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Mastering Development

Perfect information game – action function

i can’t uderstand the activation function in the perfect-information game definition given by the book i’m studying on. ================================================================================================ A (finite) perfect-information game (in extensive form) is a tuple G=(N, A, H, Z, χ, ρ, σ, u) where: N is a set of n players A is a (single) set of actions Z is a […]

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Mastering Development

Speed in Matlab vs. Julia vs. Fortran

I am playing around with different languages to solve a simple value function iteration problem where I loop over a state-space grid. I am trying to understand the performance differences and how I could tweak each code. For posterity I have posted full length working examples for each language below. However, I believe that most […]

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Linux Mastering Development Ubuntu

How to customize a language input on linux?

I want to customize the Greek alphabet as to be able to depict accent marks for a Greek dialect. Greek keyboard layout is already able to use intonation marks for vowels when you press the ";" key next to L. So ι,ο,ε,α,and etc can get an intonation mark and be depicted as ί,ό,έ,ά. I want […]

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Development

I have to solve a 3 part problem – Monte Carlo simulation —any help is immensely appreciated

Stock prices follow a log-normal process: dS=S(μdt+σdz), where μ is a constant growth rate, σ is a constant volatility rate, dt is time interval (1 month = 1/12), and dz is a normal distributed random variable with variance equal to dt. Start from a given S0 (say, 100), we will have St=St−1∗(1+μΔt+σΔt⎯⎯⎯⎯√Z) for t=1,2,…,N, where […]