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 [...]