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Jonathan Kinlay
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I have written extensively about statistical arbitrage strategies in other posts, for example: - [Succesful Statistical Arbitrage][1] - [Developing Statistical Arbitrage Strategies Using Cointegration][2] - [Pairs Trading with Copulas][3] ...
Over on Stack Exchange a [user][1] posted the following [question][2]: > This is a basic question about using the KalmanFilter function. I > want to use the KalmanFilter function (or other related Kalman Filter > functions in Mathematica) to...
Is it just me, or are community posts not being updated? I recently received email notification that some posts I follow had been updated, but I don't see the updates. For example, I don't see this post (or various others I have been notified of,...
Hi Aman, This is a nice piece of work. I have a few comments: 1. I want sure exactly which dataset you used, as there are several on Kaggle. So I used this one: https://tinyurl.com/dn8jn6jx. > This dataset contains 100 normal head CT...
Hi Daniel, (1) yes, I cross-checked the results for several examples , in both Mathematica and Excel. (2) No I did not investigate bottlenecks, other than to identify the Do loop version of this P&L calculation function as the chief bottleneck...
Here's another GPU fail, this time with AnomalyDetection. The error message may shed some light on the cause of the issue. It seems to be a missing dependency... Are you able to replicate this Greg? ![enter image description here][1] ...
*MODERATOR NOTE: This post contains parts written by [kglr][1], which can be found [here][2].* ---------- I am sharing this because it's a commonly occurring issue in financial time series, and other applications. I have a time series...
I’ve tried running this on a couple of different (powerful) PCs, but failed in each case. It seems to hang part way through the NetTrain evaluation.
Having said that, the Wolfram Engine would not be regarded as a complete solution by many: (i) production systems developed using the WE require a production license and distribution of the WE runtime module (ii) it entails development of the...
It could be that Wolfram no longer supports the rather antiquated graphics card I'm using. But CudaQ[] = True and I would expect it to = False if that were the case. Another possible explanation is that I am accessing the computer remotely....