Model Optimization for Quants

Algebraic Continuation · Beginner ·🔢 Mathematical Foundations ·1mo ago

About this lesson

Introduction to likelihood functions, maximum likelihood estimation, and some interesting model optimization problems geared towards aspiring quants. Schedule a meeting with me 1-1 for more personalized advice: https://calendly.com/algebraiccontinuation/1-1-meetings Join the Discord: https://discord.gg/EB4wsyChtT 00:00 Introduction 01:15 Likelihood and the MLE 05:50 Conceptual Pitfalls 10:45 Why use the MLE? 12:25 ARIMA Example 17:08 Censored Distribution Example 23:10 Final Thoughts

Original Description

Introduction to likelihood functions, maximum likelihood estimation, and some interesting model optimization problems geared towards aspiring quants. Schedule a meeting with me 1-1 for more personalized advice: https://calendly.com/algebraiccontinuation/1-1-meetings Join the Discord: https://discord.gg/EB4wsyChtT 00:00 Introduction 01:15 Likelihood and the MLE 05:50 Conceptual Pitfalls 10:45 Why use the MLE? 12:25 ARIMA Example 17:08 Censored Distribution Example 23:10 Final Thoughts

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Chapters (7)

Introduction

1:15 Likelihood and the MLE

5:50 Conceptual Pitfalls

10:45 Why use the MLE?

12:25 ARIMA Example

17:08 Censored Distribution Example

23:10 Final Thoughts

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