<t>Try the Bayesian Information Criterion ( BIC ) Edit: I should probably add this technique will have problems if presented with strongly co-linear factors (slight changes in data can change the outcome - any selection technique will have this problem). In which case you might want to consider revi...

Thanks guys

Is there a good book or web page that can be recommended for C++/CLI?Thanks

Look up the power method if this is just for self education. That's very easy to implement and understand (although is slow when eigenvalues are close in numerical value). Will only have required you to have implemented matrix multiplication, addition and the L2 norm or a vector.

<t>If you want confidence intervals around your parameter estimates you can also consider using bootstrapping to estimate a a reasonable number of models and use these to form a distribution for the parameters. You can then empirically form 95% (or whatever % you want) confidence intervals for your ...

Volatility Cones are over-viewed in the book "Volatility Trading" by Euan Sinclair, I believe there are some examples in the Excel sheets included as well.

If I go to the bookshop and click on one of the categories (say mathematics) it comes back with an empty page. Could someone take a look please.

<t>There's a maths primer course that is included in the cqf course's cost. It runs in the month before the start of the course if you need to brush up your background knowledge. I'd check that out since it's directly tailored to the CQF itself and will be free if you're already set on doing the cou...

<t>Since you're dealing with the pdf rather than a sample (and a discrete one) I'd directly calculate the values of and . The first is simply the sum of each outcome multiplied by its probability and the second is the square of each outcome multiplied by it's probability. The standard deviation is t...

<t>The Excel stdev is for estimating the population standard deviation from a sample drawn from that population (it adjusts for the bias caused from estimating the mean and std dev from the same data set i.e. divides by n - 1). You already know the entire pdf here so there's no bias as you are calcu...

<t>I wouldn't lose too much sleep over them. Personally if the books have the search inside option on them I ignore the reviews and use that to evaluate if a book is worth purchasing or not. I'd imagine most level headed people do the same on Amazon as it gives a much clearer guide to what's in the ...

QuoteOriginally posted by: rks74uswhat does EM stand for? thnksExpectation-maximizationhttp://en.wikipedia.org/wiki/Expectation-maximization_algorithm

<r>QuoteOriginally posted by: ronmQuotehttp://<URL url="http://www.rebonato.com/CorrelationMatrix.pdf">www.rebonato.com/CorrelationMatrix.pdf</URL> This link is not working. Can you pls provide an updated link?Should be able to get it here:<URL url="http://www.quarchome.org/correlationmatrix.pdf">ht...

<t>The integral is a stochastic integral since S is stochastic, so you can't apply the normal rules of integration for a stochastic function i.e. . If you integrate as you describe S is being treated as deterministic.That's where the problem with your approach lies and why you do not have the that I...

Seems to be working now, thanks