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Quartz
  • Member for 11 years, 11 months
  • Last seen more than 6 years ago
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Monte Carlo, risk, QMC, statistical efficiency, high dimensional approximation...

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18
Introductory reading on Copulas
Jul 10, 2013
question
11
Metrics for covariance matrices: drawbacks and strengths
Jul 1, 2013
answer
6
What are some non-uniform random number generators not relying on uniform random number generators?
Sep 28, 2012
answer
6
Do quasi random number generators sample only uniform distribution?
Sep 28, 2012
answer
6
What's the difference between variance and standard deviation?
Oct 1, 2013
question
5
Mean Absolute Deviation of Student t distributions?
Jul 18, 2016
answer
4
Monte Carlo simulation vs. machine learning algorithms: what is the difference in application?
Feb 18, 2014
question
3
Kernel density estimation bandwidth Rule of thumb: 2.575 factor?
Oct 28, 2015
answer
3
Monte Carlo Integration for non-square integrable functions
Jul 1, 2013
answer
3
Can I use kernel density estimation when I only have histogram data, not the raw values?
Jul 12, 2013
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15
Covariance estimation: shrinkage, random matrix theory, what else?
14
Aligning \overline to "italics" font
10
Basel CVA VaR with R/WWR
8
What makes IRC a market risk?
8
Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo