Nassim Nicholas Taleb: Silent Risk Review (I)

I have read most everything Nassim Nicholas Taleb has published. He is working on a new, more technical exposition to go along with his latest “Antifragile”. The draft of the book is called “Silent Risk” and is available on Taleb’s...
RSelenium on a Mac

RSelenium on a Mac

My introduction to the fascinating world of web scraping using RSelenium on a Mac. Please note I have since updated this article.

Ch-Ch-Ch-Ch-Changes: Detecting Multiple Changes

Ch-Ch-Ch-Ch-Changes: Detecting Multiple Changes

In my previous post I looked at the problem of detecting a change in a randomly generated time series. At some point in the time series, the mean and/or the standard deviation used to generate the series makes a step-change. In this post I want to look at a more...
How To Detect Change in Time Series

How To Detect Change in Time Series

I thought I would share some of the basics of how to detect change in time series in a couple or three posts. I have been working on the math behind my manager-monitoring services with the objective of making them more rigorous. Rather than just looking at the...