Voices in my head in an S4 universe

One of the motivations for S4 physics was objective metaphysics.  I have exerted an enormous amount of personal effort to understand this through my own metaphysical or internal experiences.  Standard three-dimensional physics would suggest that all internal experiences are due to brain activity but I believe that this is an experience in a four space … More Voices in my head in an S4 universe

Why international law does not really matter in realpolitik of Gaza slaughter

Ancient skepticism of Sextus Empiricus has the concept of skepticism as a sort of equilibrium of different positions which lead to a calmness of mind, ataraxia. International law is impotent if enforcement is not feasible. This has been the guiding principle of Zionist geopolitics from the very beginning, and therefore it is natural to conjecture … More Why international law does not really matter in realpolitik of Gaza slaughter

Natural human empathy?

During 2009 I reacted emotionally to the people killed in Gaza. This time around, I reacted with a detached sympathy. I realized that empathy for human suffering is not natural at all. It is a conditioned response. We are programmed by ideology and external factors. The various mythologies of tribes, of ‘us’ versus ‘them’ that … More Natural human empathy?

What is volatility reprise

Physicists Challet and Zhang had produced a statistical physics type model ‘Minority Game’ where individual agents choose between two strategies based on past performance.  With their model they could explain long-range correlations in volatility.  Here is a paper: MarsiliMinorityGameModel.  In my opinion, this is a good direction.  The vague analogy for volatility is a sort … More What is volatility reprise

Steps toward long memory arbitrage

The main technical issue for long memory stochastic volatility models that I have resolved theoretically is that the Donoho-Johnstone wavelet thresholding method can be used for optimal filtering in a Besov space for the noisy observations of log-stochastic volatility.  This I have implemented using the R package wavethresh.  The functions ‘wd’, ‘threshold.wd’ and ‘wr’ are … More Steps toward long memory arbitrage