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Quartz's user avatar
Quartz's user avatar
Quartz
  • Member for 9 years, 10 months
  • Last seen more than 7 years ago
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Monte Carlo, risk, QMC, statistical efficiency, high dimensional approximation...

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question
0
"By/before/until/through" in the past
Jan 21, 2014
question
-1
"Tradeoff" usage
Jan 14, 2014
Top network posts
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18
Introductory reading on Copulas
15
Covariance estimation: shrinkage, random matrix theory, what else?
13
Aligning \overline to "italics" font
11
Metrics for covariance matrices: drawbacks and strengths
10
Basel CVA VaR with R/WWR

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