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Byte Buzz
Приєднався 15 січ 2020
Use Chat GPT To Write Complex Excel Formula
Download Excel Here: amzn.to/41FyryO
Intro To Chat GPT: ua-cam.com/video/cqea5RPQQs0/v-deo.html
Intro To Chat GPT: ua-cam.com/video/cqea5RPQQs0/v-deo.html
Переглядів: 725
Відео
Using AI To Learn Python FAST For Beginners
Переглядів 161Рік тому
Great book for learning Python: amzn.to/3KqMPp8 Intro to ChatGPT: ua-cam.com/video/cqea5RPQQs0/v-deo.html
ChatGPT Crash Course & Basics For Beginners
Переглядів 256Рік тому
This video description was generated using Chat GPT: Welcome to the world of ChatGPT, a cutting-edge AI technology powered by OpenAI. In this video, we'll introduce you to this revolutionary language model that can have natural and engaging conversations with you. Whether it's answering questions, generating text, or completing tasks, ChatGPT is designed to make your life easier. With its advan...
Understanding Quasiconcave and Quasiconvex Functions
Переглядів 42 тис.3 роки тому
Link to previous video where i discuss convex and concave functions and linear combinations: ua-cam.com/video/nOFXLCCvtm0/v-deo.html
Cournot Duopoly Numerical Example
Переглядів 10 тис.4 роки тому
This is a numerical example of the equilibrium outcome in a Cournot duopoly model.
Understanding Concave and Convex Functions
Переглядів 92 тис.4 роки тому
In this video I break down the formal definition of a concave function and attempt to explain all aspects and variables used in the definition. Being that a convex function is just the opposite in terms of its definition, once one of them is well understood the other is also understood. If anyone has any questions or is still unsure on any concepts covered in the vid put them in the comment sec...
Game Theory: Strategic Form Representation of Very Basic Game
Переглядів 1,8 тис.4 роки тому
I go through step by step what we mean by Strategic Form Representation in Game Theory and apply this framework to a very basic example. That is, a game with 2 players that is static and has complete information.
Euler Equation in Economics - Deriving over an Infinite Horizon
Переглядів 11 тис.4 роки тому
In this video I derive the Euler equation with the one of the key different assumptions that are consumers live over infinitely many periods (have an infinite horizon). I show, how when faced with that, we can derive the Euler equation. Previous video (with only 2 periods): ua-cam.com/video/Y9nViK4SxuA/v-deo.html
Deriving the OLS Estimators in Simple Linear Regression Model - Part 2
Переглядів 33 тис.4 роки тому
This is the second video where I derive the OLS estimators in a simple linear regression model, this time I focus on deriving the second parameter in the model, Beta or the independent variable. Part 1 found here: ua-cam.com/video/EEwzx9UpgsY/v-deo.html
Deriving the OLS Estimators in Simple Linear Regression Model - Part 1
Переглядів 92 тис.4 роки тому
In this video I derive the Ordinary Least Squares Estimates in a simple Linear Regression Model. This video is part 1 of 2.
Euler Equation in Economics - Interpretation
Переглядів 19 тис.4 роки тому
*Note when I draw the graph the y axis should have been U(c) not it's derivative, my apologies for any confusion! In this video I explain the significance of the Euler Equation in a 2 period model and focus on interpretation of the equation. Video where I derive the equation from scratch: ua-cam.com/video/Y9nViK4SxuA/v-deo.html .
Understanding Compact Sets
Переглядів 41 тис.4 роки тому
In this video I explain the definition of a Compact Set. A subset of a Euclidean space is Compact if it is closed and bounded, in this video I explain both with a link to a specific video about closed sets below. Video explaining Epsilon Neighbourhood and Closed Set: ua-cam.com/video/pDQArrVzpSo/v-deo.html
Understanding Open and Closed Sets
Переглядів 46 тис.4 роки тому
In this video I break down Open and Closed sets in a general sense. Video is aimed at those who have just been introduced to set theory who want to get a strong understanding of these key concepts.
Euler equation in Economics - Derived from Scratch Step by Step in Model of Consumption
Переглядів 14 тис.4 роки тому
In this video I derive the Euler Equation in a 2 period Model of Consumption from Scratch.
Supply and Demand Equilibrium Explained for Beginners - Supply and Demand Pt2
Переглядів 2094 роки тому
In this video I explain the concept of equilibrium and how we end up at this point in our model of Demand and Supply. Link to previous video explaining the basics of the graph: ua-cam.com/video/j5_d_oH-jUo/v-deo.html
Simple Introduction Into Demand and Supply Curves For Beginners Pt 1
Переглядів 6404 роки тому
Simple Introduction Into Demand and Supply Curves For Beginners Pt 1
you are a gem bro. Thanks so much. Sending love from India
😂😂 I've to watch this video in 2x
thanks
sir your voice is so cool
Insanely good, thanks a ton
that is a truly great video.
I guess my question is: why don’t we define quasiconcavity as f(lx + (1-l)y) >= max(f(x),f(y))
Rookie question but in defining quasiconcave, why can’t we just use the max instead of the min as our guiding point? This way, we can just flip the definition of quasiconvexity and retain the max instead our definition. I guess my question is: why must we use min in our definition of quasiconcavity?
The content is okay, but brother you have to work on your speech , you're very monotonours.
Many many thanks 🙏❤
very helpful
I really appreciate your efforts! Could you help me with something unrelated: I have a SafePal wallet with USDT, and I have the seed phrase. (alarm fetch churn bridge exercise tape speak race clerk couch crater letter). What's the best way to send them to Binance?
Why did you multiply by 1/n?
to remove the summation signs
thank you! this was very helpful!!!
amazing explanation
I was beginning to think there is something wrong with my brain I understand this but in class I absolutely don't understand what those prof are doing and have to figure it out outside class.
cool
thank you so much, you explained it exceptionally well
Thanks ! This is so helpful and breaks it down really easily
thanks so much for creating this video. a lifesaver!
Very clear explanation, thanks a lot.
❤❤❤❤wow
You are the best!!
Excellent sir🌹🌹🌹🌹
nice video. a small point... in your previous 2 period model, you made a clear distinction between beta and interest rate.. in this you are calling both "discount factors".. you may like to qualify
very fucking lit
Exetra->et cetera
Thanks for this.❤
It is good but indeed there are some areas that need to be further clearly explained just like what others have oberseved
Dunno if someone corrected you already, but the proper pronunciation is "oy-ler" not "you-ler"
Your are a friend my friend!! Thank you!
this was super helpful thank you!
Well explained, thank you!
Thank you
Thank you for your video, but you could have explained it in a shorter video. You just repeated again and again same sentences and same concept
Thank you! This video helped me understand with ease. Great explanation
Thank you so much! This is the easiest explanation I have found of this exercise. Straight to the point and with a clear explanation.
Nice and short derivation. Kudos for the lecturer!
👍
Wow! Clear illustrations.thank you sir.
but why is alpha an inner function hmm
great work keep it up
I got the definition, but I have a question. "Most of the time" we deal with open set topology. It is "concidered nice and useful". Why do we suddnly switch to closed sets here? What are the benefits?
i didnt understand why you are using Yi Instead of Y hat??? kindly u can clear me???
excellent, but better use x1 and x2 rather than x and y to avoid confusion
really good video
Honestly, a brilliant explanation! 🤩 Short question: other videos on this topic talk about taking the weighted average of x and y. How/where does that fit within your explanation, sir?
Tl;dr the "weighted average" stuff is supposed to motivate Jensen's inequality from probability. Read "f(E[X])" as "a function of weights" and "E[f(X)]" as "the weighted average of functions." If we apply the probability weights (t,1-t) to the interval endpoints a and b, we get ta+(1-t)b = W1, and if we apply the same weights to corresponding maps of the endpoints, f(a) and f(b), we get tf(a)+(1-t)f(b) = W2. The function f is concave over [a,b] if, for all weights (t,1-t), f(W1) ≥ W2. In other words, the value of a function of the weights (LHS) vs. the value of a weighted function (RHS). Jensen's inequality states that if f is *convex* (so f(W1) ≤ W2), and X is a random variable, then f(E[X]) ≤ E[f(X)]. If we think of taking the expectation of X as applying weights to the values that X can take on, then obtaining the expected value E[X] is much like getting W1. Thus, f(E[X]) is analogous to f(W1). Likewise, if we think of E[f(X)] as the weighted average of the random variable Y=f(X), then E[f(X)] weights f(X) to obtain W2.
@@slavojivaneie1924Wow! Thank you!
bro why I am watching this for my econ class when I took Calc 1, 2, and 3 years ago and I just so lost
I love you Man
This is really good⚘️⚘️