Wednesday, August 31, 2005

Simulate

I’ve been reading a lot of technical actuarial papers for a project I’ve been working on. I have designed a pretty cool way to run Monte Carlo simulations. It’s the sort of thing I could just as easily be doing for a lab class in college as for work.

I am reading about and looking up many mathematical and statistical principles and am in a new awe. Covariance, correlation, convolution and transformation. I am relearning properties that I am again finding fascinating. How the rules never bend, yet equations, properties, and situations somehow simplify from complex monsters. I am being reminded of why I am such a geek and love numbers. So beautifully dependable and objective. Their properties, amazingly complex but in the end beautiful for their simplicity and the elegance the way everything can come together.

1 comment:

ZP said...

hmm....