Posts Tagged ‘ Renglish ’

Talk on quantiles at the R Montreal group

April 23, 2012
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Talk on quantiles at the R Montreal group

This afternoon, I will be giving a two-hour talk at McGill on quantiles, quantile regressions, confidence regions, bagplots and outliers. Before defining (properly) quantile regressions, we will mention regression on (local) quantiles, as on the gr...

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Ruin probability and infinite time

March 27, 2012
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Ruin probability and infinite time

A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud...

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Do we appreciate sunbathing in Spring ?

March 22, 2012
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Do we appreciate sunbathing in Spring ?

We are currently experiencing an extremely hot month in Montréal (and more generally in North America). Looking at people having a beer, and starting the first barbecue of the year, I was wondering: if we asked people if global warming was a good ...

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Basics on Markov Chain (for parents)

December 20, 2011
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Basics on Markov Chain (for parents)

Markov chains is a very interesting and powerful tool. Especially for parents. Because if you think about it quickly, most of the games our kids are playing at are Markovian. For instance, snakes and ladders... It is extremely easy to write down th...

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Short selling, volatility and bubbles

October 17, 2011
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Short selling, volatility and bubbles

Yesterday, I wrote a post (in French) about short-selling in financial market since some journalists claimed that it was well-known that short -selling does increase volatility on financial market. Not only in French speaking journals actually, sin...

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