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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
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Posts
Syracuse Research Computing Article
Published:
The Research Computing lab at Syracuse interviewed me about a project I’ve been doing using their High Throughput Computing servers. It’s a case study on applying a Gaussian Process model to factor regression, using R and Stan. As with a Kalman Filter, factor weightings can vary smoothly over time, but using generative modeling in Stan, we are not limited to using updating models with a closed-form solution. The trade-off is that they require a great deal more computing power to fit. Upcoming advances in Stan should speed things up significantly, however.
portfolio
Gaussian Process Regression for FX Forecasting
Published:
Demonstration Workflow of quantitative analysis on the buy-side to produce a forecasting model.
Commodity Smart Beta Strategy
Published:
Basic implementation of a potentially market neutral commodity investment strategy done as homework for an interview
Zero-Inflated Poisson Hurdle Model for Ginnie Mae Prepayments
Published:
Zero-inflated Poisson model for predicting prepayment rates of Ginnia Mae MBSs
Celtic Knots based on Cellular Automata
Published:
Simple code for generating reversible cellular automata, then converting the pattern into nodes and edges suitable for Knotter
publications
Paper Title Number 1
Published in Journal 1, 2009
This paper is about the number 1. The number 2 is left for future work.
Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1). http://academicpages.github.io/files/paper1.pdf
Paper Title Number 2
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2). http://academicpages.github.io/files/paper2.pdf
Paper Title Number 3
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3). http://academicpages.github.io/files/paper3.pdf