search for: jdq

Hello, I am trying to estimate parameters of mean reverting process with jumps given by: dp=k(mu-p)dt+sigma*dz+Jdq where dp represents change in log of price, k is reversion factor, mu is long run level of price, sigma is standard deviation, and dq equals one with probability lambda if jump occurs and 1-lambda otherwise. J is jump size with mean muj and standard deviation delta. Therefore, when there is no jump...

I''m running Rails 3 and I''m trying to populate a table using rake db:fixtures:load, and I''m getting a "Could not find" file error. The table is called stores, and I''ve confirmed that it exists, and the data is in stores.yml in my test/fixtures directory. The command I''m running is rake db:fixtures:load FIXTURES=stores. The error message

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking