John Parkhill

Many features of our society are an arbitrage at an equilibrium where the opportunity cost of human attention and shrewd judgement is playing a critical role in maintaining the status quo.

Views are my own and not those of any employer.

What a moment Welcome back.

This is not investment advice.

This is not investment advice.

This is not a crypto bull or bear case piece.

Views are my own and not those of any employer.

A clever friend of mine who still works at perhaps the most visible quantum computing industrial effort once described his efforts writing papers as “quantum storytelling”.

The basic operation of finance is to estimate distributions of forward values on assets, and buy/sell them accordingly.

The basic operation of finance is to estimate distributions of forward values on assets, and buy/sell them accordingly.

Solving multi-dimensional partial differential equations (PDE’s) is something I’ve spent most of my adult life doing.

Solving multi-dimensional partial differential equations (PDE’s) is something I’ve spent most of my adult life doing.

Time for a practical finance lesson for beginners.

Time for a practical finance lesson for beginners.

The Unbearable Lightness of Platforms I have used Macs exclusively to write code since The venerable PowerPC Mac Pro Tower that I used throughout the early years of my Ph.D.

The unreasonable usefulness of Stochastic DE’s Certain regions of science are unfortunately mired in formalism, despite the fact that they are invaluable.

The unreasonable usefulness of Stochastic DE’s Certain regions of science are unfortunately mired in formalism, despite the fact that they are invaluable.

Copulas in General A copula is a mathematical tool for drawing correlated samples from high dimensional distributions, when you know a lot about the one-dimensional marginal probabilities for a few variables but not as much about the correlated samples.

Suppose you would like to make a wager on a random outcome because you believe you know something about the probability of the outcome, for example that 265/365 days in a year will be cloudy in South Bend, Indiana.

3D-printing is becoming an increasingly ubiquitous tool.

Views are my own and not those of any employer.