Once you’re comfortable with 2-arrays and 2-matrices, you can move up a dimension or two, to 4-arrays or 4-tensors. You can move up to a 3-array / 3-tensor just by imagining a matrix which “extends back into the blackboard”. Like a 5 × 5 ma...

During construction of typical efficient frontier, risk is usually measured by the standard deviation of the portfolio’s return. Maximum Loss and Mean-Absolute Deviation are alternative measures of risk that I will use to construct efficient frontier. I will use methods presented in Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds by

As Le Monde weekend has yet again changed its format (with so much more advertisements for luxurious items that I sometimes wonder whether or not this is the weekend edition of Le Monde!], it took me a while to locate the mathematical puzzle. The good news is there now is a science&techno leaflet with, at

I have just finished reading this book by Bill Bolstad (University of Waikato, New Zealand) which a previous ‘Og post pointed out when it appeared, shortly after our Introducing Monte Carlo Methods with R. My family commented that the cover was nicer than those of my own books, which is true. Before I launch into

Pierre Pudlo and I worked this morning on a distribution related to philogenic trees and got stuck on the following Bessel integral where In is the modified Bessel function of the first kind. We could not find better than formula 6.611(4) in Gradshteyn and Ryzhik. which is for a=0… Anyone in for a closed form

The pgf drawing package for LaTeX provides facilities for drawing simple of complicated pictures within a LaTeX document. There are many options available within the package and in this post we consider some of the basics to get up and running. Fast Tube by Casper As with all LaTeX documents we need to select a