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Alex Craft's user avatar
Alex Craft's user avatar
Alex Craft's user avatar
Alex Craft
  • Member for 7 years, 6 months
  • Last seen more than 1 year ago
12 votes
1 answer
2k views

Why is an unbiased random walk non-ergodic?

3 votes
2 answers
2k views

Predict Probability Distribution with Neural Network or Monte Carlo

3 votes
1 answer
150 views

Can the temperature of neural network be used to calculate probability distribution?

3 votes
1 answer
448 views

Why Pareto distribution has pointy head? How its symmetrical version looks like?

2 votes
0 answers
111 views

Measure how good is the discrete approximation of continuous random process?

2 votes
0 answers
246 views

Differential Equation Prediction Model for Future Revenue

1 vote
1 answer
63 views

Past price data has predictive power, it's not 50/50

1 vote
0 answers
26 views

Human interpretable Neural Networks?

1 vote
1 answer
567 views

Do stock price changes follow Pareto Distribution? [closed]

1 vote
1 answer
238 views

Incremental update of Normal Distribution

1 vote
0 answers
30 views

Visualise high dimensional data - returns of n-asset portfolio as 2D plot, like heatmap?

1 vote
1 answer
37 views

Why correlation changed to 100% after normalising variables as ratios?

1 vote
0 answers
93 views

Robust sum of non-independent random variables

1 vote
0 answers
86 views

How to fit Markov Chain on price time series?

0 votes
0 answers
54 views

Sample conditional multivariate random variable?

0 votes
0 answers
31 views

Predict vector of random variables from historical data?

0 votes
0 answers
108 views

Robust Statistics for Finance with focus on Outliers

0 votes
0 answers
66 views

Use both historical prices and fundamentals data for predicting portfolio profit?

0 votes
1 answer
121 views

Why bayesian needs prior and neural net does not? [closed]

0 votes
0 answers
45 views

Is option surface same as future price probability surface?