Realized Garch model with dynamical conditional correlation
Study of Garch model with realized variance and study the dynamic conditional correlation model on 6 stock stock data.
Posts by Category
tech
EM Algorithm for Linear Clusters
Here is an interesting situation occurred to me. In a scatter plot, it is clear that there are two straight lines and each line is contanminated by some nois...
Some FPGA basic element design and Vivado code
I am doing a service task for CERN on a hardware project. I learned something on FPGA and some basic vivado code and glad to share here.
Introduction on how to write an Athena(ATLAS) package for release22
I am writing this post is because I recently met some problem of writing an Athena Algorithm for my research. I am using a simple code to get lepton n-tuples...
Some Properties of Linear Regression
If we regress $X$ on $Y$ and get $\beta$ as the slope and if we regress $Y$ on $X$ and get slope $\beta’$. What is the product of $\beta$ and $\beta’$
Interesting Statsitcal Problems in Interviews
Problem 1 If we have $n$ dice draws with a dice that has $k$ sides. Let $X_i$ to be the random variables that describes the number of times that the dice fac...
life
Travel Experience to Hawaii
Travel Plan I have always been dreaming of traveling to Hawaii and enjoy the beach and sunshine. This spring break we got cheap tickets and make our plan to...