May 2014 - Ends in July ( guidelines have already been provided to group members)

No complete solutions have been presented/completed by group members or the general community in Edinburgh.

Financial Modelling Challenge - Contribution Award

Background

The Financial Modelling Challenge is related to some work I did
in 2013.

Unfortunately due to systems access restrictions and security and privacy issues. This was not fully communicated to the wider community. Some of this work may have been proliferated without my consent.

The guidelines given to members of the modelling systems
community focus on the applications,building practical functions for the long established BSM model.

This work should be very accessible to PhD  students/
experienced practitioners and Professors alike. If you can follow, without these experiences I will be glad to have you as a member of this community.

However, initially there were some known theoretical derivations
and some of my additional unique approaches to the BSM proof and derivation, I should point out that the methodology and derivation of the implied estimates were completed from first principles, so is a unique approach.

Components of the work I developed :

  • A  proof from particle movement theory(increments) for brownian motion (first principles ,although this part is not very unique) very accessible to Ph.D. students - my first principles derivation, however similar work exists.
  • Black Scholes Merton Model proof from cox ross rubenstein increments( accessible)- however a unique addition added to reduce some estimation- based and implies quantum entanglement- superposition , the position of a particle gives the exact location of another particle subject to the same forces as described in the stochastic differential
    equation.
  • This requires further explanation. Contact or comment in the group .
  • Finally the neat approach to BSM parameter
    estimations based on MLE, algebraic reconciliation and finally (if required).an application of optimisation algorithms, accessible to all.detailed guidelines are in the pages section and  have been sent to the members of this group by email.

Members have received guidelines on the challenge, if you have problems with understanding or otherwise, just get in contact.

If this work inspires you or you get a hold of the copy or any information prior to this, let me know.Some feedback will be used in advancing these ideas.

by Saanya Onyia, not published, 2013

 

Regards

 

Saanya Onyia

Group Founder & Director


Modelling Systems Community – R user groups (Glasgow &Edinburgh)

 

Group Anniversary July 2014

______________________________________________________________________________________

About us

This Group is for all interests in the use of R and related programming languages in statistics and mathematical modelling.

R is widely used in modelling and data analysis, by academics and analysts in various disciplines and industries.Ranging from Life sciences and Engineering to Finance and Insurance, by some large organizations including Lloyd',LinkedIn,Google and Facebook.

This group promotes knowledge exchange, networking and education. Facilitated by online discussions, social gatherings, meetings, and presentations.

An active environment for interaction for all, you are welcome to attend meetings and presentations or just chat with others.

The group also continues to be sponsored by the Group.Organizer Membership and Joining is free for all.

The group is listed in the local R user directory

http://blog.revolutionanalytics.com/local-r-groups.html

we are now officially the representative group for Edinburgh received vector level sponsorship .

A welcome in advance from Saanya Onyia the Founder & Director  and Co sponsor of the R user group and modelling systems community and Glasgow R .

 

The Glasgow Group:

http://www.meetup.com/GlasgowR-Users-Group-and-Modelling-Systems-Community/

We're 15 R users

New members must be approved by the Organizer

Content of this Meetup Group is only visible to members

 
R Users & Modelling Systems Community http://photos3.meetupstatic.com/photos/event/5/b/6/0/global_287363392.jpeg
Founded Jul 31, 2013
20130730
  • R users 15
  • Past Meetups 4

Organizer:

Group Founder & Director

Our Sponsors

People in this
Meetup are also in:

Imagine having a community behind you

Get started Learn more
Henry

I decided to start Reno Motorcycle Riders Group because I wanted to be part of a group of people who enjoyed my passion... I was excited and nervous. Our group has grown by leaps and bounds. I never thought it would be this big.

Henry, started Reno Motorcycle Riders

Sign up

Meetup members, Log in

By clicking "Sign up" or "Sign up using Facebook", you confirm that you accept our Terms of Service & Privacy Policy