Zamrik.com https://validator.w3.org/feed/docs/rss2.html Privacy Policy T. Zamrik Disclaimer Home Solar Magnetohydrodynamics: Solving Magnetic Diffusion in a Sphere The Neuron as a Density: Fokker–Planck with a Reset Heat Diffusion in an Iron Sphere — A FEniCSx Simulation Pricing a Gas Liquefaction Plant as a Real Option: An HJB Approach From Plasma to Game Theory: The Unlikely Journey of an SDE De Rerum Stochástica: Lucretius’s Random Swerve and the Birth of SDEs Two Worlds, One Price: Entropy and the Risk-Neutral Measure ABM or MFG? The Cases Where the Answer Is Not Clear Agent-Based Models in the Peanut Butter Industry Langevin Dynamics and Why They Matter in Finance CAD 530 a Month: What Your Car Insurance Premium Actually Pays For The Trade War Nobody Chose: Smoot-Hawley and the Model That Would Have Stopped It The Stagflation Trap: Optimal Monetary Policy as an HJB Problem Four Historical Decisions an ABM Would Have Changed The Mean Field Game of Mediocrity The Kelly Criterion — Why the Optimal Strategy Is Never Used What Agent-Based Models See That Regressions Miss When Neurons Forget: The Ornstein-Uhlenbeck Process in Neuroscience The Bookmaker’s Measure: Kelly, Martingale, and the Price of an Edge The Itô Integral: A Running Bet You Fix Before the Flip The Square Root That Keeps Rain Positive: CIR Processes in Weather Modelling Kelly, the Growth-Optimal Portfolio, and the Benchmark Approach to Option Pricing Integrating Oscillations: Filon vs Levin Markov Chains in Supermarket Management Euler–Maruyama vs Milstein: The Term That Matters The 1/√N Wall: Why Monte Carlo Is Slow, and What Beats It Cholesky vs Eigendecomposition: Two Ways to Sample Correlated Gaussians Solving the 2D Wave Equation with Spectral Methods The Neuron as an Ornstein–Uhlenbeck Process The Barrier Your Monte Carlo Never Sees When Sampling Faster Makes You Wrong The Best of 490 Backtests Is Noise A Coin With No Memory Still Looks Cold One Hundred Prisoners, Fifty Opens Everybody Wants the Cheap Plug Where the Force Vanishes Is Not Where It Rests The Bird Does Not Come Home The Urn That Decides Once The Road That Made Everyone Late The Tanks That Counted Themselves The System That Could Not Lose The Game That Remembered The Man Who Could Have Won the Nobel Twice When to Shoot The IQ Map That Filled Its Own Blanks Notebook