Financial models

Garman-Kohlhagen model

No description. (Wikipedia).

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Mixture Models 4: multivariate Gaussians

Full lecture: http://bit.ly/EM-alg We generalise the equations for the case of a multivariate Gaussians. The main difference from the previous video (part 2) is that instead of a scalar variance we now estimate a covariance matrix, using the same posteriors as before.

From playlist Mixture Models

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What are index options? What are currency options?

In todays video we will learn about options on foreign exchange and index options. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick

From playlist Class 5 - Options Wrap Up

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Raimar WULKENHAAR - Solvable Dyson-Schwinger Equations

Dyson-Schwinger equations provide one of the most powerful non-perturbative approaches to quantum field theories. The quartic analogue of the Kontsevich model is a toy model for QFT in which the tower of Dyson-Schwinger equations splits into one non-linear equation for the planar two-point

From playlist Talks of Mathematics Münster's reseachers

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Mixture Models 3: multivariate Gaussians

Full lecture: http://bit.ly/EM-alg We generalise the equations for the case of a multivariate Gaussians. The main difference from the previous video (part 2) is that instead of a scalar variance we now estimate a covariance matrix, using the same posteriors as before.

From playlist Mixture Models

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A quantum Ehrenfest model, in 3D

This is a 3D rendering of a solution of Schrödinger's equation in an Ehrenfest-urns-like configuration, similar to the 2D rendering https://youtu.be/AymX67nEdOo The classical Ehrenfest urn model is a simplified model of a gas contained in two communicating containers, introduced in 1907 b

From playlist Schrödinger's equation

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(ML 16.6) Gaussian mixture model (Mixture of Gaussians)

Introduction to the mixture of Gaussians, a.k.a. Gaussian mixture model (GMM). This is often used for density estimation and clustering.

From playlist Machine Learning

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What is the Bohr model of the atom?

This video looks at the pioneering work of Niels Bohr who proposed a novel model of the atom in 1913 which would lay the foundations for a quantum mechanical treatment ten years later. After discussing the limitations of Thomson's Plum Pudding model and Rutherford's Nuclear model, Bohr's q

From playlist Quantum Physics

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The Scale of Everything - The Big, the Small and the Planck

https://brilliant.org/CuriousDroid Living on our little planet and looking up at the night sky it's easy to forget just how big the scale of the universe really is not only on the grand scale but also on the microscopic one too, so for this video we look at the scale of everything from th

From playlist Strangeness and Oddities

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(ML 16.7) EM for the Gaussian mixture model (part 1)

Applying EM (Expectation-Maximization) to estimate the parameters of a Gaussian mixture model. Here we use the alternate formulation presented for (unconstrained) exponential families.

From playlist Machine Learning

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Random Matrices as a model of Quantum Hydrodynamics - Paul Wiegman

Paul Wiegman University of Chicago November 5, 2013 For more videos, visit http://video.ias.edu

From playlist Mathematics

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Understanding Crystallography - Part 1: From Proteins to Crystals

How can you determine the structure of a complex molecule from a single crystal? Professor Elspeth Garman take us on a journey into the world of crystallography - from protein production and purification to growing the right type of crystals. In her laboratory at the University of Oxfor

From playlist Celebrating Crystallography

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Gauss, normals and fundamental forms | Differential Geometry 34 | NJ Wildberger

We introduce the approach of C. F. Gauss to differential geometry, which relies on a parametric description of a surface, and the Gauss - Rodrigues map from an oriented surface S to the unit sphere S^2, which describes how a unit normal moves along the surface. The first fundamental form

From playlist Differential Geometry

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F-35, Why is it the Best Fighter in the World Today?

Go to the RAF Engineering website here : https://www.raf.mod.uk/recruitment/engineering?utm_medium=social&utm_source=youtube&utm_campaign=engineeringf35&utm_content=270520 Despite the criticism, the people that really matter, namely the pilots and aircrews love the F-35 not only because i

From playlist Planes, Trains and Automobiles

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America's lost stealth helicopter - RAH 66 Comanche

https://brilliant.org/CuriousDroid It was going to be the next generation helicopter of the 21st century bringing stealth and the digital battlefield into rotary aircraft but it ended in cost overruns, delays and cancellation after just two prototypes, this is the story of Americas lost st

From playlist Planes, Trains and Automobiles

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Will NASA’s Asteroid mission save us in the future?

Get MagellanTV here: https://try.magellantv.com/curiousdroid & get an exclusive offer extended to our viewers: an extra month FREE. MagellanTV is a new kind of streaming service run by filmmakers with 2,000+ documentaries! Check out our personal recommendation and MagellanTV’s exclusive pl

From playlist Rockets and Space Craft

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Lunar Reconnaissance Orbiter - Eyes on the Moon

https://brilliant.org/CuriousDroid We're going back to the moon hopefully in 2024 but compared to the 1960's we need to know a lot more about the moon than we did then if we are to make permanent bases there. So to this end, the Lunar Reconnaissance Orbiter was created to map the moon in g

From playlist Rockets and Space Craft

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How do you Escape from an Exploding rocket? - Launch Escape Systems

Get Readly with 1 month FREE here: https://gb.readly.com/2020-curiousdroid Ever wondered what might happen if a rocket developed a problem on the launchpad or the launch and how the crew might escape. Well that something which has been used ever since the very first manned mission and con

From playlist Rockets and Space Craft

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NASA's Mega Hubble - The Roman Space Telescope

https://brilliant.org/CuriousDroid What do you do when the NRO (National Reconnaissance Office) makes you an offer you can't refuse?. Well in the case of NASA you update an existing design to create a Hubble on steroids that can cover the same amount of sky as one hundred Hubble's, drastic

From playlist Rockets and Space Craft

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The Korteweg-de Vries equation (1895)

The Korteweg-de Vries equation (1895) is a model of shallow water waves. https://en.wikipedia.org/wiki/Korteweg%E2%80%93de_Vries_equation da/dt = -0.5 * a * da/dx - d³a/dx³ How do the waves manage to pass through each other!? Simulated as 256 floats. One of the new patterns in Ready 0.1

From playlist Ready

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F-4 Phantom, The Ultimate Cold War Warrior

This video is sponsored by Blinkist, the first 100 people to go to https://www.blinkist.com/curiousdroid will get FREE unlimited access for 1 week to try it out. You will also get 25% off the full membership price. The Macdonell Douglas F-4 was the more widely produced and internationally

From playlist Planes, Trains and Automobiles

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