#stochasticcalculus — Public Fediverse posts

🎩✨ Ah, yet another thrilling tale of someone tripping into stochastic calculus while pursuing the Holy Grail of machine learning and #finance. 🐇📉 Naïve enthusiasm meets the harsh reality of trying to compress a semester-long headache into a blog post. 🙃📝
https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/ #stochasticcalculus #machinelearning #blogpost #techenthusiasm #dataanalysis #HackerNews #ngated

An Introduction to Stochastic Calculus

https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/

#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education

An Introduction to Stochastic Calculus

https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/

#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education

An Introduction to Stochastic Calculus

https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/

#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education

An Introduction to Stochastic Calculus

https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/

#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education

Introduction to Stochastic Calculus — https://jiha-kim.github.io/posts/introduction-to-stochastic-calculus/
#HackerNews #Introduction #to #Stochastic #Calculus #StochasticCalculus #MathFinance #DataScience #Learning

Here is a concrete visualization/example of a filtration for a stochastic process. Using the spreadsheet "filter" function makes it clear why we call it a filtration, because we are filtering out the outcomes that are no longer possible.

https://docs.google.com/spreadsheets/d/1UwKdcoTnfMDEeWOClWN9zuSwCDKrcmM7pVBlMvx0vgI/edit?usp=sharing

#probability #stochasticcalculus

My distance and number of steps for a walk are approximations of the variation over the interval of my location, AKA total variation.

https://en.wikipedia.org/wiki/Total_variation

They are finite because even though you may think it is so, I am not really doing a random walk (which would have infinite variation and finite quadratic variation). 😎

#BrownianMotion #stochasticCalculus

Chaos theory and stochastic calculus might seem like strange bedfellows, but researchers are finding intersections between them. Imagine combining deterministic chaos with inherent randomness to understand complex systems like climate models or financial markets! 🌀🎲 #ChaosTheory #StochasticCalculus

#StochasticCalculus notes: Stopping Times and the Debut Theorem

https://almostsuremath.com/2009/11/15/stopping-times-and-the-debut-theorem/

Follow me here on mastodon for posts on maths, physics, and especially #StochasticCalculus and #probability related material.

Also, check out my blog “Almost Sure”

https://almostsuremath.com

I may or may not be posting on twitter (we’ll see how that goes…), but will cross-post any original content here.