Archive

2024  3

November  1

Experience Rating With Exponential Smoothing

November 1, 2024 · Erik Dains

September  1

Trending Filtering using CVXPY

September 15, 2024 · Erik Dains

August  1

Ergodicity Breaking and the Coin Toss Game

August 3, 2024 · Erik Dains

2023  1

February  1

Simulation of Stochastic Processes

February 10, 2023 · Erik Dains

2022  2

July  1

Integer Programming for Daily Fantasy Sports

July 6, 2022 · Erik Dains

May  1

Decomposing Volatility: Continuous and Jump Component

May 11, 2022 · Erik Dains

2021  11

December  2

Exploring the Kelly Criterion: The Multi-Period Problem

December 18, 2021 · Erik Dains

Exploring the Kelly Criterion: Drawdown

December 8, 2021 · Erik Dains

August  3

Clustering ETFs for Optimally Diversified Portfolio

August 28, 2021 · Erik Dains

Stochastic Volatility Models in Stan

August 7, 2021 · Erik Dains

Moving my Data to Amazon Web Services

August 5, 2021 · Erik Dains

June  1

A Note on Hugo

June 27, 2021 · Erik Dains

May  1

Monte Carlo Methods for Option Pricing and Greeks

May 1, 2021 · Erik Dains

April  1

Mixture Density Network for Forecasting Realized Volatility

April 7, 2021 · Erik Dains

March  2

Bayesian Autoregressive Volatility Forecasting

March 17, 2021 · Erik Dains

Comparison of Volatility Estimators

March 7, 2021 · Erik Dains

January  1

A Most Diversified ETF Portfolio

January 7, 2021 · Erik Dains