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Hi. If you decide to look into R and Rserve you might also like to take a peek at Rsession http://code.google.com/p/rsession/ which is a higher level API/wrapper around the Rserve java client. It makes for easy coding. A nice thing about R is that you can substitute the default BLAS (low...

I would also vote for R. Rserve (TCP/IP server) provides an interface to R and there are clients for C/C++, PHP and Java. I use the Java client and think it works fine. I imagine the Java client can be used in a seamless fashion with Scala, Jython et al. Henrik

A talk on synchronization from Steven Strogatz, the author of the referred book, http://www.ted.com/index.php/talks/steven_strogatz_on_sync.html

It has been said before, look at the Price-Step plane and check for a normal distribution.

Maestro, I have spent the last 18 months trying to reverse-engineere a RTM strategy based on your many posts. It's not been easy, but finally I think I've got something that is both mathematically and intuitively sound and acceptable. I'll spend the next weeks doing the programming (I have an...

Hi, I have not done much more research into this, but what is interesting is that the arcsine law distribution appears as the limit pdf for continuous-time quantum walks on Z. The arcsine law (as discussed by Maestro and others) also pops up in classic quantum walks on Z. A good paper with...

Hello. In the thread "Can linear regression analysis really predict the future", see http://www.elitetrader.com/vb/showthread.php?s=&threadid=181558, there's an excellent discussion revolving around natural cubic splines and the mean deviation of a (classical) random walk after n steps...