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How to calculate the Akaike Information Criterion (AIC)
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How to declare ADFDistribution for AugmentedDickeyFuller in C# code
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Using the library in an open source project
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nmdev, the numerical method Java library, version 1.2.4 has been released
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Purpose of buying Numerical Methods using java....
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S2
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S2
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quantitative analyst
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senior executives/C-suites for a multi-family office
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JC on Change of Measure/Girsanov’s Theorem Explained2018-04-27
Very helpful, I've needed this explanation for 15 years!
Nic Santean on Change of Measure/Girsanov’s Theorem Explained2018-02-24
I believe there is a mistake in the above - most likely for the example of removing drift has been…
Giorgos Minas on Change of Measure/Girsanov’s Theorem Explained2018-02-15
Great description! Thanks a lot!
mahesh1234 on SuanShu is the Best Numerical and Statistical Library, ever!2018-01-22
I dont see the trail version of the license in 3.6.0 release. Can you please check? I also paid the…
Quantocracy's Daily Wrap for 11/19/2017 | Quantocracy on Transforming a QP Problem to an SOCP Problem2017-11-20
[…] Transforming a QP Problem to an SOCP Problem [Numerical Method] […]