Tagged: educational, extremely, phenomena
- This topic has 11,094 replies, 169 voices, and was last updated October 6, 2016 at 1:06 pm by Naustro.
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September 30, 2009 at 9:39 am #1171597
@Tank Girl 354109 wrote:
Cheers mate!
whats a poisson jump event?
:: Quantnotes.com :: Fundamentals ::
edited down to it’s simplest explanation:
A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.
i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.
I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
:group_hugSeptember 30, 2009 at 11:30 am #1130248@vincentx90 354142 wrote:
:: Quantnotes.com :: Fundamentals ::
edited down to it’s simplest explanation:
A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.
i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.
I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
:group_hugCheers vince :group_hug
I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killersSeptember 30, 2009 at 11:30 am #1164832@vincentx90 354142 wrote:
:: Quantnotes.com :: Fundamentals ::
edited down to it’s simplest explanation:
A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.
i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.
I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
:group_hugCheers vince :group_hug
I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killersSeptember 30, 2009 at 1:06 pm #1129645@Tank Girl 354148 wrote:
Cheers vince :group_hug
I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killersYes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).
September 30, 2009 at 1:06 pm #1162851@Tank Girl 354148 wrote:
Cheers vince :group_hug
I’ll check it out later just off to pick up courtesy car.. back still sore on the old pain killersYes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).
September 30, 2009 at 1:11 pm #1129647@vincentx90 354142 wrote:
:: Quantnotes.com :: Fundamentals ::
edited down to it’s simplest explanation:
A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.
i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.
I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
:group_hugIt’s not so much about going from one extreme to the other. The increments of a (continuous) jump process are zero, except when a jump occurs.
September 30, 2009 at 1:11 pm #1162857@vincentx90 354142 wrote:
:: Quantnotes.com :: Fundamentals ::
edited down to it’s simplest explanation:
A Poisson process is a pure jump process: a process that changes instantaneously from one value to another at random times.
i.e. (in the context of your car crash) going from one extreme to the other, instantaneously and rather brutally.
I hope you are recovering ok Tank Girl, very sorry indeed to hear about your accident.
:group_hugIt’s not so much about going from one extreme to the other. The increments of a (continuous) jump process are zero, except when a jump occurs.
September 30, 2009 at 2:55 pm #1128377Anonymous
oap’s behind the wheel:head_bang
September 30, 2009 at 2:55 pm #1149420oap’s behind the wheel:head_bang
September 30, 2009 at 4:03 pm #1129648People cutting in front of u as u walk down the street
September 30, 2009 at 4:03 pm #1162864People cutting in front of u as u walk down the street
September 30, 2009 at 4:08 pm #1131205People crossing the road without looking. they deserve to get run over imo.
This gene pool reject done this today. To cap it off when we skidded to a halt and shouted at him he had the nerve to call us the wankers.
Felt like beating him to death with his own shoes.
Twat.
September 30, 2009 at 4:08 pm #1166926People crossing the road without looking. they deserve to get run over imo.
This gene pool reject done this today. To cap it off when we skidded to a halt and shouted at him he had the nerve to call us the wankers.
Felt like beating him to death with his own shoes.
Twat.
September 30, 2009 at 5:20 pm #1143017that reminds me about when i was doing probability maths, poisson probability was used, for example, to determine how likely it was that a patient would die while in hospital on a non-critical ward, i.e. something that would occur very infrequently and be out of the normal pattern of events…
oh and thx PhilKMorgan for correcting my moderately inaccurate attempt at describing the poisson process, I was just doing my best to try and understand it as I’ve never read about it before…
always fascinating to learn knew things 🙂
September 30, 2009 at 5:20 pm #1171599that reminds me about when i was doing probability maths, poisson probability was used, for example, to determine how likely it was that a patient would die while in hospital on a non-critical ward, i.e. something that would occur very infrequently and be out of the normal pattern of events…
oh and thx PhilKMorgan for correcting my moderately inaccurate attempt at describing the poisson process, I was just doing my best to try and understand it as I’ve never read about it before…
always fascinating to learn knew things 🙂
September 30, 2009 at 10:17 pm #1130250boo,
my dad told me off for not going to A&E last night (he a lundun ambulance man and I still 12 :crazy:)
so I went
now off work for 2 days…. bang goes my fucking overtime 😥
and am rather fucked as drinking on the opiates 😉
still plan to go to me art class in the am :bounce_fl
September 30, 2009 at 10:17 pm #1164835boo,
my dad told me off for not going to A&E last night (he a lundun ambulance man and I still 12 :crazy:)
so I went
now off work for 2 days…. bang goes my fucking overtime 😥
and am rather fucked as drinking on the opiates 😉
still plan to go to me art class in the am :bounce_fl
September 30, 2009 at 11:28 pm #1130251@PhilKmorgan 354150 wrote:
Yes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).
mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:
September 30, 2009 at 11:28 pm #1164839@PhilKmorgan 354150 wrote:
Yes, a rare event with a small probability (e.g. one jump every couple of years at some random time). Poisson processes are used (in an option pricing context) to model the evolution of a stock price. A jump event would then be stock market crash (you won’t ever see it on the upside).
mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:
October 1, 2009 at 8:07 am #1129649@Tank Girl 354224 wrote:
mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:
Black Swan Theory ?
October 1, 2009 at 8:07 am #1162870@Tank Girl 354224 wrote:
mmm.. it maybe coz I’m quite (very) fucked but is this like the black swan therory? marcus give me the book, and it seems similar – as in the book went a bit over me head too :laugh_at:
Black Swan Theory ?
October 1, 2009 at 8:29 am #1143022it does look similar to the Black Swan Theory…
so now i’ve learnt two new things!!!
😀
October 1, 2009 at 8:29 am #1171601it does look similar to the Black Swan Theory…
so now i’ve learnt two new things!!!
😀
October 1, 2009 at 2:30 pm #1130252October 1, 2009 at 2:30 pm #1164842 -
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