[R-SIG-Finance] LSPM - Unexpected Results

Mark Knecht markknecht at gmail.com
Mon Dec 27 19:07:13 CET 2010


On Mon, Dec 27, 2010 at 10:02 AM, Noah Silverman
<noah at smartmediacorp.com> wrote:
<SNP>
> It has found a solution that has a 100% probability of profit given the
> constraints.
<SNIP>

I don't know anything about that package but anytime I see a computer
program tell me there's a 100% chance of profit it's a big red flag
that I probably did something wrong.

That's just me though. ;-)

Cheers,
Mark



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