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↑Lionel Yelibi↓
@spiindoctor.bsky.social
Researcher @ discover , PhD'in @ statsuct. Research interests: Statistical Mechanics, Clustering, Manifold Learning, Networks, Agent-Based Models, Simulations, Asset Allocation, Risk Modelling Biden Trudeau Stan | Here for the memes 😊 | 🇨🇮🇿🇦
217 followers754 following219 posts
Yspiindoctor.bsky.social

Currently checking out "FLEXIBLE INDETERMINATE FACTOR-BASED ASSET ALLOCATION" dash.harvard.edu/bitstream/ha... I'm interesting in bettering my understand of pension funds / endowments asset allocation strategies.

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Reposted by ↑Lionel Yelibi↓
DFdfeldman.bsky.social

a handful of billionaires want lower taxes and they're able to fund an entire ecosystem of thousands of pundits, influencers, newscasters, writers, professors, and podcasters with their table scraps

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Yspiindoctor.bsky.social

one of my fav games to watch on twitch. Any souls game really.

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Yspiindoctor.bsky.social

It seems however that using characteristic functions (and also moment generating functions) makes things less involved. So I am looking into that. As a learning exercize though I'll look into rederiving the gaussian model first, if it makes sense will look into other distributions.

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Yspiindoctor.bsky.social

My master's dissertation involved deriving an involved and tedious log likelihood function. For my PhD I want to explore variations of that model with different distributional assumptions. I quickly realized that everything that's non Gaussian is even more tedious lol fml.

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Yspiindoctor.bsky.social

Okay so I am learning about characteristic functions again. is it me or it seems like it's significantly easier to solve very involved integrals that way?

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Yspiindoctor.bsky.social

Tonight's reading arxiv.org/pdf/2304.00580

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Yspiindoctor.bsky.social

I'm thinking about dialing down my time on my main account over there. I'm not getting what I want from it anymore.

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Yspiindoctor.bsky.social

whoop the other place is a little broken right now

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Profile banner
Y
↑Lionel Yelibi↓
@spiindoctor.bsky.social
Researcher @ discover , PhD'in @ statsuct. Research interests: Statistical Mechanics, Clustering, Manifold Learning, Networks, Agent-Based Models, Simulations, Asset Allocation, Risk Modelling Biden Trudeau Stan | Here for the memes 😊 | 🇨🇮🇿🇦
217 followers754 following219 posts