Published inQuant GuildWhen is the Matrix Product the Variance Covariance MatrixTo de-mean or not to de-mean — that is the questionMay 20May 20
Published inTDS ArchiveModeling Dependent Random Variables Using Markov ChainsCorrecting violations of independence with dependent modelsFeb 23, 2024A response icon1Feb 23, 2024A response icon1
Published inQuant GuildProbabilities of Arbitrary Transitions by Chapman-Kolmogorov EquationsDiscrete Homogenous or Stationary Markov ChainsFeb 12, 2024Feb 12, 2024
Published inQuant GuildExecutive Compensation DataFinancial Modeling Prep’s Executive Compensation DataJan 25, 2024Jan 25, 2024
Published inTDS ArchiveApplied Statistical Moments and Moment-Generating FunctionsMotivation, definition, and applicationsJan 22, 2024Jan 22, 2024
Published inQuant GuildIntuition Behind the Law of Large Numbers and Central Limit TheoremPrimary Notion and Applications in Probability EstimationDec 15, 2023Dec 15, 2023
Published inTDS ArchiveMaximum Likelihood Estimation of Parameters for Random VariablesModeling parameters by highest likelihood of observing dataDec 10, 2023A response icon1Dec 10, 2023A response icon1
Published inQuant GuildStockTwits’ Social Sentiment and Financial Analyst RecommendationsFinancial Modeling Prep’s Analyst Recs and Social SentimentNov 30, 2023Nov 30, 2023
Published inQuant GuildPredicting Stock Returns using StockTwits’ Social SentimentFinancial Modeling Prep’s Historic Social SentimentNov 25, 2023A response icon1Nov 25, 2023A response icon1
Published inQuant GuildThe Finite Difference MethodFirst-Order Forward Difference ApproximationsNov 22, 2023A response icon1Nov 22, 2023A response icon1
