William Blog

Easy doesn't enter into grown-up life.

Stochastic Calculus Cookbook

Brownian Motion and Ito Integral

Brownian Motion 1. Definition Continuous sample path but nondifferentiable Independent increment $W_{t_1}-W_0$, $W_{t_2} - W_{t_1}$ … $W_{t_n} - W_{t_{n-1}}$ are i.i.d Each of t...

Posted by William on July 26, 2019

MongoDB - 003

Advanced CURD & Operator

Comparison Operator | Operator | Meaning | | :—–: | :—-: | | eq | Matches values that are equal to a specified value. | | gt | Matches values that are greater than a specif...

Posted by William on February 2, 2019

MongoDB - 003

Advanced CURD & Operator

Comparison Operator | Operator | Meaning | | :—–: | :—-: | | eq | Matches values that are equal to a specified value. | | gt | Matches values that are greater than a specif...

Posted by William on February 2, 2019

MongoDB - 002

Cloud Cluster & CURD

Create Altas Cluster Follow the Instruction to create free Altas Cluster. Insert //Using video database use video show collections //It will auto-generate unique ObjectId as id. Any json o...

Posted by William on February 2, 2019

MongoDB - 001

Introduction & GUI Tool

#Introduction MongoDB is nosql databse and is an open-source document database that provides high performance, high availability, and automatic scaling. Key Features High Performance Ric...

Posted by William on January 26, 2019

Time Series Analysis Basics

Time Series Modeling Introduction

Time Series Analysis Basics Stationary Series Three creterias for stationary series: The mean of series should be constant but not a function of time. The variance of series should n...

Posted by William on January 4, 2019

Git Cookbook

Distributed Version Control

Basic Operation in Local Initialize a Git Repository git init This command will create a empty repository. There will be a .git floder which is used for tracking and managing...

Posted by William on January 4, 2019

Multiple Asset Option

Backpropagation

Multiple Asset Option Definition Multi asset option’s value is depending on the multiple asset value. For example, there are two assets denoted as $S_1$ and $S_2$, the payoff of one possible t...

Posted by William on December 21, 2018

Neural Network - 2

Backpropagation

Neural NetWork Backpropagation Proof Backpropagation is about understanding how changing the weights and biases in a network changes the cost function. Using backpropagation, our final target ...

Posted by William on December 16, 2018

Neural Network - 1

Neuron and MLPs

Neural NetWork Perceptrons Neuron Perceptrons were developed in the 1950s and 1960s by Frank Rosenblatt which were earliest types of neural network. A perceptrons takes several binary inputs (...

Posted by William on December 14, 2018

FEATURED TAGS
Regression Math Neural Network Stochastic Calculus MongoDB CURD Operator Volatility Design Pattern
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