2015

07-02 Desiderata
06-24 Quote for the day
06-14 Quote for the day
06-14 MCMC for Item Response Models
06-11 Bayesian Model for Capture-Recapture Data
06-10 AR(2) estimation in WinBUGS and JAGS
06-07 Understanding the Metropolis-Hastings Algorithm
06-06 “Life is good” founder
06-06 The BUGS project : Evolution, critique and future directions
05-31 Dennis Lindley Reflections
05-31 Bayes’ Rule - A Tutorial Introduction to Bayesian Analysis : Book Review
05-18 Technique to learn something new
05-17 R Packages : Book Review
05-14 Quote for the day
05-10 Wear Sunscreen
05-10 Trade Classification : A Bayesian Approach
05-09 Spectral density of point processes
05-09 Inferring Trade Direction Revisited
05-03 Rise of Quants - Again
05-03 Modeling Trades-Through in a Limit Order Book
05-03 Modeling Civilian Deaths in Iraq
05-03 Mini Projects on Hawkes processes
05-03 Bitcoin Trade Arrival Modeling
04-28 ACD–Modeling Irregular Spaced Transaction Data
04-26 FBI report on “Flash crash” Fraudster
04-23 Simulating univariate Hawkes’ by thinning
04-22 MLE of Hawkes' self-exciting point processes
04-19 Virtu goes Public
04-19 Simulating NHPP in R
04-19 Play @ Bandra
04-16 Résumé virtues & Eulogy virtues
04-15 Order Flow, Transaction Clock, and Normality of Asset Returns
04-14 Why is Poisson process, a very special process
04-14 Queueing Systems : Volume I
04-13 Quote for the day
04-12 Quote for the day
04-12 Quantitative Trading with R : Book Review
04-11 Math is forever
04-09 The need for a Bayesian wrapper
04-08 The Big Reset : Book Review
04-04 Why is Life expectancy at birth in Monaco ~90 years
04-02 Hawke’s Process in a Marketing Context
03-29 The Glass Cage : Book review
03-29 If Truth Be Told
03-28 Digital Dice : Book Review
03-21 Quote for the day
02-22 Use of Continued Fractions for Laplace Transforms
02-20 Inverting Laplace Transforms in R
01-26 Parrondo’s Paradox : Can two wrongs make it right
01-26 Effortless learning is a dangerous illusion