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StackOverflow - 2020 Developer Survey

StackOverflow published its Developer Survey 2020. Click here for details. In 2020, Python, Go, TypeScript, Rust are the programming language most loved by developers in the world. It means that these languages are in vogue and new learners are on the rise.
Dec 20, 2020 2 min read Dev

Maximize the cell size of Jupyter notebook

TL;DR Put the following magic command (cell magic) in a cell and execute it. %%javascript IPython.OutputArea.auto_scroll_threshold = 9999; Note: This is not line magic like % matplotlib inline and some
Nov 29, 2020 1 min read Dev

Monte Carlo Simulation of Black-Scholes Option Pricing Model

幾何ブラウン運動のサンプルパスを生成することにより，株価が幾何ブラウン運動にしたがう場合のコールオプション価格をモンテカルロシミュレーションにより導出し，サンプルパスの生成回数を増やすことで理論値に収束することをプロットにより確認する．
Nov 25, 2020 4 min read Finance

Basic Portfolio Optimization with Python: Markowitz's Mean-Variance Model

Set-up the basic environment for backtesting with Python, select some stocks from the TSE TOPIX series, and build the minimum diversified portfolio.
Nov 12, 2020 11 min read Finance

Simon N Wood's "lockdown reading list"

Simon Wood, a leading statistician in UK being famous for the text book of the GAMs introduced the lockdown reading list in his homepage. It looks interesting, so I’ll share it here.
Jun 30, 2020 2 min read Personal

Recursion of the Capital

Self-discriptive system within time change. The simplest example of self-discriptive systems is the exponential increase. This is because the simplest “change” of a variable $x$ is a first derivative of
Jun 11, 2020 3 min read Finance

Tencent's Strategy for the ACG and the Impact on Japan

中国のTencentが日本のACG(Anime, Comics, Game)産業へ大きな関心を寄せている．
Jun 10, 2020 1 min read Finance, Random

United States Macroeconomic History

アメリカのマクロ経済史を振り返り,2021年以降のアメリカ経済について考えてみる．
May 29, 2020 5 min read Finance

Time-steady States on Systems

動的システムの定常状態，線形性，移動平均について．
Apr 24, 2020 4 min read StatML

State Space Model & Particle Filter

State Space Model (SSM) State Space Model(SSM) is widely used in the field requiring the sequential estimation or online learning. This model is effective if you consider a system having two different variables; one completely represents the actual state but cannot be observed and the other partially represents the actual state but can be observed.
Mar 18, 2020 2 min read StatML