Jim Killingsworth

Archive

2022

Sep 09: Generalized Hyperbolic Distributions
Aug 17: Characteristic Functions and Stable Distributions
Jul 07: Generalized Normal Distributions
Jun 26: Convolutions and First Differences
Jun 06: Using the Kelly Criterion for Optimal Bet Sizing
Mar 15: Understanding the Discrete Fourier Transform

2021

Sep 14: Higher Order Polynomial Approximation
Aug 13: More Coin Toss Performance Enhancements
Jul 12: Performance Tuning for the Coin Toss Model
May 31: Approximations with Polynomials
Mar 24: Approximating the Target Distribution
Feb 25: Generalizing the Coin Toss Markov Model
Jan 29: Visualizing Saddle Points and Minimums

2020

Dec 31: Finding the Roots with Newton’s Method
Dec 12: Equality Constraints and Lagrange Multipliers
Sep 12: Minimizing with Gradient Descent
Aug 16: Visualizing the Climb up the Hill

2019

Nov 14: Hill Climbing and Cost Functions
Sep 14: Estimating the Weights of Biased Coins
May 24: Separating Signal from Noise
Feb 10: The Very Strange Chinese Yuan
Jan 26: The Distribution of Price Fluctuations

2018

Nov 18: Distributions on a Logarithmic Scale
Nov 15: Normal and Laplace Distributions
Oct 31: Weighted Linear Regression
Oct 11: Least Squares and Normal Distributions
Sep 21: Least Squares Moving Averages
Jul 24: Linear and Log Scale Distributions
Apr 23: Fixed Fractions and Fair Games
Feb 14: How Much Is an Option Worth?