AlpArslan

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AlpArslan

Feb 25, 2018 15:16

Similarly, if we take differences with greater lags, we will see more unused data points. In such cases, what is generally a good way to make use of that data without totally wasting it?

AlpArslan

Feb 25, 2018 15:15

This results in an unused data point, namely, y(0) or the first y data point, since there are no further values back in the x time series to take differences of.

AlpArslan

Feb 25, 2018 15:13

Suppose I have two time series of equal length x(t) and y(t) and say I want to regress x(t)-x(t-1) against y(t).

AlpArslan

Feb 25, 2018 15:12

Hi there, I just have a basic question about what 'best practice' generally is, in such a situation:

AlpArslan

Feb 8, 2018 08:44

And, I was just wondering what the general best practices are for trying to use the prices of A and B to forecast the 10 minute forward returns of B.

AlpArslan

Feb 8, 2018 08:27

I also have a time-series, with the same time stamps for the returns security B, ten minutes in the future. That is, price of B at time t+10min+10second - price of B at time t+ 10 min.

AlpArslan

Feb 8, 2018 08:26

Just a general one for best-practices. Let's say I have two time series of prices for two different securities, A and B. Each entry is time-stamped, and there's a 10 second gap between consecutive entries.

AlpArslan

Feb 8, 2018 08:23

Hey everybody. So, I'm mostly from a Pure Math background, and I'm trying to learn more about Statistics and forecasting time series and well, I've a question.

$Mathematics$ Mathematics

Associated with Math.SE; for both general discussion & math qu...

AlpArslan

Apr 28, 2017 16:47

Law of total expectation

The proposition in probability theory known as the law of total expectation, the law of iterated expectations, the tower rule, the smoothing theorem, and Adam's Law among other names, states that if X is an integrable random variable (i.e., a random variable satisfying E( |X| ) < ∞) and Y is any random variable, not necessarily integrable, on the same probability space, then E ⁡ ( X ) = E ⁡ ( E ⁡ ( X ∣ Y ) ) , {\displaystyle...

AlpArslan

Apr 28, 2017 16:25

I have a small question.

AlpArslan

Apr 28, 2017 16:25

Hi there. Does anybody perhaps know anything about galois cohomology?

AlpArslan

Jun 29, 2016 11:56

@TobiasKildetoft * what exactly do you mean by mapping coalgebra?

AlpArslan

Jun 29, 2016 11:56

@Tob

AlpArslan

Jun 29, 2016 11:55

Hmm.

AlpArslan

Jun 29, 2016 11:55

And, no...?

AlpArslan

Jun 29, 2016 11:55

Ach, no, you're right.

AlpArslan

Jun 29, 2016 11:47

That measures \mathbb{Q}(\zeta) to itself as \mathbb{Q}-vector spaces, where \zeta is a primitive 3rd root of unity.

AlpArslan

Jun 29, 2016 11:45

Well, all in all, Im trying to compute a universal measuring coalgebra.

AlpArslan

Jun 29, 2016 11:45

Taking the dual of each graded component just gives me the standard dual, doesn't it?

AlpArslan

Jun 29, 2016 11:37

Well, I'm meant to compute the cofinite dual of the Tensor Algebra on a 2D vector space modulo some relations.

AlpArslan

Jun 29, 2016 11:32

Does anybody happen to know what the cofinite dual of an algebra is? I can't seem to find a definition anywhere.

AlpArslan

May 19, 2016 18:11

Does anybody have any idea what I should be thinking about?

AlpArslan

May 19, 2016 18:11

Let k = \mathbb{C}, be the ground field. So, if I have the set of nilpotent $2 \times 2$ matrices of order 2, then I can show that this has the structure of a variety $X = Z(x_1^2 - x_2x_3) \subset k^3$. I need to try and find a birational equivalence between this variety and k^2.

AlpArslan

May 19, 2016 18:09

Hey guys, I just have a small question about birational equivalences, and it would be much appreciated if somebody could point me in the right direction.

AlpArslan

May 16, 2016 11:54

But, like, just to be sure: is it, in fact, true that if a sequence converges under the uniform norm, then it also converges under the l_1 norm?

AlpArslan

May 16, 2016 11:53

I think I'm just being a bit thick about something

AlpArslan

May 16, 2016 11:53

Hey guys.

AlpArslan

May 10, 2016 03:15

But how would I go about showing this?

AlpArslan

May 10, 2016 03:14

Then, we're done.

AlpArslan

May 10, 2016 03:14

Then, basically, if I can show that the polynomial: g = (t- \alpha)f \in K[t].

AlpArslan

May 10, 2016 03:14

So, let F = K(\alpha), some \alpha.

AlpArslan

May 10, 2016 03:13

Now, since F/K is finite, separable, it is also simple.

AlpArslan

May 10, 2016 03:13

By induction, assume that there is an f in F[t] of degree n-1 such that L is the splitting field of f.

AlpArslan

May 10, 2016 03:12

Consider the fixed field of S_{n-1}, F.

AlpArslan

May 10, 2016 03:12

I tried to do this by induction: namely, let S_{n-1} < S_n.

AlpArslan

May 10, 2016 03:12

Then, L is the splitting field of a separable polynomial of degree n.

AlpArslan

May 10, 2016 03:11

Such that Gal(L/K) = S_n.

AlpArslan

May 10, 2016 03:11

I need to prove that if we have L/K a finite, Galois field extension.

AlpArslan

May 10, 2016 03:11

Hey guys. I just have a brief question.

AlpArslan

Apr 25, 2016 00:04

I just have a small question.

AlpArslan

Apr 25, 2016 00:04

Hello, everybody.

AlpArslan

Apr 22, 2016 11:50

And then basically, write a program to enumerate all of them.

AlpArslan

Apr 22, 2016 11:50

And, given a discriminant, I need to find bounds for the coefficients of such reduced indefinite forms.

AlpArslan

Apr 22, 2016 11:49

Basically, the definition I've got to use is that an indefinite form is reduced if the real centred circle passing through the roots of that form intersects the region {|z| >= 1, |Re(z)| <= 1/2}

AlpArslan

Apr 22, 2016 11:48

I just have a small question regarding the theory of indefinite binary quadratic forms.

AlpArslan

Apr 22, 2016 11:47

Hello everybody.

$Mathematics$ Set theory

Anything related to set theory. For instructions how to render...

AlpArslan

Feb 23, 2017 15:33

@MartinSleziak Mm, thank you for the help :), but I believe the question meant strict inequality.

AlpArslan

Feb 21, 2017 23:46

So, I need to try and show that ZFC+IC proves that the least worldly cardinal is less than the least inaccessible.

AlpArslan

Feb 21, 2017 23:45

Hey there, everybody. I just have a little question.

$Mathematics$ Linear & Abstract algebra

For any discussion concerning linear, abstract or even element...

AlpArslan

May 10, 2016 03:20

Hey guys. I just have a brief question.
I need to prove that if we have L/K a finite, Galois field extension.
Such that Gal(L/K) = S_n.
Then, L is the splitting field of a separable polynomial of degree n.
I tried to do this by induction: namely, let S_{n-1} < S_n.
Consider the fixed field of S_{n-1}, F.
By induction, assume that there is an f in F[t] of degree n-1 such that L is the splitting field of f.
Now, since F/K is finite, separable, it is also simple.
So, let F = K(\alpha), some \alpha.