↓ Skip to main content

Modeling

Converting Between Fat-Tailed Distributions
· 5 mins
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
· 9 mins
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
·· 10 mins
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 to build a plausible model of PC performance over time.