Contents

Uncorrelated coordinates in PCA

The geometric mean rate of return

Test if the sample mean is statistically significantly different from zero

Softmax sensitivity to temperature

Replicate Travis CI builds on your local machine

lazytable  A pythontabulate wrapper for producing tables from generators.

Multivariate Taylor's Theorem

Gigabyte RTX 3090 glmark2 score

Brownian bridge

Maximum likelihood estimation of geometric Brownian motion parameters

Principal component analysis  part two

Motivating the Poisson distribution

Principal component analysis  part one

Hypothesis testing for mathematicians

Generating finite difference coefficients

mlinterp  Fast arbitrary dimension linear interpolation in C++

Octave Financial 0.5.0 released

SDEs and Monte Carlo in Octave Financial

Closedform expressions for perpetual and finitematurity American binary options

Introduction to the FFT