IBKR Quant
R Code Snippet : Read and Concatenate Prices of Constituents of a Stock Index
May 25, 2023
A blog on Financial Econometrics and Engineering, Bond portfolio optimization, Term structure model, Machine Learning, Deep Learning, R, Python, Tensorflow, Blockchain.
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Multiple Linear Regression using Tensorflow
April 11, 2023
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Generalized Least Squares (GLS) Estimator
March 29, 2023
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Using R Code in Java Eclipse with rJava
March 10, 2023
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Multiple Linear Regression using Tensorflow Optimization
February 21, 2023
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Python Troubleshooting Q&A
February 14, 2023
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Python: Fixing the Random Seed for Reproducibility
February 7, 2023
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Python: %run to Import Another Folder’s ipynb Files
January 31, 2023
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Python: Importing an ipynb File (Jupyter Notebook) from Another ipynb File
January 26, 2023
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Exclusive Lasso and Group Lasso Using R code
January 12, 2023
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Hull-White 2-factor Model: 3) Simulation
December 26, 2022
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rJava with User-defined R Functions in Eclipse
December 22, 2022
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Hull-White 2-factor Model: 2) Zero Coupon Bond
December 14, 2022
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R Code: Creating Lagged Xs and Y for Supervised Learning
December 7, 2022
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Theil Mixed Estimator
November 16, 2022
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Sign Constrained Lasso with R code
November 1, 2022
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Hull-White 2-factor Model: 1) Introduction
October 26, 2022
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R code: Back Transform from Caret’s preProcess()
October 11, 2022
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Using Java Functions in JAR File from R Using rJava
October 5, 2022
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Understanding Logistic Regression
September 28, 2022
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R Code Snippet: Read Historical Daily Exchange Rates
September 22, 2022
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Delta Sensitivity of Interest Rate Swap – Part II
August 30, 2021
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