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1. Linear-Regression Linear-Regression Public

   Linear regression created from scratch and comparing my implementation to that of popular packages like scikit -learn on financial data

   Jupyter Notebook 5

2. Inverse-Transformation Inverse-Transformation Public

   Simulations can be done done via Monte Carlo however it can also be done via sampling using inverse transformation for invertible functions with a known cumulative distribution function.

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3. Random-Walks Random-Walks Public

   A simulation of "Gamblers Ruin" a classic statistics problem that simulates the gain from gambling with constant probability of gain or losing money

   R 1

4. Rejection-Sampling Rejection-Sampling Public

   How do we take sample from an extremely complex probability distribution. Rejection sampling of course! This allows us to create a sample of size n from a complex probability distribution that may …

   R