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kurtosis
  • Member for 1 year, 4 months
  • Last seen more than a month ago
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About

PhD statistician with significant optimization and computational game theory exposure. Published researcher on financial econometrics and market microstructure. Algorithmic trader and recovering academic. Analyzing difficult data and forecasting for over 25 years.

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All Questions Answers Articles
Votes Newest
8
Examples of Simpson's Paradox being resolved by choosing the aggregate data
Jul 23 '20
8
R-squared is equal to 81% means what?
Jul 23 '20
4
Why isn't simulation showing that ridge regression better than linear model
Jul 24 '20
4
Which summary statistics are always nonnegative? [just for fun]
Jul 28 '20
4
In comparison with a standard gaussian random variable, does a distribution with heavy tails have higher kurtosis?
Jul 29 '20
3
Is there a detailed explanation on why multiple population sampling distributions use difference for mean and proportion, while ratio for variances?
Aug 6 '20
3
LMM: fixed effect significant in complex model, but not in reduced model
Aug 6 '20
3
How regression adjusts categorical variables?
Aug 8 '20
3
Finding anomaly using statistical distributions
Aug 10 '20
3
Nonparametric theory textbook(s)?
Aug 13 '20
Top network posts
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34
How is it possible that these deep ITM stock options on DISH went from 52,000 volume, 550 open bids, 550 open asks to being completely dead overnight?
18
Given one ISIN, how can I get the list of all the stock exchanges on which it is traded, along with its ticker symbols if any?
12
Theoretical justification for technical analysis
9
What are modern algorithms for trade classification?
8
Difference between a warrant and an option?

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