90's tech

["Walter Lake" <wlake@xxxxxxxxx>]

Thanks for your emails

I have no idea what the predominant technology from the 90's is going to be.
I'm a "trailing edge" rather than "leading edge" kind of person.<G>

Just when I got used to "fat" tails now there's "heavy" tails to deal with.
The following major conference was for finance and computer network people,
etc. ... Lots of abstracts that you can track down if you're interested.
Even the Olsen & associates people.

http://www.cas.american.edu/~jpnolan/HeavyTailsProgram.htm


There's lots of technology to look at from the 90's ... i.e., Mandlebrot's
back

http://cowles.econ.yale.edu/pubs/author/d_c.htm#Calvet, Laurent

1997 CFDP 1164 "A Multifractal Model of Asset Returns" (with Benoit
Mandelbrot, Adlai Fisher) abstract  pdf  ps

  CFDP 1165 "Large Deviations and the Distribution of Price Changes" (with
Adlai Fisher, Benoit Mandelbrot) abstract   pdf  ps

  CFDP 1166 "Multifractality of Deutschemark/US Dollar Exchange Rates" (with
Adlai Fisher, Benot Mandelbrot) abstract   pdf  ps

So who knows ... ?

====

Here's something that I've been filling all of the "gapping holes" in my
formal education with <G>. This is the first stats course that I ever
laughed right loud while reading ...

http://www.duke.edu/~rnau/411out98.htm

It's mainly linear stuff ... random walk, regression, ARIMA etc. They also
have a section on geometric random walk (which is suppose to be for time
series price data) ... But I'm sure that lots of other senior undergraduate
courses are just as good.

Best regards

Walter