Re: [anthroposophy] Re: Futures Market PAM On 4/8/03 1:13 am, "holderlin66" <holderlin66@...> wrote:

`--- In anthroposophy@yahoogroups.com, "starbirdgarden"`http://www.psiopsmanagement.com/course/business2.htm

<starbirdgarden@b...> wrote:

> Can't wait for your comments on this one! Poindexter ? DARPA ?

remember th=

> at logo

> with the all seeing eye atop the pyramid, overlooking the globe?

In Englis=

> h cockney

> talk ? "They're havin' a laugh!"

Bradford comments;

Dear Jan and friends. Firstly, as far as cutting edge goes, Steiner

was onto the equation, and I'm sure Jan and others can do a better

job, but the sanity, behind the insanity of betting on death,

terrorism and the idea of any regulations in this new Wall street

Pentagon market game, would move the whole world of betting into a

vast living and tracking of how incalculable gods handiwork is and

how to calculate it.

Take a look at the following.

This is very suspect, and I am far from convinced of it’s validity, although it may well be attempted.

http://www.rvscience.com/ring/psyring.htm

And further, Tolkien is dragged in.

On the other hand the PA that is described by Tolkien, the gold power ring is another kettle of fish. Gold is worshipped by humans, the elite control all money – gold by owning all the banks. People spend all their lives dreaming wishing and acting to achieve the meme of gold which is linked with the memes of Power, Money and Sex. It could be said that the majority of humanity worships the gold meme. This energy is voraciously eaten by negative memetic parasites controlling the world’s banks.

Quote from above site.

Tim Rifat is Europe's leading expert on remote viewing, psychic spying and Psi-warfare. As the only independent scientist in the field, he has had numerous articles already published, in Nexus Magazine, Alien Encounters, the X Factor... Tim has appeared on Channel 4, ITV, and BBC1, discussing remote viewing , as well as having appeared on numerous? other TV and radio shows, including, Steve Wright on Radio 2 and the Jeff Rense Show, the national US radio show.

Tim Rifat runs Paranormal Management Systems, the most comprehensive remote viewing training business in Europe. Remote viewing was developed by the superpowers, it is military clairvoyance and led to the development of remote sensing, remote influencing and telekinesis. Scientists in America have proved that telekinesis can influence machines. Books and Courses by Tim Rifat are found on www.psiopsmanagement.com.

A very suspect character and a lot of disinformation, but an interesting symptom.

Jan

Thi all has to do with the Black and Scholes equation for where the

disappearing matter goes in flame? Will the universe die through

energy entrophy? Can we predict instinct, impulse and urges by a

complicated equation? Steiner not only talked about the math involved

with this, but also has struggled with the mighty issue of calculable

and incalculable forces in the Michael Letters and elsewhere.

These include tapping Grace, inner vision, fluxs of spiritual visual

and even perhaps intercession or tracking the incalculable movements

of say, a manifest Free Initiate such as Christian Rosenkreuz. Or the

mysterious weight of the Resurrected Being, or beings who cannot be

measured as HE cloths himself and appears material, touchable,

weighable, but disappears, vanishes, by what energy equation can the

missing energy by accounted for. My lame understanding of Black

Scholes equation and its slip into the market of greed. In other

words, between the flame and matter something is lost which people

cannot calculate. Something of the fire of the spirit is unaccounted

for in matter, which makes the universe a renewable resource instead

of one that will reach a death through full stop entrophy. Entrophy

and the slender spin of the etheric heart that moves the world is

something that this Poindexter wanted to investigate and he had some

good math but suffered in the usual curiosity under Ahrimanic

Symptomology.

Can we not account for all variables of movement, and if we tie greed

and profit to it, that should get the secrets of the world out into

the open... but that is just the tip of some very number, measure,

weight and entrophy ideas trying to locate SPIRIT- Grace and Christ

in unpredictable acts of Freedom. So these acts themselves, as the

bumper stickers tell us, by practicing unpredictable acts of kindness

you Pay it forward. Which amounts to running currents of

unpredictable forces not based on greed and prophet, but on

incalculable factors of grace that come through human reality and

stand at the crossroads of the Spiritual World.

Something was not accounted for, like weighing the body after the

soul leaves it.. (don't get any idea kids that that is what Spiritual

Science is about) as a matter of fact, because Spiritual Science

requires thinking, and not just feeling, the idea that Poindexter and

the nutballs were were working with was something very much like

Nostroadamus and a Fire Initiation.

The Black and Scholes equation is a prediction piece of math, but you

have to remember that Nostrodamus went into quatrain trances and

probably had a Perian Initiation behind him when he read FIRE, FLAME

and tapped the stream of matter and prediction. Now this raises the

Persian Initiation science that has come alive in the Black and

Scholes equation. Here there is a Matter/Spirit exchange, somewhat at

the Salamander level. Nostradamus was a sensitive to such a fire

initiation. We find Salamandar forces in animals and instincts as

fiery forces of blood before the higher Ego comes about.

Imagine the Elemental salamander spirits, who carry matter over to

spirit etc.. being engaged and chained into Ahrimanic predictive

mechanisms. The gnome commmunity has been harnessed into the bits and

bytes system here on the silicon world where gnome traffic and Earth

weight, as in Ahriman's need to know... just where does the matter

go, after the flame burns it? The etheric demonization of etheric

elves and elemental forces of growth..changed to Orcs..modified and

price fixed... these are Whore of Babylon ideas and I know I must

always sound like a nut ball, but that is as close as I can come to

the Poindexter Futures Market..

Somehow this equation - Please hand me my Karnak turban - has also

become a method of nural mapping of trading in high powered market

games. I'm sure the following will all be clear to you. Not! But

somehow in this area... if you research yourself, you will find

something of this argument couched in lots of current seminars where

financial wizards gather to glean more chained elementals in service

of their wills. (not actually so far from the truth if you extend

this)

Financial market volatility Analysis Using Dynamic Programming.

Abstract One of the most important problems in modern finance is

computing implied volatility -- volatility implied by the value of

financial securities written on underlying assets, $S$, whose prices

are subject to uncertainty. In their Noble Prize (1997 in Economic

Science) winning work, Black and Scholes described such uncertainty

by a stochastic process:

dS = \mu S dt + \sigma S dW

where $W$ is a standard Brownian Motion, $\mu$ is the drift of $S$,

and $\sigma$ is the instantaneous standard deviation of $S$ which

specifies its volatility.

Black and Scholes Model has forever changed the way both

practitioners and theoreticians view the veluation of derivative

securities. Volatility is a measure of the ``riskness'' of an asset,

a stock, for example. The Black and Scholes theory assumes that the

volatility of a asset (stock) is the same at all times and will

remain the same in the future irrespective of the direction of price

movements. In practice, however, if we look at the implied volatility

of variety of derivatives on a single asset, a persistent pattern

emerges: there is a volatility smile, $\sigma = \sigma(S, t)$ rather

than a constant volatility $\sigma$.

This paper presented a dynamic programming technique to estimate

the unknown stochastic volatilities by solving the inverse problem

associated with the parabolic partial differential equation governing

risk neutral derivative security prices. This technique can be

applied in a very general multi-factor setting.

http://www.financewise.com/public/edit/energy/weatherrisk/wthr-

options.htm

The Black & Scholes Model

European Option Pricing

Fischer Black & Myron Scholes are 2 economist, who in 1973 published

a paper which redefined finance and derivatives, with "The Pricing of

Options & Corporate Liabilities" featured in the Journal of Political

Economy in May of that year. The piece is arguably one of the most

important papers within finance theory to date and allows us to price

various derivatives, including options on commodities, financial

assets and even pricing of employee stock options.

Continuing from a previous piece they had written the year before

with Robert Merton titled "The Valuation of Option Contracts and test

of Market Efficiency" and combining it with PhD thesis written by a

University of Chicago student, they developed an analytical model

which eventually led to the formula we now know; The Black-Scholes

Option Pricing formula, used as a closed form solution to price

European vanilla options.

The Assumptions Underlying the Model

1. No dividends are paid out on the underlying stock during the

option life.

2. The option can only be exercised at expiry (European

characteristics)

3. Efficient markets (Market movements cannot be predicted)

4. Commissions are non-existent

5. Interest rates do not change over the life of the option (and are

known)

6. Stock returns follow a lognormal distribution

The Model (Non-Dividend)

The basic inputs to price a European option on a non-dividend paying

stock is as follows:

S = Underlying stock price

X = Strike price

r = Risk free rate of interest

V = Volatility

T-t = Time to maturity

We can then apply these input variables into the following set of

equations to derive the price for a European call option on a non-

dividend stock:

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- Dear Jan and Friends:

Yes this is exactly the understanding I had, when once, long ago, I

also read Pot of Gold.. Crock of Gold, which is very different than a

Crock, called today when someone tells real lies, it is a Crock and

it was transformed from a Crock of Gold to a Crock of SH--.

I watched the undercurrent moral forces in the book as an bio-

regional mystery. At the time I was examining how Fort Knox and

concentrated, and gathered gold forces over the world created a moral

diffusion and altered the territory of gnomic and bio-regional

rulership and altered relationships to various etheric regional

forces.

Taking America off the Gold Standard in 1933 was immense, gathering

it in diverse locations out of the circulation of humanity as gold

and creating and tempting desire.. entered into Gold Jewlery where

the Silly Sentient Soul felt the need to wear this gold, these gold

chains as their connections to real gold were severed. The idea was

to be forced to come to the Risen Christ Forces of Gold and thereby

regain the Gold substance that can be exchanged in higher value where

Moth and Rust do not corrupt and these. Then there were these

quicksilver minds, mines, that are the new veins and ores where in

wisdom is shuttled through the Earth, via satellite and electronics

to home computers is the new gnomic highways, the ones that were once

seen by Miners in veins and ores where currents of Earth Intelligence

circulated the wisdom of the Earth.

Novalis was a miner and there are many, many tales of miners seeing

these gnomes, so much so, the Curdy and MCDonald could come near a

threshold where the moral and the gnomic world participated.

To these mysteries, we must apply both external logic and inner

science and know the world from different elemental perspectives and

the changes we make in the moral and etheric environment. Math and

physics as well as instinct and the Ahrimanic Agenda bring

connections to things that I think most people fail to approach. Even

if Black Jack, Gambling and Poindexter was on the cutting edge of

math insights, the way it has been portrayed veils deeper secrets

that naturally we hardly ever are warned about. That there are deeper

insights into all this that changes the entire eco-spiritual

dimension and imprisons and predicts not only instincts but elemental

and bioregional nets of electronic and other Haarp activities. Enough

so that even the migratory whales are thrown off course by

interference and human thinking directed because of the unanchored

Sentient hypnotic glaze of the media and imprisoning Economic

conditions.

Steiner argued against Entrophy and trapped, closed system energy,

because certain equations could reveal an unaccounted loss. So slowly

along the way unpredictable factors are slowly being hunted down and

the variables predicted, so that winning, instinct, gambling, weather

and the stock market, as well as human instincts or changing

variables of the elemental world in sea, sky, earth.. can be tracked

and hunted into a physics equation and harnessed as this internet

harness the gnomic community into enslaved labor and veins of silicon

infected electric currents instead of moral currents.

http://math.stanford.edu/Georgeb-day/speakers.htm

Ludwig Arnold (University of Bremen, Germany)

"Stochastic Climate Models"

An understanding of the origin of climatic variability and

stochasticity (as expressed by the positivity of the power spectral

density of climatic time series, measured or simulated) in the entire

spectral range from extreme ice age changes to seasonal anomalies is

a primary goal of climate research.

Klaus Hasselmann in his seminal 1976 paper attributed the

stochasticity observed in deterministic climate models to the fact

that the slowly responding "climate" components are forced by the

short time "weather" components in much the same way as a pollen

grain in a liquid is forced by the short time impact of the molecules

to yield Brownian motion.

Hasselmann's program of reducing complex deterministic climate models

to lower-dimensional stochastic models for the slow variables alone

has only been partly mathematically implemented. We present and

discuss the available mathematical techniques such as the method of

averaging, the Gaussian or linear diffusion approximation,

Hasselmann's nonlinear diffusion approximation recently made rigorous

by Yuri Kifer, and the theory of large deviations.

We discuss several toy examples and present a numerical case study of

the Lorenz-Maas coupled ocean-atmosphere model.

http://dpg.rz.uni-ulm.de/prog/html/aksoe_1.html

From financial data to physics models: A new science ?

Marcel Ausloos

University of Liege , B5 B-4000 Liege, Belgium

Econophysics is a science in its infancy, at the crossing roads of

physics, mathematics, computing and of course economics and finance.

It also implies human consideration or even sciences, because all

economics is ultimately driven by human decision. From this human

factor, econophysics has no hope to achieve the status of an exact

science, but it is interesting to discover what can be achieved,

trying try to push further away any limit, or discovering these

potential limits. The role of a physicist is to observe, measure,

analyze data, make theories based on models, predict and suggest ways

of verifying the theory or models. Much work has already been

published on various economic and financial ''problems''. Some brief

review will attempt to emphasize ''statistical physics modern ideas''

i. e. fractional Brownian motion and the scaling hypothesis in the

microscopic-like aspects, and self-organized complexity in the

macroscopic-like aspects.

Financial Markets: Memory Effekts and Forecasting

Michael Schulz

Abteilung Theoretische Physik, Uni Ulm, 89069 Ulm, Germany

Financial data such as asset prices show remarkable memory effects. A

well known phenomena is the volatility correlation function with a

characteristic relaxation time of an order of magnitude 102 trading

days. But also the price autocorrelation shows at short time scales a

significant memory. It will be demonstrated that this behavior is a

consequence of the complex dynamics at the financial markets which

can be described by a nonlinear Fokker-Planck equation allowing the

determination of the conditional probability distribution function

and some related critical exponents as well as the scaling behavior

observed in financial data.

Furthermore, it will be demonstrated that the memory effects can be

used for the prediction of the evolution of financial time series.

Especially the combination of Bayesian statistics and neural networks

allows a real forecasting of the volatility and the trend over 1-102

trading days.

AKSOE 1.4 Vortrag Mo 11:00 BAR/205

Neural Networks for Volatility Predictions

Friedrich Wagner

Institut für theoretische Physik, Universität Kiel, Leibnizstr., D

24098 Kiel

Neural nets can be used to predict the volatility averaged over one

month in the period 1990-2002 from the data in the years 1974 -1989.

Important for the application is the choice of the input data and

less important the net work architecture. An approach with neural

nets has the nice feature that upper and lower bounds can be

constructed. Technically the serious problem of over fitting has to

be solved.

The quality of the predictions is slightly better than the those from

a GARCH(1,1) model,which is considered as a bench mark model by

economists. Also the time structure of the volatility cluster is

studied and compared with the result from herding models.