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