Time series | Mathematical finance
Cointegration is a statistical property of a collection (X1, X2, ..., Xk) of time series variables. First, all of the series must be integrated of order d (see Order of integration). Next, if a linear combination of this collection is integrated of order less than d, then the collection is said to be co-integrated. Formally, if (X,Y,Z) are each integrated of order d, and there exist coefficients a,b,c such that aX + bY + cZ is integrated of order less than d, then X, Y, and Z are cointegrated. Cointegration has become an important property in contemporary time series analysis. Time series often have trends—either deterministic or stochastic. In an influential paper, Charles Nelson and Charles Plosser (1982) provided statistical evidence that many US macroeconomic time series (like GNP, wages, employment, etc.) have stochastic trends. (Wikipedia).
Can You Define the Immeasurable?
What is infinity? Can you define something that, by definition, has no boundaries? A subject extensively studied by philosophers, mathematicians, and more recently, physicists and cosmologists, infinity still stands as an enigma of the intellectual world. We asked people from all walks of
From playlist Mathematics
A mathematics bonus. In this lecture I remind you of a way to calculate the cross product of two vector using the determinant of a matrix along the first row of unit vectors.
From playlist Physics ONE
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Peter Kempthorne This is the last of three lectures introducing the topic of time series analysis, describing cointegration, cointegrated VAR model
From playlist MIT 18.S096 Topics in Mathematics w Applications in Finance
Application of Time Series Analysis to Finance by Sankarshan Basu
Program Summer Research Program on Dynamics of Complex Systems ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATE : 15 May 2019 to 12 July 2019 VENUE : Madhava hall for Summer School & Ramanujan hall f
From playlist Summer Research Program On Dynamics Of Complex Systems 2019
What is a Solar Eclipse? | Total Solar Eclipse | Exploratorium
Join Exploratorium astronomer, Dr. Isabel Hawkins, and Exploratorium educator, Liliana Blanco, as they explain the celestial mechanics of a total solar eclipse. Through demonstrations, they show how the moon, sun and earth align to create the cosmic coincidence that is a total solar eclips
From playlist Total Solar Eclipse
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http://www.nottingham.ac.uk/cmmb/people/etienne.farcot
From playlist Mathematical Shenanigans
A solar system, a simulation made with Excel
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From playlist Physics simulations
What is the difference between theoretical and experimental physics?
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From playlist Science Unplugged: Physics
Pacific Northwest Scala 2013 Akka in Production: Our Story by Evan Chan
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From playlist Pacific Northwest Scala 2013
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From playlist Science Unplugged: Physics
Bilahari Kausikan on “How to Think About Southeast Asia”
Ambassador Bilahari Kausikan, one of Singapore’s top diplomats, presented the George Herbert Walker Jr. Lecture in International Studies at Yale on September 30, 2019, on the topic of “how to think about Southeast Asia.”
From playlist The MacMillan Center
The Star of the Eclipse: The Sun | Total Solar Eclipse | Exploratorium
There are many highlights to a total solar eclipse. Whether observing on the path of totality or enjoying the Exploratorium programs online, the sun presents various features to notice during all phases of an eclipse. Exploratorium astronomer, Isabel Hawkins points out these phenomena and
From playlist Total Solar Eclipse
From playlist Transformations of the Number Line
Applied Portfolio Management | Hedge Funds (Part 2) How Hedge Funds Invest | Trading Strategies
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Applied Portfolio Management - How Hedge Funds Invest. Part Two In yesterdays class we learned what a hedge fund is, why people invest in them, and how hedge funds and other alternative investments
From playlist Applied Portfolio Management