Computable Document Format

This web page will serve as an index to a series of downloadable computable document format (CDF) documents which can be read with the Wolfram CDF Player.  The computable document format when read by the CDF Player makes it possible to make available nearly the full interactive power of the Mathematica computing environment to everyone.  The CDF Player is free.  To use CDF documents you need to know only how to use a computer mouse or track pad.  You do not need to know any mathematics or computer programing.  Once the Wolfram CDF Player is installed in you computer, you can even use these documents in your web browser.  To learn more about the format and download a free version of the player visit the Wolfram CDF site.

ExponentialGrowth is a computable document which explores the basis of exponential growth and logarithmic returns along with the model of geometric Brownian motion.  See the document in HTML;
there is a link at the bottom of the page to download the computable document: ExponentialGrowth

TailBehavior looks at the convergence of heavy tailed random variables to a stable distribution according to the generalized central limit theorem.  A full spectrum of tail behavior from very heavy to very light is shown.  There is an module to show the convergence of a range of Pareto tails upon summation.  TailBehavior

StableTailBehavior demonstrates the tail behavior of the stable distribution, comparing it to the normal, which is a stable distribution when α = 2.  StableTailBehavior

ScaledStableProbability is a very sophisticated program to calculate future stock prices.  It utilizes stable distributions and rescales data to remove the effect of varying volatility and much of the serial dependent structure in the data.  It can make calculations from either the raw or rescaled data and display numerical calculation at any point on the cumulative probability curve with the click of a mouse.  The reasoning behind the methods is displayed graphically, and the accuracy of the tail fit is also displayed using technique similar to what is shown in the above modules.  ScaledStableProbability

We would like to read you comments about these pages, please email mathestate@gmail.com.  If there are demonstrations that you would like to see implemented, let us know.  In some cases CDF documents might easily be made just by cutting and pasting sections from other portions of the mathestate site.

© Copyright 2011 mathestate    Sun 24 Jul 2011