Comments on: You Can’t Punt Away the Dimensionality Curse http://blog.sentrana.com/2009/04/06/you-cant-punt-away-the-dimensionality-curse/ Turning complexity into competitive advantage Wed, 10 Aug 2011 05:54:14 -0400 http://wordpress.org/?v=2.9.2 hourly 1 By: Peter http://blog.sentrana.com/2009/04/06/you-cant-punt-away-the-dimensionality-curse/comment-page-1/#comment-277 Peter Sun, 12 Jun 2011 15:18:03 +0000 http://blog.sentrana.com/?p=99#comment-277 One throws a multivariate gaussian die and maps coordinates to default times (percentile by percentile). How is this arcane? One throws a multivariate gaussian die and maps coordinates to default times (percentile by percentile).

How is this arcane?

]]> By: Sentrana Blog » Blog Archive » In Economic Modeling, Can Hindsight Lead to Foresight? http://blog.sentrana.com/2009/04/06/you-cant-punt-away-the-dimensionality-curse/comment-page-1/#comment-126 Sentrana Blog » Blog Archive » In Economic Modeling, Can Hindsight Lead to Foresight? Thu, 28 May 2009 22:30:21 +0000 http://blog.sentrana.com/?p=99#comment-126 [...] thinking more about my last posting here on failed Wall Street quant models and the dimensionality curse I started to wonder whether we could ever be more than the archetypal Monday morning [...] [...] thinking more about my last posting here on failed Wall Street quant models and the dimensionality curse I started to wonder whether we could ever be more than the archetypal Monday morning [...]

]]> By: Sentrana Blog » Blog Archive » Models Didn’t Bring Down Wall Street; People Brought Down Wall Street http://blog.sentrana.com/2009/04/06/you-cant-punt-away-the-dimensionality-curse/comment-page-1/#comment-122 Sentrana Blog » Blog Archive » Models Didn’t Bring Down Wall Street; People Brought Down Wall Street Tue, 12 May 2009 22:18:20 +0000 http://blog.sentrana.com/?p=99#comment-122 [...] copula function that was behind Wall Street’s demise, as we discussed in a previous posting “You Can’t Punt Away the Dimensionality Curse”). Predictive modelers don’t have to go down that road, however: they can also set out with the [...] [...] copula function that was behind Wall Street’s demise, as we discussed in a previous posting “You Can’t Punt Away the Dimensionality Curse”). Predictive modelers don’t have to go down that road, however: they can also set out with the [...]

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