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Latest Post: How to calculate the Akaike Information Criterion (AIC)

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How to calculate the Akaike Information Criterion (AIC)
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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!
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[…] Transforming a QP Problem to an SOCP Problem [Numerical Method] […]

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