摘要： 1. Task: Use MC to estimate EY using 100000 replications and construct 95% CI (P(|Z| < 1.96) ≈ 0.95, i.e., 95% of time EY in this interval, e.g., Z = 阅读全文

摘要： 1. One-Dimensional Discrete rv 1.1 Finite 1.1.1 Uniform rv U(0,1) function X = GenerateVariable(p1, p2, dt1, dt2) % X = dt1 with p1, X = -dt2 with p2, 阅读全文

摘要： 1. Two-dimensional Wiener Process dS1 = r·S1·dt + σ1·S1·dW1 ; and dS2 = r·S2·dt + σ2·S2·dW2 Solutions: St = S0·exp[(r - σ2 /2 )·t + σ·Wt] 1.1 No Corre 阅读全文

摘要： 1. Cointegrated VAR and Vector Error Correction Model (VECM) 1.1 传统VAR要求variables是stationary，实际上不同股票会被同样基本面驱动。若按常规，在cointegrated series的背景下use first d 阅读全文

摘要： 1. Linear and Log-Linear Trend Model 1.1 Assumptions: (1) E[ε] = 0; (2) ε is normally distributed; (3) E[ε2] = σ2 const; and violation of this is call 阅读全文

摘要： 1. Cointegration n×1 vector yt of time series is cointegrated if each series individually integrated in the order d (d = 1, nonstationary unit-root pr 阅读全文

摘要： US Cities Distribution Network 1.1 Task Description Nodes: Cities with attributes (1) location, (2) population; Edges: Connections between cities with 阅读全文

摘要： 1. Edge Attributes 1.1 Methods of category 1.1.1 Basic three categories in terms of number of layers as edges or direction of edges: import networkx a 阅读全文

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摘要： Berkshire Hathaway (The most expensive stock ever in the world) 1.1 Download data require(quantmod) data_env <- new.env() getSymbols(Symbols = 'BRK-A' 阅读全文