Contents

• Uncorrelated coordinates in PCA

  May 2, '23

• The geometric mean rate of return

  May 2, '23

• Test if the sample mean is statistically significantly different from zero

  Apr 28, '23

• Softmax sensitivity to temperature

  Nov 14, '22

• Replicate Travis CI builds on your local machine

  Sep 24, '22

• lazy-table - A python-tabulate wrapper for producing tables from generators.

  Sep 30, '21

• Multivariate Taylor's Theorem

  Jul 20, '21

• Gigabyte RTX 3090 glmark2 score

  Feb 8, '21

• Brownian bridge

  Sep 27, '20

• Maximum likelihood estimation of geometric Brownian motion parameters

  Sep 25, '20

• Principal component analysis - part two

  Dec 25, '19

• Motivating the Poisson distribution

  Dec 1, '19

• Principal component analysis - part one

  Nov 17, '19

• Hypothesis testing for mathematicians

  Nov 2, '19

• Generating finite difference coefficients

  Nov 2, '18

• mlinterp - Fast arbitrary dimension linear interpolation in C++

  Jun 19, '17

• Octave Financial 0.5.0 released

  Feb 2, '16

• SDEs and Monte Carlo in Octave Financial

  Dec 1, '15

• Closed-form expressions for perpetual and finite-maturity American binary options

  Mar 1, '15

• Introduction to the FFT

  Jan 1, '15