Mathematics 18
- dW^2=dt, dt^2=0, dWdt=0
- Correlation of same r.v.s
- KL Divergence
- E[X^4] = 3σ^4
- Finite Set, Infinite Set, Countable Set, Uncountable Set
- [Time-series] Stationarity, ARIMA model, Dickey-Fuller test
- OLS Estimator의 Asymptotic distribution, t-Test
- ODE/SDE, GBM 시뮬레이션
- 3. Stochastic Integration
- 2. Brownian Motion
- 1. Martingales in discrete time
- Stochastic Calculus: An Introduction with Applications
- 측도론으로 정의하는 확률
- 기초 집합론 내용 정리
- Part I. Highlights of Linear Algebra
- Linear Algebra and Learning from Data (Gilbert Strang)
- Importance Sampling, LOTUS
- Conditional Entropy 유도