ehremo

Let $\mu$ be the expected return vector and $\Sigma$ be the return covariance matrix, then Markowitz seeks to minimize the portfolio varianc...

Estimating the covariance matrix of a $d$-dimensional Gaussian random variable $X$ from $n$ observations is easy right? We all know we get a...

Modern object-oriented programming languages store data as objects which reference each other, in other words as a directed graph where eac...

The problem with creating a new syntax like Pyson is that it's necessary to reimplement a parser in every programming you wish to use it...

Keeping in theme with the 'Python subset' idea, I thought of allowing keyword arguments in constructors as follows DateTime = Type...

This blog uses MathJax to embed LaTeX-style formulas and Google Code Prettify  for syntax highlighting. To install these tools select the...

JSON, by virtue of its minimalist nature, lacks a few features which make it difficult to efficiently represent some instances of structured...