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Cristián Antuña

Currently RTB Data Scientist, previously in Finance. Use Python and C++, trying to grasp Fortran...

Interested in programming, probability, statistics, finance & numeric methods

https://sites.google.com/site/pretiumiustum/

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Top posts (10) All Questions Answers | Votes Newest

5 AR(q) model with F-test Jan 16 '15
5 Show that $\min(U,1-U)$ and that $\max(U,1-U)$ are uniform Jan 18 '15
5 Relation between variance of eigenvalues and the effectiveness of PCA on the data Mar 26 '15
4 Why doesn't my Wiener process simulation work? Feb 27 '15
4 Significance of $1$ in the model: $Y_i=1[B_0+B_1X_i\geq \epsilon_i]$ in Binary Choice Model? Apr 15 '15
3 Deriving Density Function (pdf) from Distribution Function (cdf) Apr 15 '15
3 How do I relate the std deviation of the step size, to the stdev of the endpoint of a brownian motion, if the step sizes are multiplied by a function Jan 23 '15
1 Maximum likelihood of constrained distribution Mar 30 '15
0 Testing for identical response Aug 13 '18
0 References for this ARMA two step method estimation May 8

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