Blog
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Gigabyte RTX 3090 glmark2 score
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Brownian bridge
An introduction to the Brownian bridge along with an example application.
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Maximum likelihood estimation of geometric Brownian motion parameters
Derivation of the MLE for the drift and volatility of a GBM along with an example application.
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All of Statistics - Chapter 11 Solutions
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All of Statistics - Chapter 10 Solutions
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All of Statistics - Chapter 9 Solutions
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All of Statistics - Chapter 5 Solutions
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All of Statistics - Chapter 4 Solutions
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All of Statistics - Chapter 3 Solutions
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All of Statistics - Chapter 2 Solutions
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All of Statistics - Chapter 1 Solutions
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All of Statistics - Chapter 8 Solutions
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All of Statistics - Chapter 7 Solutions
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All of Statistics - Chapter 6 Solutions
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Principal component analysis - part two
In this follow-up post, we apply principal components regression to a small dataset.
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Motivating the Poisson distribution
The Poisson distribution is usually introduced by its PMF, but that's not very satisfying!
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Principal component analysis - part one
A bite-sized post on the purpose of PCA and the intuition behind it.
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Hypothesis testing for mathematicians
Most introductions to hypothesis testing are targeted at non-mathematicians... not this one.
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Generating finite difference coefficients
Generate the coefficients of an arbitrary finite difference stencil with this one weird trick!
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mlinterp - Fast arbitrary dimension linear interpolation in C++
A template metaprogramming header-only library for linear interpolation in C++.
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Octave Financial 0.5.0 released
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SDEs and Monte Carlo in Octave Financial
How to simulate stochastic differential equations (SDEs) and perform Monte Carlo integration using the GNU Octave Financial package.
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Pricing American binary options
Deriving closed form expressions American binary call and put prices.
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Introduction to the FFT
A tutorial on the theory of the discrete and fast Fourier transforms with examples in MATLAB.