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Modeling

Converting Between Fat-Tailed Distributions
Statistics Fat-Tailed Modeling Distribution-Fitting
A set of rules of thumb that I’ve fit to convert between the most popular fat-tailed distributions.
Modeling Stock Market Corrections Over 150 Years
Data-Analysis Data-Exploration Fat-Tailed Stochastic-Modeling Modeling Investing
How fast does the stock market correct back to long-term trends? Let’s fit a fat-tailed, skewed stochastic model to find out.
Modeling Optimal PC Building Decisions
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Modeling Pc-Building Historical-Data Data-Analysis Data-Exploration
What is the optimal amount to spend on a computer? How often should its components be upgraded? We review historical data and build a plausible model of computer performance over time.