Now you need to guess the variance and correlation between events, and if you ge... | Hacker News

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		smallnamespace on Oct 6, 2021 \| parent \| context \| favorite \| on: How to replace estimations and guesses with a Mont... Now you need to guess the variance and correlation between events, and if you get it badly wrong it ends up like CDOs in ‘08

shapefrog on Oct 6, 2021 [–]

Let the observed data do the work and remove the guessing by use pairs / trebbles etc. of past events in your simulation.

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