Subsequences
Theory of Analysis Project
Jason Chen
The Proofs We Know and Love
A simple proofs essay using basic theorems while trying to get a grasp on LaTeX
Michael Asper
Machine Learning for Trading
Document describing basic economic and statistical analysis and how to apply them to machine learning
Ryan Babaie and Neil Hardy
Cour 1 ere AS
Cour 1 ere AS
khaled
Resolução 3.9-b
Resolução
Guilherme Baumgratz Figueiroa
Bayes' Theorem in Baseball
A basic understanding on Bayes' theorem and how to apply it to baseball statistics.
Christopher Amici
Markowitz Portfolio Optimization Theory and Application
Suppose you have a data matrix comprised of several stock options over a set period of time. How do you choose the optimal collection of stocks such that you maximize your returns for a given level of risk? What Markowitz found was an elegant equation.
What we realized rather quickly is there does not exist a closed form solution to this problem. Instead we use the tried and tested linear approximation. By transforming this problem into Matrix multiplication, we are able to quickly and (with desired accuracy) approximate the optimal solution, using only linear algebra.
ymxu
IEOR 6613 - Optimization
Homework for IEOR 6613
Sahil Bhatia
Congruences
Fast exponentiation
Marshal