when we learn about the stochastic process, Brownian motion is one of what we will learn. So what's the definition of Brownian motion? How can we simulate Brownian motion through Python?
We have used linear regression many times. But did we use it correctly? The answer might be No. When we run a regression, we need to be careful about the basic assumption.
PCA
Cental Limited Theorem Assumption
P-Value and adj P-Value
one conditional variance formula
This is an approximate description for any distribution. When the sample size is large enough, we can use law of large number to describe it.
property of Fourier transform and how to use it to solve BS formula
个人对深度学习在时间序列上应用的思考