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A comment on Exposition of a New Theory on the Measurement of Risk (1738) [pdf]. Parent comment

Re:Exposition of a New Theory on the Measurement of Risk (17... by beefman on Friday December 20, 2019 @07:47PM (#21848746)
See also:

Peters and Gell-Mann (2015) https://arxiv.org/abs/1405.0585

Adamou et al (2019) https://arxiv.org/abs/1910.02137

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Re:Exposition of a New Theory on the Measurement of Risk (17... by unbalancedparen on Friday December 20, 2019 @08:19PM (#21848898)
We have done some simulations and explorations on Peters and Adamou's work:

- https://lambdaclass.com/finance_playground/ergodicity/ergodi...

- https://lambdaclass.com/RGBM_animations/

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Re:Exposition of a New Theory on the Measurement of Risk (17... by trishankkarthik on Saturday December 21, 2019 @12:10AM (#21849749)
Hihi, me too: https://github.com/trishankkarthik/notebooks/blob/master/Eva...
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Re:Exposition of a New Theory on the Measurement of Risk (17... by juskrey on Saturday December 21, 2019 @09:31AM (#21851307)
Hi Trish!
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Re:Exposition of a New Theory on the Measurement of Risk (17... by trishankkarthik on Saturday December 28, 2019 @08:21PM (#21903165)
Hi Stan!
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