Recent content by Jacques

Which of the two will produce better results, applying a hidden markov model to a stationary or non-stationary data stream ?

Thanks Doug !, I will drill down further to see how you approached this, the shape looks good though. Thank you for your help and time, Jacques

Hi, yes here it is,

Hi, I have historical data for a ratio, and I need to find the corresponding GB2 parameters, a, b, p and q (respectively location, scale, skewness and kurtosis). I tried to do it in Excel, after creating my histogram, I see clearly that the distribution has the shape of the generalized beta...

Taking the CFA , as a Quant: I agree with you, my personal opinion is that unless you start a career in equity environment, for example research (time series, cross-sectional predictability), you do not need to study the accounting and corporate finance which is a non negligeable bulk in the...

Hi Viet, For your C++ questions, try to prepare by yourself before taking the refresher C++. Be sure to be comfortable with basic programming (especially arrays) since this will be a quick review, then the refresher will focus on Oriented Object aspects of C++. It is important to keep up...