Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author
Printable PDF file
I.
Basic math.
II.
Pricing and Hedging.
III.
Explicit techniques.
IV.
Data Analysis.
1.
Time Series.
2.
Classical statistics.
A.
Basic concepts and common notation of classical statistics.
B.
Chi squared distribution.
C.
Student's t-distribution.
D.
Classical estimation theory.
E.
Pattern recognition.
a.
Decision rule based on loss function.
b.
Hypothesis testing problem.
c.
Neyman-Pearson Lemma.
3.
Bayesian statistics.
V.
Implementation tools.
VI.
Basic Math II.
VII.
Implementation tools II.
VIII.
Bibliography
Notation.
Index.
Contents.
Decision rule based on loss function.
onsider a situation when the true state
is revealed after the player makes a decision. Then the player is penalized for his decision according to some loss function
In such situation the player want to choose the rule
so that
Notation.
Index.
Contents.
Copyright 2007