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As a financial modeller and recovering engineer and having
done several dozens of models I would be interested, though
lightly :)
Remember, Long Term Capitol Management had 2-3 Nobel prize
winning modellers, god's wallet and they almost brought
down the banking system. The more I try the more I realize:
simpler is better and more complex is no substitue for
psychology or money management.
There was a wonderful post here for a book, partially
finished called: Fooled by Randomness. I STRONGLY suggest
reading it. The address is:
http://home.netcom.com/~ntaleb/fryegg.htm
Thomas "Typically Fooled" Alexander
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