Category Archives: Uncategorized
There is some secret message hidden in this graph Let’s decode it Resulting in Wishing everyone a Happy New Year 2014, cheers!
In finance and investing the term portfolio refers to the collection of assets one owns. Compared to just holding a single asset at a time a portfolio has a number of potential benefits. A universe of asset holdings within the … Continue reading
Let’s look at the task of selecting a portfolio of stocks that optimize a particular measure of performance. In the structured product setting one might want to compose a portfolio to be used as a reference index for a derivative, with … Continue reading
In this post I like to illustrate the R package “ape” for phylogenetic trees for the purpose of assembling trees. The function read.tree creates a tree from a text description. For example the following code creates and displays two … Continue reading
Machine Learning and Kernels A common application of machine learning (ML) is the learning and classification of a set of raw data features by a ML algorithm or technique. In this context a ML kernel acts to the ML algorithm … Continue reading
Conic Finance This post recaps the interesting concept of conic finance in the context of incorporating bid-ask spreads onto the idealized models of markets that are originally neutral to risks. It draws from original papers on this topic by Dilip … Continue reading