The q-variance challenge
by David from The Future of Everything on (#72GE9)
Can any continuous-time model, using no more than three free parameters, reproduce what may be the most clear-cut empirical property of variance, namely the parabolic relationship known as q-variance?
The competition was launched on 8 December 2025 by Wilmott magazine.
Prize:One-year subscription to WILMOTT magazine and publication of the technique.
Competition details: See the GitHub site.
Further model information:Q-Variance: or, a Duet Concerning the Two Chief World Systems. Wilmott 2025 (138)