extending the black-scholes-merton constant volatility assumption
an exercise in itô processes and mathematical finance
anish lakkapragada
Anish Lakkapragada's personal website and blog.
Latest posts
supplement to the supplemental cs229 boosting lecture notes
testing a simple extension of adaboost to prevent overfitting
a quick tutorial of pac-bayesian and stability learning
the gentlest possible introduction to generalization error bounds beyond uniform convergence
using the vc dimension & rademacher complexity
evaluating some bounds to go from (statistical learning) theory to practice
exponential family discriminant analysis
generalizing linear discriminant analysis beyond normally distributed data