Information Processing

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Steve Hsu
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Thursday, August 31, 2006

Erice is beautiful

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Having a wonderful time here. The mediterranean climate and light are as wonderful as I remember from many years ago. Susskind and Douglas h...
4 comments:
Monday, August 28, 2006

Spacetime topology change and black hole information

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I'm in Erice right now, so posting may (or may not) be interrupted depending on how exciting the talks are :-) hep-th/0608175 Spacetime ...
Sunday, August 27, 2006

More Shiller

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Get ready for more Robert Shiller, the Yale economist who called the tech bubble, coining the Greenspan-adopted term "irrational exuber...
1 comment:
Friday, August 25, 2006

Ouch!

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The graph below may soon be infamous. Thanks to a correspondent with access to expensive analyst newsletters :-) In case you can't read ...
2 comments:
Wednesday, August 23, 2006

Perelmania

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The New Yorker has a nice article on Perelman, his proof of the geometrization and Poincare conjectures, the politics surrounding the proof...
8 comments:

Pop!

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Bubbles last longer than you expect, and deflate faster than you expect. Has the US housing bubble finally popped? Will it be a hard, soft o...
3 comments:
Monday, August 21, 2006

On the volatility of volatility

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More than you might want to know about volatility of the S&P500 index in this research article I've written with my PhD student Bria...
2 comments:
Sunday, August 20, 2006

Invisible Asians

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Asian-Americans are invisible. We're not a minority group. At least not to the politically correct intellectual contortionists at the NY...
6 comments:
Saturday, August 19, 2006

Universities as economic engines?

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The Times article excerpted below quotes studies questioning the value of investing in universities as engines of economic growth. It seems ...
Wednesday, August 16, 2006

Portrait of a quant II

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Those funsters at Businessweek have another goofy bit about quants in their latest issue. (See their previous article Math Rules! and here ...
8 comments:
Tuesday, August 15, 2006

MIT vs Caltech: Nobel count

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[ 2015: Updated information . ] I learned from the Caltech News alumni magazine that 17 Caltech alumni have won the Nobel prize, versus 25...
13 comments:
Saturday, August 12, 2006

Put/call ratio and stat arb

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It looks like put/call volume ratios (suitably cleaned, subtracting market makers, etc.) have predictive value for the underlying stock. A m...
9 comments:
Wednesday, August 09, 2006

Theorist vies for poker title

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Former(?) particle theorist Michael Binger (PhD Stanford, perturbative QCD) is among the finalists at the 37th World Series of Poker in Las...
2 comments:
Tuesday, August 08, 2006

Economist on blogging professors

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Buried in the article , which is mainly about blogging economists (and mentions a number our favorites, like the two Brads, but unfortunatel...
9 comments:
Friday, August 04, 2006

A trillion dollar question

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Brad Setser notes that China's dollar reserves will soon surpass the trillion mark, if they have not already. Where to invest all those...
2 comments:
Tuesday, August 01, 2006

Globalization: theory and an example

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From Economist's View , excerpts from a recent paper by Harvard economist Richard Freeman on how globalization is affecting worldwide la...
4 comments:
Monday, July 31, 2006

Bang for the buck

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From Paul Kedrosky , the figure below was displayed by Microsoft's Craig Mundie at an analyst presentation. If the numbers are correct, ...
3 comments:
Saturday, July 29, 2006

Intellectual history

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I want to recommend a book I've been reading recently, The Eighth Day of Creation by H.F. Judson. It's the most detailed intellectu...
3 comments:
Tuesday, July 25, 2006

Fast fox evolution

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This Times article describes controlled (should I say directed?) breeding experiments on small mammals such as foxes and rats performed by a...
1 comment:
Saturday, July 22, 2006

Reich on China growth

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Via Economist's View . I think Robert Reich's view is a bit too rosy, although his points are all well taken. Regarding point (1), t...
1 comment:

Intelligence, nature and nurture

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Some new data on genetic vs environmental influences on IQ in this recent Times magazine article. Until recently, twins studies could only e...
4 comments:
Thursday, July 20, 2006

Plumbing for credit derivatives

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This Economist article describes backend problems in the rapidly growing market for credit derivatives. The idea of keeping track of billio...
1 comment:
Tuesday, July 18, 2006

Let the machines do it

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Via an intrepid correspondent... the Times covers numerous areas where human "experts" are outperformed by machine intelligence. O...
2 comments:

Mutants among us

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Prosopagnosia, or face blindness, affects a surprisingly large fraction (few percent) of the population. Those who suffer from it have diffi...
5 comments:
Monday, July 17, 2006

Sun Valley: Predators' Ball 2.0

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Herb Allen (of boutique investment bank Allen & Company) has traditionally run a summer retreat for the biggest movers and shakers in me...
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