Recent Posts
I can’t wait for a good sleeping time
During this two weeks I studied so hard that barely slept. Today I intend to pack Christmas gift, take some macros and sleep as a baby.... Read More
Time series paper… check. Toy… check. Remote control… check as well. Did I miss something?
I just finish the paper, which demand me to guess what missing function is supposed to do. Lucky me that I am good on checking those things. Sadly it doesn’t work for writing a program from scra... Read More
Only after including more test I realized that we made huge mistake
We used wrong input data for time series. Our portfolios where basically creating value from nothing. I should invest my money on them. Back to Matlab…... Read More
Fine! We will have to include more tests in the paper. It is better than failing, right?
We didn’t make the RiskMetrics stuff right and have 3 days to fix it. It is not big deal but a multivariate GARCH would make more sense.... Read More