Categories

• opinion 3
• tutorial 13
• probability 3
• inference 2
• information theory 1
• stochastic processes 4
• decision theory 2
• machine learning 5

opinion

• Recommended Reading
• The Importance of Random Sampling
• How to Become a Quant

tutorial

• All Scrabble Hooks for Three-letter Words
• Smoothing Data
• Getting Geographical Coordinates in R
• The Null Lineup
• Spline Derivatives
• Numerical Derivatives in R
• Single-Stock Circuit Breakers
• Processing TAQ Data
• Historical Market Capitalization
• Rejection Sampling
• Sampling from an Arbitrary Density
• Including Python Code in an R Package
• Including C Code in an R Package

probability

• Comparing Affine Linear Gaussian DAGs and Gaussian Graphical Models
• Bivariate Normal Expectation of Product of Squares
• Perfectly Correlated Random Variables

inference

• An Unbiased Estimator for Normal Standard Deviation
• Rejection Sampling Proof

information theory

• Method of Types

stochastic processes

• Expected Number of Steps of a Markov Process
• Volatility Profiles
• Estimating Stock Volatility
• The Black-Scholes Model

decision theory

• Minimax Set Example
• Resolving Stein's Paradox

machine learning

• Using a Spline Basis on Phoneme Data
• Comparing Classification Algorithms for Handwritten Digits
• Comparing Prediction Methods
• Ridge Regression Degrees of Freedom
• Comparing k-Nearest Neighbors and Linear Regression