Under Construction

The financial wing of mathestate is fully operational, but as it grows or is modified, this under construction file will show up as a place holder for web pages to soon to come.  In the near future we hope to add more detailed explanation of the stable algorithms and for some fun we have put up a stable analysis of the presidential election futures on the Iowa Electronic Market.

The newest section is a series of pages showing how to calculate statistical density functions from characteristic functions with the FFT.

For more information contact: Bob Rimmer.

The graphic was designed by Beth Rimmer.  The heptadecagon star reminds us of Gauss, who proved that this geometric figure could be constructed with a ruler and a compass.  He also brought us analysis of observational errors using the Gaussian or normal distribution, which is the pinnacle of stable distributions.  The smooth curves are a stable {1.7, 1, 1, 0} distribution function and its first three derivatives.  Stable distributions are infinitely differentiable.  The stock price graph is of the SPY ETF, which is used in many of the examples.

© Copyright 2008 mathestate    Fri 29 Feb 2008