Notebooks

Interactive Implementation of notebooks I written here

MLE & Fisher Information

Maximum Likelihood Estimation and Fisher Information explained

Open
GARCH Model

Volatility modeling demo with interactive controls

Open
Newton-Raphson

Newton-Raphson Iterative Optimization

Open
GLM

Generalized Linear Model explained

Open
Kelly Criterion

How much fraction of money should you bet?

Open
Quantile Regression

Robust regression for heteroskedastic data

Open