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ch-pub

MS Mathematical Finance graduate from Boston University.

Finance, engineer, cybersecurity.

Previously quantitative analyst in structured products group at fixed income money manager.

Currently Security Customer Advisor, providing dedicated guidance to clients on vulnerability management program execution, from high-level planning to technical details.

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  • Member for 6 years, 11 months
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  • Last seen May 14 '20 at 18:21

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24 Consequences of modeling a non-stationary process using ARMA? Jun 27 '14
12 Lag order for Granger causality test Jul 15 '14
6 Is my OpenBUGS / WinBUGS model well specified? Oct 5 '14
5 High p-values for logistic regression variable that perfectly separates? Jun 9 '14
4 Spread-Level Plot versus Power Transformation Functions in R Aug 19 '14
2 Logistic Regression doesn't converge if I use a particular baseline Jun 20 '14
2 Unbiased Estimator of Days Until Completion? Jul 23 '14
2 Retreiving Integrated Fitted Data from Stationary Fitted Data Aug 4 '14
1 Inverse Differencing and ARIMA Model Equivalence Jul 16 '14
1 Difference between identity and diagonal covariance matrices Sep 22 '14
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