Blog
I maintain a blog of my thoughts and my work. It serves to summarize and consolidate my ideas for my own future reference. Maybe some of you out there will find it useful, too. The posts are listed below.
- 06 Oct 2013 » Getting Geographical Coordinates in R
- 08 Aug 2013 » Recommended Reading
- 23 Jun 2013 » The Null Lineup
- 03 Apr 2013 » Spline Derivatives
- 27 Mar 2013 » Using a Spline Basis on Phoneme Data
- 15 Mar 2013 » Bivariate Normal Expectation of Product of Squares
- 27 Feb 2013 » Comparing Classification Algorithms for Handwritten Digits
- 19 Feb 2013 » Minimax Set Example
- 17 Feb 2013 » The Importance of Random Sampling
- 16 Feb 2013 » Comparing Prediction Methods
- 15 Feb 2013 » Ridge Regression Degrees of Freedom
- 12 Feb 2013 » Numerical Derivatives in R
- 07 Feb 2013 » Expected Number of Steps of a Markov Process
- 29 Jan 2013 » Comparing k-Nearest Neighbors and Linear Regression
- 20 Jan 2013 » Resolving Stein's Paradox
- 14 Jan 2013 » Single-Stock Circuit Breakers
- 10 Jan 2013 » Processing TAQ Data
- 08 Jan 2013 » Volatility Profiles
- 05 Jan 2013 » Historical Market Capitalization
- 30 Dec 2012 » Estimating Stock Volatility
- 29 Dec 2012 » An Unbiased Estimator for Normal Standard Deviation
- 28 Dec 2012 » The Black-Scholes Model
- 10 Dec 2012 » Method of Types
- 27 Nov 2012 » Rejection Sampling
- 24 Nov 2012 » Rejection Sampling Proof
- 20 Nov 2012 » Sampling from an Arbitrary Density
- 17 Nov 2012 » Perfectly Correlated Random Variables
- 17 Nov 2012 » Including Python Code in an R Package
- 17 Nov 2012 » Including C Code in an R Package
- 16 Nov 2012 » How to Become a Quant