A test of human intuition for mean-reverting processes (microprediction.medium.com) 2 points by microprediction 4y ago ↗ HN
[–] microprediction 4y ago ↗ You are asked one mathematically subtle question about mean-reverting processes.Results will be part of a submitted academic paper. Thanks to all who participate.
[–] gus_massa 4y ago ↗ I'm not sure what is your intended audience. I have no ideas what is a "exponentiated mean-reverting Brownian motion" and I have a PhD in Math.I have a few ideas of what it could be, mostly because I took a few Physics classes, and I'm trying to match the possible models to the graphs.You should give a minimal explanation of what is the undelaying model, and also make the question more clear, super clear, it's not clear enough.[spoiler alert] I don't understand why 9 is an obvious bad answer, but perhaps the problem is that I'm using a bad model. Can I google it?
2 comments
[ 1.8 ms ] story [ 17.6 ms ] threadResults will be part of a submitted academic paper. Thanks to all who participate.
I have a few ideas of what it could be, mostly because I took a few Physics classes, and I'm trying to match the possible models to the graphs.
You should give a minimal explanation of what is the undelaying model, and also make the question more clear, super clear, it's not clear enough.
[spoiler alert] I don't understand why 9 is an obvious bad answer, but perhaps the problem is that I'm using a bad model. Can I google it?