Quantitative Meditations Math, CS, Data

Hi, I’m David. This blog is about mathematics, computer science, and data analysis. They make for a dangerously powerful combination, and I strive to continually develop my expertise in all three.

The posts listed below include tutorials, solved math problems, practical advice, and other thoughts.

Posts

• 21 Dec 2014 » All Scrabble Hooks for Three-letter Words
• 21 Sep 2014 » Comparing Affine Linear Gaussian DAGs and Gaussian Graphical Models
• 13 Oct 2013 » Smoothing Data
• 06 Oct 2013 » Getting Geographical Coordinates in R
• 08 Aug 2013 » Recommended Reading
• 23 Jun 2013 » The Null Lineup
• 03 Apr 2013 » Spline Derivatives
• 27 Mar 2013 » Using a Spline Basis on Phoneme Data
• 15 Mar 2013 » Bivariate Normal Expectation of Product of Squares
• 27 Feb 2013 » Comparing Classification Algorithms for Handwritten Digits
• 19 Feb 2013 » Minimax Set Example
• 17 Feb 2013 » The Importance of Random Sampling
• 16 Feb 2013 » Comparing Prediction Methods
• 15 Feb 2013 » Ridge Regression Degrees of Freedom
• 12 Feb 2013 » Numerical Derivatives in R
• 07 Feb 2013 » Expected Number of Steps of a Markov Process
• 29 Jan 2013 » Comparing k-Nearest Neighbors and Linear Regression
• 20 Jan 2013 » Resolving Stein's Paradox
• 14 Jan 2013 » Single-Stock Circuit Breakers
• 10 Jan 2013 » Processing TAQ Data
• 08 Jan 2013 » Volatility Profiles
• 05 Jan 2013 » Historical Market Capitalization
• 30 Dec 2012 » Estimating Stock Volatility
• 29 Dec 2012 » An Unbiased Estimator for Normal Standard Deviation
• 28 Dec 2012 » The Black-Scholes Model
• 10 Dec 2012 » Method of Types
• 27 Nov 2012 » Rejection Sampling
• 24 Nov 2012 » Rejection Sampling Proof
• 20 Nov 2012 » Sampling from an Arbitrary Density
• 17 Nov 2012 » Perfectly Correlated Random Variables
• 17 Nov 2012 » Including Python Code in an R Package
• 17 Nov 2012 » Including C Code in an R Package
• 16 Nov 2012 » How to Become a Quant