Financial risk modeling

Dual-beta

In investing, dual-beta is the idea that the single regular market beta can be usefully replaced with two finer-grained measures, a downside beta and an upside beta. (Wikipedia).

Video thumbnail

Dual basis

Dual basis definition and proof that it's a basis In this video, given a basis beta of a vector space V, I define the dual basis beta* of V*, and show that it's indeed a basis. We'll see many more applications of this concept later on, but this video already shows that it's straightforwar

From playlist Dual Spaces

Video thumbnail

Double Dual

Definition of V** (double dual) and an amazing miracle Dual Space Definition: https://youtu.be/OGO3HGlOQO4 Dual Spaces Playlist: https://www.youtube.com/playlist?list=PLJb1qAQIrmmCs0fJDQnXgeuyFR8iQDwLV Subscribe to my channel: https://www.youtube.com/c/drpeyam

From playlist Dual Spaces

Video thumbnail

Every basis is a dual basis

In this video, I show a very neat result about dual spaces: Namely, any basis of V* is automatically a dual basis of some basis of V. Even though this result is very interesting, it's the proof that makes this very exciting, by simply using the fact that V and V** are 'very' isomorphic. En

From playlist Dual Spaces

Video thumbnail

"AWESOME Antigravity double cone" (science experiments)

Physics (la physique). Explain why double cone goes up on inclaned plane (science experiments)

From playlist MECHANICS

Video thumbnail

(ML 7.6) Beta-Bernoulli model (part 2)

The Beta distribution is a conjugate prior for the Bernoulli. We derive the posterior distribution and the (posterior) predictive distribution under this model.

From playlist Machine Learning

Video thumbnail

(ML 7.5) Beta-Bernoulli model (part 1)

The Beta distribution is a conjugate prior for the Bernoulli. We derive the posterior distribution and the (posterior) predictive distribution under this model.

From playlist Machine Learning

Video thumbnail

Dual Basis Example

In this video, I show how to explicitly calculate dual bases. More specifically, I find the dual basis corresponding to the basis (2,1) and (3,1) of R^2. Hopefully this will give you a better idea of how dual bases work. Subscribe to my channel: https://www.youtube.com/c/drpeyam What is

From playlist Dual Spaces

Video thumbnail

Extreme Single Particle Model

An extension of the single particle model considering the consequence of pairing of nuclei and whether the nuclear characteristics are dependent on the lone unpaired nucleon.

From playlist Nuclear Physics

Video thumbnail

What is General Relativity? Lesson 47: The double dual of the Riemann tensor

What is General Relativity? Lesson 47: The double dual of the Riemann Tensor The double dual of the Riemann tensor is an obscure object but it gives us a chance to quickly review 2-forms. Please consider supporting this channel via Patreon: https://www.patreon.com/XYLYXYLYX and discuss

From playlist What is General Relativity?

Video thumbnail

What is a Tensor? Lesson 23: Operations on p-forms. The Exterior Algebra.

What is a Tensor? Lesson 23: Operations on p-forms. The Exterior Algebra.

From playlist What is a Tensor?

Video thumbnail

Zakhar Kabluchko: Random Polytopes, Lecture III

In these three lectures we will provide an introduction to the subject of beta polytopes. These are random polytopes defined as convex hulls of i.i.d. samples from the beta density proportional to (1 − ∥x∥2)β on the d-dimensional unit ball. Similarly, beta’ polytopes are defined as convex

From playlist Workshop: High dimensional spatial random systems

Video thumbnail

[Lesson 2] QED Prerequisites Dirac Formalism Part 2

In this second lesson on the Dirac formalism we make the connection between bras and kets by defining the "dual correspondence" via an inner product on V. Please consider supporting this channel on Patreon: https://www.patreon.com/XYLYXYLYX The software I usually use to produce the lect

From playlist QED- Prerequisite Topics

Video thumbnail

What is a Tensor 6: Tensor Product Spaces

What is a Tensor 6: Tensor Product Spaces There is an error at 15:00 which is annotated but annotations can not be seen on mobile devices. It is a somewhat obvious error! Can you spot it? :)

From playlist What is a Tensor?

Video thumbnail

What is a Tensor? Lesson 12 (redux): Contraction and index gymnastics

What is a Tensor? Lesson 12 (redux): Contraction and index gymnastics I have redone the index gymnastics lecture to try and fill in the details regarding contractions. I will keep them both in the playlist for now.

From playlist What is a Tensor?

Video thumbnail

Optimal Transport Methods and Applications to Statistics and... (Lecture 2) by Jose Blanchet

PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear

From playlist Advances in Applied Probability 2019

Video thumbnail

Lecture 4: k-Forms (Discrete Differential Geometry)

Full playlist: https://www.youtube.com/playlist?list=PL9_jI1bdZmz0hIrNCMQW1YmZysAiIYSSS For more information see http://geometry.cs.cmu.edu/ddg

From playlist Discrete Differential Geometry - CMU 15-458/858

Video thumbnail

Tao Hou (5/13/20): Computing minimal persistent cycles: Polynomial and hard cases

Title: Computing minimal persistent cycles: Polynomial and hard cases Abstract: Persistent cycles, especially the minimal ones, are useful geometric features functioning as augmentations for the intervals in the purely topological persistence diagrams (also termed as barcodes). In our ear

From playlist AATRN 2020

Video thumbnail

The Beta Function: Deriving its TRIGONOMETRIC EQUIVALENT!

Help me create more free content! =) https://www.patreon.com/mathable Merch :v - https://teespring.com/de/stores/papaflammy https://www.amazon.com/shop/flammablemaths https://shop.spreadshirt.de/papaflammy Outtake: https://youtu.be/7OnsKwFC_FM Beta Int

From playlist Integrals

Related pages

Beta (finance) | Downside beta | Upside risk | Upside beta | Downside risk