Copula Example

Trying an introduction to copulas exercise, from (R-excerises), using the dataset (https://www.kaggle.com/datasets/gtouzin/samplestocksreturn) Exercise 1 We’ll start by fitting the margin. First, do a histogram of both Apple and Microsoft returns to see the shape of both distributions. returns <- read.csv("returns_00_17.csv") hist(returns$Apple) hist(returns$Microsoft) Exercise 2 Both distributions seems symmetric and have a domain which contain positive and negative values. Knowing those facts, use the fitdist() function to see how the normal, logistic and Cauchy distribution fit the Apple returns dataset. [Read More]

Random Number Generator

I wanted to generate a set of random numbers without resorting to the rand() function in excel. I didn’t want results to change each time I opened the file but I wanted a way to seed different values when needed. I found this paper by Michael Lampton, Space Sciences Lab, UC Berkeley: https://research.ssl.berkeley.edu/~mlampton/RandomSpreadsheet4.pdf The paper has a formula for producing a set of random values using a modulus function on a large number while maintaining portability of such randomly generated numbers between different software and hardware platforms. [Read More]

Math Sample

Using KaTeX

KaTeX can be used to generate complex math formulas server-side.

$$ \phi = \frac{(1+\sqrt{5})}{2} = 1.6180339887\cdots $$

$$ e^{i\pi} = -1 $$

Additional details can be found on GitHub or on the Wiki.

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