[Post is also available at quaintitative.com]
Google VAR and you will find lots of criticisms on VAR as a measure of market risk. And you will inevitably see Expected Shortfall (ES) being put forward as an alternative.
VAR is a common term that one would usually come across in finance when it comes to the measurement of market risks.
Real world data can -
This is less of a tutorial, more of a gist to allow me to copy and paste from when I need to quickly generate a random dataset with a mix of datatypes for data science explorations.
We went through multi-variate regression previously here.
In deciding on what features to include in a regression (and for any model in data science), it is definitely not a good thing to throw…
We went through linear regression at the notebook here; and polynomial regression here.
Now let’s up our game. Not everything is dependent on just one factor. We often want to check how a variable could be related to…
We went through linear regression at the notebook here previously.
Many relationships are obviously not linear, so we need something else for nonlinear relationships.
This is a super simple primer on interpolation. Less a tutorial, more a quick reminder when you need to do some interpolation quickly.
First, why interpolate?
