171601
    Avatar
    vincentx90
    Participant

    it does look similar to the Black Swan Theory…

    so now i’ve learnt two new things!!!

    πŸ˜€

    #1130252
    Avatar
    Tank Girl
    Participant
    #1164842
    Avatar
    Tank Girl
    Participant
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