2018년 7월 23일 월요일

신간 예고: Exodus


지은이: Kevin Carson
제목: Exodus: General Idea of the Revolution in the 21st Century
출처 1: http://kevinacarson.org/publication/exodus/
출처 2: https://exodus875.wordpress.com/

2018년 7월 22일 일요일

소리: MuOM


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2018년 7월 21일 토요일

Systemic transformation을 위한 책 세 권

─. Doughnut Economics by Kate Raworth


─. The Patterning Instinct by Jeremy Lent

─. Designing Regenerative Cultures by Daniel Christian Wahl

***

─. 기타: https://m.facebook.com/story.php?story_fbid=418771865286657&id=100014615418677

"The Present State of Economics: Errors and Omissions Excepted,"

Dirk H. Ehnts and Fritz Helmerdag, "The Present State of Economics: Errors and Omissions Excepted,"

in Post-Crash Economics, Plurality and  Heterodox Ideas in Teaching and Research. 2018. pp. 149-172.

https://www.tu-chemnitz.de/wirtschaft/vwl2/downloads/paper/helmedag/The%20Present%20State%20of%20Economics.pdf



2018년 7월 14일 토요일

2018년 7월 6일 금요일

재검색: Louis Bachelier



─. 이전 검색: http://hsalbert.blogspot.com/2017/09/louis-bachelier-and-random-walk.html


─. 발췌: Jim Holt, "A Random Walk with Louis Bachelier" (The New York Review of Books, Oct 24 2013)

While he was a doctoral student in mathematics at the Sorbonne, Bachelier derived his financial model by considering the movement of bond prices on the Paris Bourse.

His striking conclusion was that such prices followed what came to be known as a “random walk”: buffeted by unpredictable bits of breaking news, they meandered in a way that was impossible to foretell. This is the nub of what is today called the Efficient Market Hypothesis


─. 발췌: https://fr.wikipedia.org/wiki/Louis_Bachelier

Dans sa thèse de doctorat intitulée « Théorie de la spéculation », de son directeur de thèse Henri Poincaré, soutenue le 29 mars 1900 à la Sorbonne de Paris, il introduit l'utilisation en finance du mouvement brownien (découvert par le biologiste botaniste Robert Brown), ... ...


─. 발췌: Jean-Michel Courtault, Youri Kabanov, Bernard Bru, Pierre Crepel, Isabelle Lebon, et al.. Louis Bachelier On the centenary of Théorie de la Spéculation. Mathematical Finance, Wiley, 2000, 10 (3),
pp.339-353.

The date March 29, 1900, should be considered as the birthdate of mathematical finance: on this day French postgraduate student Louis Bachelier successfully defended at Sorbonne his thesis Théorie de la Spéculation. ( ... ... )

After the military service, having in total a four-year interruption of his studies, Louis Bachelier arrived in Paris to continue his university education at Sorbonne. Scarce information is available about these years. ( ... ... )


─. 발췌: https://en.wikipedia.org/wiki/Louis_Bachelier

Bachelier arrived in Paris in 1892 to study at the Sorbonne, where his grades were less than ideal.

Defended on March 29, 1900 at the University of Paris,[2] Bachelier's thesis was not well received because it attempted to apply mathematics to an unfamiliar area for mathematicians.[3] However, his instructor, Henri Poincaré, is recorded as having given some positive feedback (though socially insufficient for finding an immediate teaching position in France at that time).

[2]의 출처: https://www.encyclopediaofmath.org/images/f/f1/LouisBACHELIER.pdf

( ... ... ) but his father's death forced him to interrupt his studies. He took them up again at the age of 22, and was successful in obtaining an undistinguished Bachelor's degree in Paris in October 1895. He then defended his doctoral thesis, entitiled “Théorie de la Spéculation” and written under the supervision of Enri Poincaré, on 29 March 1900 ( ... ... )


2018년 7월 2일 월요일

발췌: Charles Peirce and Jastrow


출처 1: https://en.wikipedia.org/wiki/Joseph_Jastrow

※ 발췌 (excerpt):

( ... ... ) During his doctoral studies at Johns Hopkins University, Jastrow worked with C. S. Peirce on experiments in psychophysics that introduced randomization and blinding for a repeated measures design. ( ... ... )

The Peirce-Jastrow experiment is increasingly recognized as the first properly randomized experiment, which led to psychology (and education) having laboratories for and textbooks on randomized experiments (decades before Ronald A. Fisher).



출처 2: Charles Sander Peirce and Joseph Jastrow (1885). "On the Small Differences in Sensation," First published in Memoirs of the National Academy of Sciences, 3, 73-83.
Presented 17 October 1884


※ 발췌 (excerpt):

( ... ... ) We have experimented with the pressure sense, observing the proportion of errors among judgments as to which is the greater of two pressure, when it is known that the two are two stated pressures, and the question presented for the decision of the observer is, which is which? From the probability, thus ascertained, of committing an error of a given magnitude, the probable error of a judgment can be calculated according to the mathematical theory of errors.  ( ... ... )

Throughout our observations we noted the degree of confidence with which the observer gave his judgment upon a scale of four degrees, as follows:

0: denoted absence of any preference for one answer over its opposite, so that it seemed nonsensical to answer at all.
1: denoted a distinct leaning to one alternative.
2: denoted some little confidence of being right.
3: denoted as strong a confidence as one would have about such sensations.

( ... ... )


( ... ... ) In the case of Mr. Peirce as subject (it many be noted that Mr. Peirce is left-handed, while Mr. Jastrow is strongly right-handed) the tip of forefinger, and in the case of Mr. Jastrow of the middle finger, of the left hand were used. In addition, a screen served to prevent the subject from having any indications whatever of the movements of the operator. It is hardly necessary to say that that we were fully on guard against unconsciously received indications.

The observation were conducted in the following manner: At each sitting three differential weights were employed. At first we always began and ended with the heaviest, but at a later period the plan was to begin on alternative days with the lightest and heaviest. When we began with the heaviest 25 observations were made with that; then 25 with the middle one, and then 25 with the lightest; this constituted one-half of the sitting. It was completed by three more sets of 25, the order of the weights being reversed. When we began with the lightest the heaviest was used for the third and fourth sets. In this way 150 experiments on each of us were taken at one sitting of two hours.

A pack of 25 cards were taken, 12 red and 13 black, or vice versa, so that in the 50 experiments made at one sitting with a given differential weight, 25 red and 25 black cards should be used. These cards were cut exactly square and their corners were distinguished by holes punched in them so as to indicate the scale of numbers (0, 1, 2, 3) used to designate the degree of confidence of the judgment. The back of these cards were distinguished from their faces. They were, in fact, made of ordinary playing-cards. At the beginning of a set of 25, the pack was well shuffled, and the operator and subject having taken their places, the operator was governed by the color of the successive cards choosing whether he should first diminish weight and then increase it, or vice versa. If the weight was to be first increased and then diminished the operator brought the pressure exerted by the kilogram alone upon the finger of the subject by means of the lever and cam mentioned above, and when the subject said "change" he gentley lowered the differential weight, resting in the small pan, upon the pan of the balance. ( ... ... )