Mathematics

Entries about mathematics: I like learning about graphs and logic

• Market Microstructure: Modelling Limit Order Books as a Markov Process
• Implementing Markov Chain Monte Carlo algorithms for Bayesian inference in C++: Metropolis-Hastings and Hamiltonian Monte Carlo
• Quantifying the middle of nowhere using geospatial data in Python
• Benchmarking my perception of sound using Bayesian statistics: Learning about the Jeffreys Prior
• What is a good Brier score? - Looking at implied probabilities from Manifold Markets
• Pricing options with stochastic difference equations using a jump-difusion model and simulating economies in parallel using co-arrays in Fortran
• Modelling branch mispredicts
• Every infinite c.e. set has an infinite computable subset
• Intuitionistic Excluded Middle, Glivenko’s theorem and the Gödel-Gentzen translation
• The Type-Theoretic Axiom of Choice