Series

A curated index of multi-part series.

1 Short Rate Models

• Part 1: Merton Model
• Part 2: Bond Pricing
• Part 3: Vasicek Model
• Part 4: Simulating and Calibrating Vasicek

2 Volatility Forecasts

• Part 1: STES Model
• Part 2: Replication + Baselines
• Part 3: Extensions

3 Signature Methods

• Part 1: Motivation
• Part 2: Key Concepts
• Part 3: Examples + Approximation

4 Malaria Detection

• Part 1: Problem + Dataset
• Part 2: Preprocessing + Setup
• Part 3: Modeling Results
• Part 4: Fine-tuning + Improvements

5 Mean Reversion Strategies

• Part 1: Foundations