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...
Strata of Monte Carlo

Strata of Monte Carlo

This will be the final Monte Carlo related post for a while. Good job, really, I can’t keep coming up with titles! I am hoping this one will pull together some of the the themes nicely and show a really cool way of implementing MC integrations using a procedure...