These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
We present a novel mathematical formalism for the idea of a "local model" of an uncontrolled dynamical system, a model that makes only certain predictions in only certai...
A dynamic texture is a generative model for video that
treats the video as a sample from spatio-temporal stochastic
process. One problem associated with the dynamic texture
is t...