t**********8
发帖数: 1683 | 1 问题多了去了，是全面的问题，不是局部的问题。
过去20年的研究主要集中于三个主要种族之间的差异，这三个种族是东方人（东亚
人），白人（欧洲人）以及黑人（非洲人）。在这篇论文中我集中讨论这三个种族。
在通过对於脑体积，智力，性格，性行为，繁殖，成长率，生命周期，犯罪以及家
庭稳定等研究，东方人作为一个整体在这个谱线的一端，黑人在另一端，白人在中间。
整体上，东方人显示了较慢的成熟期，较低的繁殖率，较低性活动率，较大的脑体积以
及较高的智商。黑人则完全相反。白人在中间（但更靠近东方人）。
正文：
黑人，白人，东方人的平均差异：
脑体积
头颅容积： 黑人（1267）、白人（1347）、 东方人（1364）
cortical神经元（单位百万）：黑人（13185），白人（13665）、东方人（13767
）
智力
智商：黑人（85）、白人（100）、东亚（106）
文化成就：黑人（低）、白人（高）、东亚（高）
繁殖
双胞胎（ 每1000新生儿）：黑人（16）、白人（8）、东亚（4）
贺尔蒙：黑人（高）、白人（中等）、东亚（低）
性器官：黑人（大）、白人（中）、东亚（小）
**频率：黑人（... 阅读全帖 |
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s******8
发帖数: 4192 | 2 CNN law enforcement analyst Tom Fuentes, a former FBI assistant director,
was told by sources at Interpol, which keeps a database of lost or stolen
travel documents, that the stolen Italian passport was in the agency's
database. The reportedly stolen Austrian passport was not. Malaysian
authorities apparently did not check Interpol's database, sources told
Fuentes.
如果属实，奥地利和马来西亚都必须承担责任。 |
|
s******8
发帖数: 4192 | 3 Interpol,不是FBI。Interpol虽然不是强制的，但是成员国基本准则还是要遵守的。没
有尽到成员义务，应该有责任。 |
|
g**1
发帖数: 10330 | 4 国际刑警组织称发现更多可疑护照
路透社1时4分消息，国际刑警组织发言人称，对马航失联客机登机所使用的所有文件进
行查验已发现“更多可疑护照”，正在进一步调查。该发言人没有说明文件数量和所属
国家。该发言人还呼吁各国重视已收录超4000万失窃护照的国际刑警组织数据库，尽早
发现异常。
ROME (Reuters) - Interpol is investigating more suspect passports used to
board a missing Malaysia Airlines flight, in addition to two European ones
that were falsely used by unidentified passengers, the global police agency
said on Sunday.
An Italian man and an Austrian man were falsely listed as passengers on
Beijing-bound flight MH370, which disappeared... 阅读全帖 |
|
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g******o
发帖数: 4042 | 6 国际刑警组织称发现更多可疑护照
路透社1时4分消息，国际刑警组织发言人称，对马航失联客机登机所使用的所有文件进
行查验已发现“更多可疑护照”，正在进一步调查。该发言人没有说明文件数量和所属
国家。该发言人还呼吁各国重视已收录超4000万失窃护照的国际刑警组织数据库，尽早
发现异常。
ROME (Reuters) - Interpol is investigating more suspect passports used to
board a missing Malaysia Airlines flight, in addition to two European ones
that were falsely used by unidentified passengers, the global police agency
said on Sunday.
An Italian man and an Austrian man were falsely listed as passengers on
Beijing-bound flight MH370, which disappeared... 阅读全帖 |
|
b********e
发帖数: 431 | 7 01. The Smiths – The Queen Is Dead
02. The Beatles – Revolver
03. David Bowie – Hunky Dory
04. The Strokes – Is This It
05. The Velvet Underground – The Velvet Underground & Nico
06. Pulp – Different Class
07. The Stone Roses – The Stone Roses
08. Pixies – Doolittle
09. The Beatles – The Beatles
10. Oasis – Definitely Maybe
11. Nirvana – Nevermind
12. Patti Smith – Horses
13. Arcade Fire – Funeral
14. David Bowie – Low
15. PJ Harvey – Let England Shake
16. Joy Division – Closer
17. Public Enemy ... 阅读全帖 |
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m**c
发帖数: 7349 | 8 Vice Minister of Public Security Meng Hongwei is the first Chinese citizen
to hold the four-year post. His appointment begins immediately.
Amnesty International fears the move could help China pursue political
dissidents who have fled the country.
But Mr Meng said he was ready to do "everything he could towards the cause
of policing in the world".
"We currently face some of the most serious global public security
challenges since World War Two," Mr Meng said in an Interpol statement.
His role wi... 阅读全帖 |
|
发帖数: 1 | 9 Exiled Chinese billionaire blasts 'kleptocracy' running China, warns of spy
infiltration in US as his home country seeks his arrest
A controversial Chinese billionaire in self-imposed exile blasted on
Thursday what he said was a small clique of corrupt "kleptocrats" running
China — as he also warned of a wave of Chinese spies being dispatched to
the United States in recent months.
"What they're doing is against humanity," said Guo Wengui, during an
appearance at the National Press Club in Washin... 阅读全帖 |
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s******r
发帖数: 5309 | 10 Browder不是情报人员而是银行家。当年苏联垮台之后跑去俄国炒国有资产搞各种灰色
生意，但因为批评官府的企业政策，尤其是普京的铁哥们开的石油公司，和普京和黑帮
结下梁子。
05年他在莫斯科的办公室被警察抄了，抢走2亿多说是用来还签政府的税。 公司的税法
律师Magnitsky跑去理论被逮捕，后来死在监狱。
至此Browder一直想法给Magnitsky报仇。终于在12年国会通过Magnitsky法案，冻结包
括普京本人的在内的俄国富豪在美国的财产，之后欧洲也采取了类似行动。 这从此就
成了普京和Browder的个人恩怨。
2016年俄国律师在疮破大厦和小疮，女婿见面时专门提供了Browder和生意伙伴Ziff
Brothers Investments给欧巴马政治捐款的备忘录。但没有任何关于给克林顿捐款的信
息。
对于普京指控的四亿给希拉里的捐款，Browder说普京是信口开河，因为如此大的金额
很容易查到。
另外Browder是英国公民，美国政府不可能拿他交易。
Who Is Bill Browder, Kremlin Foe Singled Out in Putin’s Offe... 阅读全帖 |
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S*******l
发帖数: 4637 | 11 有这么强的case, 他不会被无bond释放。这么强的指控和这么轻易的放人，是非常非常
奇怪的事情。
今天花街日报采访法学院教授这么说。
https://www.wsj.com/articles/arrest-of-chinese-billionaire-came-after-night-
of-wine-and-japanese-food-in-minneapolis-1536143960?mod=hp_lead_pos5
"Given the serious allegation, the release is “very, very strange,” said
David Levine, a law professor at the University of California Hastings
College of the Law who is knowledgeable about criminal law.
“The risk of flight is enormous,” Mr. Levine said. “It’s a person with a
lot of a... 阅读全帖 |
|
发帖数: 1 | 12 知情者说当时是在日本餐厅吃的饭/ Origami, a Japanese restaurant in
Minneapolis, the person said.
刘强东的律师说，刘强东没有做错如何事情/Mr. Liu’s attorney said his client
didn’t commit any wrongdoing.
并说他不会再被逮捕/“He is not going to be charged ever, ever. Amen!” said
Earl Gray, a Minnesota-based criminal-defense attorney representing Mr. Liu.
当当有人问刘的律师是不是在性侵害之前刘强东和控告他的人在晚餐上喝酒时，该律师
没有回答。京东也对这个问题拒绝回答。/Mr. Gray didn’t respond when asked
whether Mr. Liu and his accuser had dined and drunk together hours before
the alleged assault. JD.c... 阅读全帖 |
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m*********a
发帖数: 2000 | 13 The wife of the missing Interpol president said Sunday the last contact with
her husband came via a WhatsApp text message with a knife emoji and the
instructions, "Wait for my call."
Grace Meng delivered the information to reporters from her hotel room in
Lyon, France.
Interpol has asked Chinese authorities for information about its president,
Meng Hongwei, who is also a Chinese government official and was reported
missing last week. The disciplinary arm of China's Communist Party released
a sta... 阅读全帖 |
|
发帖数: 1 | 14 China announced late Sunday that Meng Hongwei, the Chinese head of Interpol
who vanished last month after returning to his homeland, was under
investigation for possible criminal activity, and the world police
organisation said he had resigned.
The revelations came as Meng Hongwei’s wife voiced concern for his life
after receiving a final text message from his phone with a knife emoji.
Meng, 64, was reported missing last week by his wife in Lyon, France, where
Interpol is based. Grace Meng said ... 阅读全帖 |
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g**1
发帖数: 10330 | 15 孟宏偉被失蹤惹議 美學者：應讓台灣加入國際刑警組織
分享孟宏偉被失蹤惹議 美學者：應讓台灣加入國際刑警組織到Facebook 分享孟宏偉
被失蹤惹議 美學者：應讓台灣加入國際刑警組織到Line 分享孟宏偉被失蹤惹議 美學
者：應讓台灣加入國際刑警組織到Google+
美國知名學者章家敦指出，孟宏偉（見圖）的被失蹤，顯示中國不夠格待在國際刑警組
織內，呼籲應該讓台灣成為會員。（資料照，美聯社）
2018-10-09 17:34
〔即時新聞／綜合報導〕國際刑警組織前主席、中國公安部前副部長孟宏偉「被失蹤」
案至今在國際上鬧得沸沸揚揚，中國官方8日發布聲明指出，孟宏偉「收受賄賂，涉嫌
違法」，卻無提供更進一步細節，更讓人懷疑案情不單純，不少人也質疑中國在國際刑
警組織中所扮演的角色。美國知名學者章家敦（Gordon Chang）更指出，中國不夠格成
為國際刑警組織成員，應該讓台灣加入，如果台灣加入讓中國想退出，「那就更好了」。
孟宏偉被失蹤案引發國際熱議，孟宏偉妻子7日在法國召開記者會，背對鏡頭展示孟宏
偉失蹤前，手機上最後訊息是向她發出「刀子」圖片，暗示他有危險。孟妻呼籲國際社
會拯救他的... 阅读全帖 |
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c*****9
发帖数: 29 | 18 (New York) -- A hedge-fund company has filed a lawsuit against controversial
Chinese businessman Guo Wengui in New York, claiming that the elusive real
estate tycoon owes it $88 million due to a “straightforward breach of
contract case.”
Guo, also known as Miles Kwok, fled China in 2014 soon before the Communist
Party’s graft fighters detained his close associate Ma Jian, a former
national security official who remains under investigation for suspected
corruption. Interpol recently issued a “red... 阅读全帖 |
|
t**********8
发帖数: 1683 | 19 【 以下文字转载自 Military 讨论区 】
发信人: twinlight198 (雙灯), 信区: Military
标 题: 从碱基对等纯生物学角度探讨东方人，白人及黑人的区别
发信站: BBS 未名空间站 (Mon May 27 21:08:40 2013, 美东)
东方人（东亚人），白人（欧洲人）以及黑人（非洲人）。 粗心的狂暴
核心会员7《Race，Evolution and Behavior》/《种族，进化与行为》
摘要 过去20年的研究主要集中于三个主要种族之间的差异，这三个种族是东方人（东亚
人），白人（欧洲人）以及黑人（非洲人）。在这篇论文中我集中讨论这三个种族。
在通过对於脑体积，智力，性格，性行为，繁殖，成长率，生命周期，犯罪以及家
庭稳定等研究，东方人作为一个整体在这个谱线的一端，黑人在另一端，白人在中间。
整体上，东方人显示了较慢的成熟期，较低的繁殖率，较低性活动率，较大的脑体积以
及较高的智商。黑人则完全相反。白人在中间（但更靠近东方人）。
正文：
黑人，白人，东方人的平均差异：
脑体积
头颅容积： 黑人（1267）、白人（1347）、 东方人... 阅读全帖 |
|
发帖数: 1 | 20 美眾院通過支持台灣世衛組織觀察員地位法案
2019-01-23 11:52:02
美國國會眾議院通過支持台灣重獲WHO觀察員地位
中評社華盛頓1月22日電 美國國會眾議院1月22日下午以口頭表決方式一致同意通
過“要求國務卿擬訂策略協助台灣重獲世界衛生組織觀察員地位法案“(H.R. 353)，該
法案將續送請聯邦參議院審議。
由衆議員約霍（Ted Yoho）提出的該法案陳述：世界衛生組織（WHO）是在聯合國
體系內協調衛生議題之聯合國專門機構。世界衛生大會（WHA）是WHO之決策機構，每年
五月集會決定該組織之政策及優先項目。國家地位（statehood）並非出席WHA之要件，
許多非會員及非政府組織以觀察員身分出席了2018年5月之WHA大會。
台灣自1997年起開始尋求以觀察員身分參與WHO。在歷任美國行政部門、國會及理
念相近之WHO會員國之支持下，以及兩岸關係改善期間，台灣於2009年獲邀以觀察員身
分使用“中華台北”名義出席WHA，嗣後每年均接獲相同邀請函，直至2016年民進黨籍
之蔡英文當選，台灣與國際社會之交往開始面臨中華人民共和國更大之抵制。台灣於
2016年收到WHA... 阅读全帖 |
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h**********i
发帖数: 183 | 21 (New York) -- A hedge-fund company has filed a lawsuit against controversial
Chinese businessman Guo Wengui in New York, claiming that the elusive real
estate tycoon owes it $88 million due to a “straightforward breach of
contract case.”
Guo, also known as Miles Kwok, fled China in 2014 soon before the Communist
Party’s graft fighters detained his close associate Ma Jian, a former
national security official who remains under investigation for suspected
corruption. Interpol recently issued a “red... 阅读全帖 |
|
t******e
发帖数: 673 | 22 WXGA 1280 x 960 pixels, 30fps (interpolated by software)
WVGA 720 X 480 pixels, 30fps (interpolated by software)
VGA 640 X 480 pixels, 30fps (recommended)
其实分辨率只有640X480，高的都是插值的。
真的720P的
http://www.dealextreme.com/p/h-264-720p-wide-angle-6-led-night-
要70刀。存储格式H.264. 存成AVI的都是640X480。
其实640X480够用了，没必要每个车牌都看清楚。 |
|
h**********9
发帖数: 3252 | 23 I would do as below.
61 buckets -- one for each minute. last bucket is for the current minute.
every hit will increase the counter in current bucket by 1. at the end of
the minute, phase out the oldest bucket and create a new bucket as the
current bucket.
最后一分钟点击量 = bucket[60] + interpolate(bucket[59])
最后一小时的点击量 = interpolate(bucket[0]) + sum(bucket[1] ... bucket[60]) |
|
a*******g
发帖数: 1221 | 24 最好的结果就是binary searchhttps://www.quora.com/Search-Algorithms-Why-cant-
there-be-an-algorithm-faster-than-binary-search
不过有一种叫interpolation search的利用插值，可以在数据均匀的情况下更快，但也
可能更慢。你可以设计一种新的算法，把binary search和interpolation search结合
起来。很插值，插几轮效果不好，就去binary.
n |
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O*******d
发帖数: 20343 | 25 要做信号处理。 不是简单的把一个像素变成四个像素。 这中间用了数学的插值法。
最常用的是三次方插值。Bicubic interpolation
这是简单的把一个像素扩开成四个像素的图像
这是bicubic interpolation |
|
s***m
发帖数: 6197 | 26 【 以下文字转载自 Quant 讨论区 】
发信人: throwaway (专门注册), 信区: Quant
标 题: 答谢文，谈谈VIX 和 VIX future
关键字: VIX
发信站: BBS 未名空间站 (Sun May 11 18:02:53 2014, 美东)
上次发文求建议，收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
，算是表达感谢吧。
说明一下，我毕竟是个菜鸟新人，这篇也只是综合公开资料再加上我自己对 VIX 的理
解，也就希望对准备学习这个领域的人有所帮助，熟悉volatility trading的内行看了
肯定觉得简单，有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据，必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐，我总结就是:
In a n... 阅读全帖 |
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c******n
发帖数: 4965 | 27 t410 does support 1920x1080 (u can see from the resolution setting)
and in this case it's native resolution (no interpolating)
I can set it to 1600x900, where it does interpolating and does not have
the white fringe issue. but then the image looks very blurry |
|
I*y
发帖数: 1024 | 28 http://crapnotcrap.com/crap
Cold Check It
12345...27
Religion: Scientology
L Ron Hubby: Benevolent sci-fi celebrity cult king or asshead?
crap
181 votes
not crap
10 votes
BAND: COCOROSIE
COCOROSIE?
CRAPPY
174 votes
NOT CRAPPY
49 votes
Website: Pitchfork
Pitchfork?
CRAP
170 votes
NOT CRAP
35 votes
Collective: Odd Future
Odd Future Wolf Gang Kill Them All
CRAP
150 votes
NOT CRAP
69 votes
Band: Guns 'n' Roses
Guns 'n' Roses
CRAP
150 votes
NOT CRAP
58 votes
Band:Pearl Jam
crap/not crap
Crap
140 vote... 阅读全帖 |
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t*******r
发帖数: 22634 | 29 这个 F-120 看起来是 Roland V-Piano 的猴版，主要的革命性是
加入物理合成，所以能做到音色随力度和时间的连续变化。纯录音合
成只能靠 interpolation，做不到连续变化。
音色连续变化的目的不是为了唯美，而是为了细腻。电钢的录音合成
造成的音色无法连续变化一直是被认为电钢音源的瓶颈。
另一角度说，录音合成基本是录音+回放+插值（interpolation），
本质是离散数学的办法来 hack。物理合成基本可以认为是用一个简化
的 physical model 来 simulate 真实世界的东西，虽然在最终的
实现上总是要离散化，但其理论基础是用模拟领域的数值分析
（numerical analysis）的办法在数字计算机上模拟连续的世界。
录音合成一纯粹就是本科生用插值做 hack，差别就是 hack 得有多
高级。物理合成则是屁挨着地按数学基础做建模和仿真，当然为了实际
系统的成本速度响应之类需要做 N 多 hack。当然，纯粹的物理合成
要真实，处理器和 DSP 速度要足够快。
其实 Roland 现在不仅做 V-Piano，还有 V-Guitar 等... 阅读全帖 |
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C**********g
发帖数: 208 | 30 5D iii
The smaller-sized images out of the 5D Mark III are spectacular. They are
much, much sharper and cleaner than images from cameras on which that is
their native resolution. When you start with over 20MP, it looks pretty good
if you use all those to make 11MP or 5MP.
Why? Because they use less, or no, Bayer interpolation. No digital camera
really resolves its rated resolution; they cheat and interpolate up, so at
100% at its rated resolution, no digital camera image is as sharp as a true
sc... 阅读全帖 |
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D***D
发帖数: 176 | 31 你是指用interpolation 把照片放很大打大图吗?如果你不interpolate 的话，printer
driver就照printer的native resolution来打印了。
不负责任的说，如果印8X10 以下的照片200dpi 足够了。一般照landscape的人才会这
么精细。拍个人像啥的dpi小点没关系。 |
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e**n
发帖数: 5876 | 32 这2个不一样. m43和apsc面积区别, 假设像素一样多, 那么就是每个pixel面积m43
是apsc的2/3大小. 假设sensor技术一样, 那就是高感差2/3档而已. 目前sensor进步,
大家高感都提高了, 这个real world difference就很小了.
PDAF就不同了. 那些PDAF pixel是不成像的, 只能靠临近的pixel来interpolate. 这些
死pixel用多了的话interpolate就越来越不靠谱, 从而产生artifact. 这个图是EM1的
PDAF
目前各家PDAF占了多少面积, XE2公开的数据是99个PDAF点, 一共用了86,000 pixels.
a6000有197个PDAF点,那么推算a6000大概用了172,000.
172,000 pixel只占了总像素的0.72%. 就是只有对焦感光面积只有用CDAF的1/100.
另外, 避免产生artifact可能只是PDAF点这么少的原因之一. 其他电路设计可以也会限
制PDAF pixel数量 |
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b********e
发帖数: 431 | 33 【 以下文字转载自 Military 讨论区 】
发信人: byebyetime (再见 时间), 信区: Military
标 题: 500张史上最伟大的音乐专辑，菌斑将军听过几张？我估计一张算多的了
发信站: BBS 未名空间站 (Wed Mar 25 23:48:23 2015, 美东)
01. The Smiths – The Queen Is Dead
02. The Beatles – Revolver
03. David Bowie – Hunky Dory
04. The Strokes – Is This It
05. The Velvet Underground – The Velvet Underground & Nico
06. Pulp – Different Class
07. The Stone Roses – The Stone Roses
08. Pixies – Doolittle
09. The Beatles – The Beatles
10. Oasis – Definitely Maybe
11. Nirvana – Nevermind
1... 阅读全帖 |
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s******8
发帖数: 4192 | 34 http://interpol-gov.cn/
有没有人有访问编号。
话说这个骗子网站被新闻爆出很久了也没有被封掉。
Domain Name: interpol-gov.cn
ROID: 20160911s10001s84888544-cn
Domain Status: clientTransferProhibited
Registrant ID: mcmb3250800-dom
Registrant: 刘松
Registrant Contact Email: [email protected]/* */
Sponsoring Registrar: 上海美橙科技信息发展有限公司
Name Server: ns83.g-dns.com
Name Server: ns84.g-dns.com
Registration Time: 2016-09-11 21:02:04
Expiration Time: 2017-09-11 21:02:04
DNSSEC: unsigned |
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r*s
发帖数: 2555 | 35 How is INTERPOL funded?
Under a system adopted by the General Assembly in 2001, each INTERPOL member
country must make a compulsory annual statutory contribution calculated on
the basis of their ability to pay.
Extra-budgetary contributions from both the public and private sectors may
also be received in accordance with the Organization’s Rules and
regulations. |
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c*******h
发帖数: 1096 | 36 呃，一般基函数的线性组合是不会出来线性函数的
要出分片线性的还真得要有网格，不然就连说“四个点”都有歧义。怎么取的四个点啊？
interpolation而已。如果你4个颜色都一样的点，那不管你怎么interpolate，结果都
是一样的。这不是显而易见的吗？
行就完了。如果你非要做triangulation也可以，但多半会有discontinuity artifacts
的。 |
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O*******d
发帖数: 20343 | 37 找到的package都太麻烦使用. 自己写了一个, 工作很好. 分成两步.
If source width or height is greater than targe width * 2 or target height *
2, reduce by half till the source width and height are within 2x of target
size. Then use bilinear interpolation to reduce size further to target size.
static double interpolate(double a, double b, double factor)
{
return (1.0 - factor) * a + factor * b;
}
/***************************************************************************
**
Use bilinear |
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e*******l
发帖数: 55 | 38 I want to do some very simple interp/extrap in python. When the requested
points is in the data range, do interpolation, when they are out of range,
do some extrapolation.
But with the scipy.interpolate.interp1d(), when the requested point is out
of range, it only returns NaN, or a prespecified value. Is there any way to
do simple extrapolation? Thanks. |
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t****t
发帖数: 6806 | 39 i am not very familiar with python, but one example is the lacking of string
interpolation. the other example is the execution speed -- while perl is
not super fast, python is even slower. (you don't have to take out your old
example; i still remember it. i am not claiming python is always slower than
perl, but in most cases it is.)
of course, things like string interpolation and built-in regex are all
synatx sugars; but perl is full of syntax sugars which makes it unique. |
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k**********g
发帖数: 989 | 40
Disclaimer: I don't have good knowledge of Linux. I mostly work with Windows.
Usually, it is based on interpolating some hardware-based time with the CPU
built-in RDTSC instruction.
The hardware time is stored in some kernel memory. It is updated by the
hardware (through memory-mapped hardware I/O, or through DMA) periodically.
It may have very poor resolution (lower than 1000 Hz, for example.)
There might be some other hardware timing sources with higher frequency.
However, when you call the s... 阅读全帖 |
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h**********c
发帖数: 4120 | 41 maybe,
for a fixed y,
you can use langrange interpolation to get x
z= f(x,y_n)
for a fixed x
z= g(x_m,y)
thus you can interpolate
z= fXg(m,n)
maybe |
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p********t
发帖数: 1219 | 42 实在懒得码文，转贴一个wiki。
Geocoding is the process of assigning geographic coordinates (e.g. latitude-
longitude) to street addresses, as well as other points and features. With
geographic coordinates, the features can then be mapped and entered into
Geographic Information Systems.
Address interpolation
For the United States and many other countries, an address interpolation
method is commonly used. This method makes use of street GIS data, where the
street network is already mapped within the geographic |
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b****t
发帖数: 114 | 43 Hi all,
I have a discrete function g: X -> R, which is "quasiconvex" in the sense
that I interpolated function on the grid pionts in X, I got a quasiconvex
function on a convex set X'. Suppose the domain X is a finite set (e.g. a
bounded subset of Z^n), I use piecewise linear interpolation to construct a
continuous function f, so that f=g on X, and f is quasiconvex.
My question is how to prove if I add small amount noises to the function g,
so now g' is very close to g on X, |g-g'| < \delta for |
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b****t
发帖数: 114 | 44 Hi all,
I have a discrete function g: X -> R, which is "convex" in the
sense that I piecewiselinearly interpolate the function on the grid pionts in X, I got aconvex function on a convex set X'. Suppose the domain X is a finite set (e.g. a bounded subset of Z^n), I use piecewise linear interpolation to construct a continuous function f, so that f=g on X,and f is convex on X'.
My question is how to prove if I add small amount noises to the
function g, so now g' is very close to g on X, |g-g'| < \ |
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s*****l
发帖数: 4 | 45 Possible reasons:
1. Try rate-time interpolation on short rate rather than applying linear
interpolation directly on zero curve
2. Market conventions like settlement type, spot date or sth else..
3. time to maturity u use in BS formular should always be (optionEndDate-
optionStartDate)/365. the final discount period should be between
currentDate and settlementDate |
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m******n
发帖数: 354 | 46 请教各位，比如说我买入一个为期30天的期权，然后要算每天的p&l, riskless
interest rate如果用libor的话, 那么第一天的利率就是买入日的libor 30day。可是
第二天呢，第三天呢？ bloomberg上可并没有libor 29day， 28day的数据。 我的想法
是用libor 30day和libor one week的数据对中间的日期做linear interpolation. 但
是又怕linear的东西极度的不准，有没有什么好的model做这个呢？还有，离到期日不
到1week的时候，interpolation也不能做了， 利率怎么算？ volatility和dividends也
有同样的这个问题。 牛人们请帮个忙， 不胜感激！ |
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w******g
发帖数: 271 | 47 A very practical problem:
Our system gets options prices from Reuters every day. Then we calculate the
implied vol using the options price.
If the option is liquidly traded, then the option’s price is updated and
the implied vol is correct. Actually sometimes options are not liquidly
traded, so sometimes Reuters give us options prices that were traded say 1
month ago. And our system was still using that price to get the implied vol.
Because the ‘price’ of the option didn’t go down in the past mo... 阅读全帖 |
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d*******n
发帖数: 524 | 48 应该就是interpolate出来的。同样interpolate出来的还有cross-currency basis.
因为Rate Curve没有3week这个点。cross-currency basis也不quote这个点。 |
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m******a
发帖数: 9 | 49 The interpolation of BBG is strange for me
sigm(k) = a N(d_a(K))^2 + b N(d_a(k)) + c + A(log(F/K))
d_a(k) = log(F/k)/(1.5 sigma_atm T)
A(log(F/K)) is error correction function, linear or cubic will used to
interpolate discrete error correction point.
Who can tell me what is the ATM standard nowadays?
Before I believe Delta Neutral ATM <= 1Y, FWD ATM > 1Y.
But some asan told me Spot Atm is now the standard. |
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t*******y
发帖数: 18 | 50 上次发文求建议，收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
，算是表达感谢吧。
说明一下，我毕竟是个菜鸟新人，这篇也只是综合公开资料再加上我自己对 VIX 的理
解，也就希望对准备学习这个领域的人有所帮助，熟悉volatility trading的内行看了
肯定觉得简单，有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据，必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐，我总结就是:
In a nut shell, if we can ignore friction, an out-of-money option portfolio
with certain weights could replicate a variance swap, whose payoff = ... 阅读全帖 |
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