You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Hello, Savva. Thanks a lot for what you are doing. I have a question, are the newly created video lessons being added to your previously created playlists for Excel, Python, etc.?
Heyy Savva, I need your help. I was recently hired by a merchant capital. I was more into dashboard but now my manager is asking me to go for portfolio optimization. I have gone through all your videos. I do not have problem in concepts but rather in data. Some sub-indices are as new as 2017. If I take take data from 2017 for square matrix, I'm leaving historical data behind. How do I form a square matrix when I the length of data-columns vary?
This is really great content!!! Can you please do it in python (continuation of the Johnson SU python videos)? Also will be nice if you apply it to options or stocks buying example, like you did in the python series for the Johnson SU, I'm missing understand the application side of this models... Are we supposed to do Monte Carlo each time step forward with the updated distribution loc and scale values? In which way this models are related with GPR (Gaussian Processes Regression)? I mean conceptually. Can you explore GPRs implementation? Do you think it would be feasible to do something like Johnson SU Processes Regression? Or the GPRs already contemplates "deviations" from the normal distribution? Regards Daniel
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Only missing topic in this channel Principle Component Analysis
thanks for sharing perfect ideas
Hello, Savva. Thanks a lot for what you are doing. I have a question, are the newly created video lessons being added to your previously created playlists for Excel, Python, etc.?
Heyy Savva,
I need your help. I was recently hired by a merchant capital. I was more into dashboard but now my manager is asking me to go for portfolio optimization. I have gone through all your videos.
I do not have problem in concepts but rather in data. Some sub-indices are as new as 2017. If I take take data from 2017 for square matrix, I'm leaving historical data behind.
How do I form a square matrix when I the length of data-columns vary?
Hi can u do videos about how to deal with irregularly sampled data 🤔
Do you provide any course quant course. if any please me email on which i cna contact you.
i would love to see python implementatnion. It does not seem to be that complicated, so i'll try to do it myself
Hello sir can you also do a video on the cook's distance (influence analysis).
This is really great content!!! Can you please do it in python (continuation of the Johnson SU python videos)? Also will be nice if you apply it to options or stocks buying example, like you did in the python series for the Johnson SU, I'm missing understand the application side of this models... Are we supposed to do Monte Carlo each time step forward with the updated distribution loc and scale values? In which way this models are related with GPR (Gaussian Processes Regression)? I mean conceptually. Can you explore GPRs implementation? Do you think it would be feasible to do something like Johnson SU Processes Regression? Or the GPRs already contemplates "deviations" from the normal distribution? Regards Daniel
Hello Sir, i highly appreciate and benefits a lot from your videos, i request you to performed a test on generalized spectral analysis.