Victor GraffinTowards Data ScienceDimension Reduction: Facing the Curse of DimensionalityComparison of PCA and dynamic factor modelApr 13, 2023Apr 13, 2023
Victor GraffFactor Augmented Vector Auto Regressive: a macro econometric approachThis article aims at studying the FAVAR model on uncertainty of measure of time series, based on financial and macro economics data.Feb 14, 20231Feb 14, 20231
Victor GraffMonte Carlo Method for Yahtzee SimulationYahtzee is a dice game that, at first glance, requires little skills and a lot of luck. Nonetheless, as we’ll see in this article, some…Dec 11, 20221Dec 11, 20221