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  • Stochastic Volatility models with applications to financial data

    I'm posting this because I don't know much about Stochastic Volatility. I've studied up on Stochastic Trend data, which comes into play if you are using cointegration analysis. I'm not sure where Stochastic Volatility stands but it may be a related and slightly overlapping category. by Vi...

    Tags: stochastic volatility, r

    3521 days ago

  • A Physicist in Wall Street

    This is a very ineteresting blog for the practical use of R and Rapid Miner for trading. There are some interesting new updates. However the learning curve is steep, however those instruments are state of the art and are very powerfull. You can consider some donnation to this site too.

    Tags: rapid miner, r

    3536 days ago