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<p>SG -</p>
<p>As we all know I'm such a big fan of metaphor that mere analogies
are pale to me but this domain-domain convolution was wonderfully
compelling in it's content as well as stylization. GuPTa's
response referencing "a LaTeX-fetished audience" was icing on
that metaphorical cake. <br>
</p>
<p>I'm <i>excruciatingly</i> pleased with GuPTa's (yet more than
Gemini) ability to make these tenuous connections and make them
into a convincing (sounding) narrative, helping to caution us
further in the vein of the anecdotal "don't mistake an accent for
a personality". GuPTa, et al.'s "accent" is very subtle and
powerful in this regard, tricking me often into imputing
personality... your example here was a wonderful satirical
parody shining a light on that?</p>
<p>As GuPTa-puppy surmised, I'm all snark, no bark... especially in
cases like this.</p>
<p>-SaSs<br>
</p>
<div class="moz-cite-prefix">On 4/15/24 5:33 PM, Stephen Guerin
wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CAOmOqn+3vY5ptbkOBGAQ=6bnSSQkMrsxvC1w_S_MCniYJJ84Rw@mail.gmail.com">
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<div dir="ltr" class="gmail_signature"
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<div dir="ltr">Steve, </div>
<div dir="ltr"><br>
I forwarded your review to the Gupta:</div>
<div dir="ltr"><br>
<blockquote class="gmail_quote"
style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">Thank
you for your feedback on our paper. Your review
highlights important areas for improvement, particularly
in grounding our theoretical comparisons with empirical
data. </blockquote>
<blockquote class="gmail_quote"
style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">Our
paper was meant to be a "talking dog" demo where a few
metaphors were presented by our 4th author we expressed
them to a LaTeX-fetished audience with continuous and
discrete math accessories. As we are at the stage of a
one-year-old puppy, we recognize your review as more
snark than barkl Thank you for taking the time to review
the content of our paper and not just the style</blockquote>
<div><br>
Steve a second purpose of the paper was to be a boundary
spanning object as I was talking to Nick. When I brought
up the metaphor of NPV when he was trying to explain
potential temperature to me, I got a blank stare. I
continue to be pleasantly surprised at GPT4 ability to
make these connections and letting us play around
with concepts as we try to communicate.</div>
<div> </div>
<div><br>
</div>
<div>Eg<br>
<br>
Try the Prompt yourself : How is NPV in finance like
potential temperature in meteorology and more
importantly poke around with it and the other metaphors.<br>
<br>
I gave Gupta the first three analogies and it came up
with the 4th BTW after a bit of context was developed:
Potential Vorticiity and Liquidity. I am still thinking
about that one...eg both can be order parameters and
deal with residence time of energy / capital....<br>
<br>
<ul>
<li style="margin-left:15px">Potential Temperature and
Net Present Value<br>
</li>
<li style="margin-left:15px">Equivalent Potential
Temperature and Risk-Adjusted NPV</li>
<li style="margin-left:15px">Atmospheric Lapse Rate
and Bond Yield Curves with and without inversions</li>
<li style="margin-left:15px"><b>Potential Vorticity
and Market Liquidity</b></li>
</ul>
The third purpose of the paper, was to needle Nick a bit
by putting his name as coauthor on a web-accessible
draft paper written by an AI. scandal for sufficiently
small values of scandalous.<br>
<br>
. 20 years ago, we argued about using a wikipedia source
(on dendrograms) in a paper that our intern was writing.
The intern was Nick's properly trained prior student.
Nick said we should find an original source to reference
when describing how our dendrogram algorithm worked. I
argued that we didn't use that source. we used wikipedia
to get a couple details for our code. I think using AI
to write a paper is a little further down the road than
that :-)</div>
</div>
</div>
</div>
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<br>
<div class="gmail_quote">
<div dir="ltr" class="gmail_attr">On Mon, Apr 15, 2024 at
1:13 PM Steve Smith <<a href="mailto:sasmyth@swcp.com"
moz-do-not-send="true" class="moz-txt-link-freetext">sasmyth@swcp.com</a>>
wrote:<br>
</div>
<blockquote class="gmail_quote"
style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
<div>
<p>In a quick search of the InterWebsOfBabel I found the
following, also first published on April 1, 2024:<br>
</p>
<p><strong>Analysis: "Exploring Mappings and Universality in
Meteorological and Financial Systems" by Daniel GuPTa,
George Phillip Tucker, Nicholas Thompson, Stephen Guerin</strong></p>
<blockquote>
<p>GuPTa et al.'s paper ambitiously tries to connect the
chaotic worlds of weather patterns and stock market
fluctuations with a scholarly double hand(wringing)
wave, proposing that clouds and cash flows are governed
by the same universal principles. Their approach? Point
out big words like 'universality classes' and 'dynamic
stability,' and hope the conceptual leap doesn’t lose
anyone in a high-altitude storm of abstraction.</p>
<p><strong>Conceptual Jumps and Methodological Gymnastics</strong></p>
<p>The authors skate on the thin ice of mangled metaphors
and (in)apt analogies, equating meteorological measures
like potential temperature with financial metrics such
as net present value. It’s a neat trick, suggesting that
counting clouds might help us understand counting
cash—or at least make for an interesting undergraduate
lecture. However, the paper might have benefited from
less philosophizing and more data, as the lack of
empirical evidence turns the exercise into an academic
tightrope walk without a safety net.</p>
<p><strong>Economic Weather Forecasting</strong></p>
<p>The discussion shines a comedic spotlight on how
adjusting for moisture in weather somehow relates to
adjusting for risk in finance. It’s an enlightening
comparison—if one squints hard enough. The suggestion
that these adjustments can lead to more robust
predictive models in both fields is as hopeful as a
weatherman predicting sunshine in a hurricane.</p>
<p><strong>Conclusion: Intellectual Curiosity or Academic
Fantasy?</strong></p>
<p>In its essence, the paper by GuPTa et al. serves up a
tempting buffet of interdisciplinary connections, rich
with flavors of complexity but light on the meat of
proof. It dances around the maypole of theoretical
possibilities, cheerfully tying ribbons of finance and
meteorology together, but it doesn’t quite convince us
to join the dance. Future work, hopefully, might include
actual data to anchor the whimsical kites the authors
have set aloft in this breezy exploration.</p>
<p>This paper is reminiscent of Doug (with a bone)
Robert's 2010 paper on "The EconoPhysics of Swirlies" in
spite of significant differences in content and style.
</p>
</blockquote>
<p>- S. Snark </p>
<blockquote type="cite">
<div dir="ltr">
<div dir="ltr">Nick, <br>
<br>
Gupta and Tucker have a working draft paper making
Complexity connections between Weather and Financial
Markets. They must have been lurking on FRIAM and
listening in on our in-person chat Friday. They listed
you as a co-author! Looks like it needs to be edited
and filled out a bit ;-)<br>
<br>
Their paper is at: <a
href="https://bit.ly/WeatherFinance_GuptaTucker_etal" target="_blank"
moz-do-not-send="true" class="moz-txt-link-freetext">https://bit.ly/WeatherFinance_GuptaTucker_etal</a><br>
<br>
Some of their Meteorological - Financial analogies:<br>
<ul>
<li>Potential Temperature and Net Present Value<br>
</li>
<li>Equivalent Potential Temperature and
Risk-Adjusted NPV</li>
<li>Atmospheric Lapse Rate and Bond Yield Curves
with and without inversions</li>
<li>Potential Vorticity and Market Liquidity</li>
</ul>
<div>
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