drzhenye
Prof. Zhen Ye (Peter)
Recently Published
GDP per capita by percentile in 38 OECD countries
25th percentile 50th percentile 75th percentile 95th percentile
"Slovak 24,491" "France 44,691" "Austria 56,034" "Switzerland 99,565"
GDP per capita by percentile in OECD countries
25th percentile 50th percentile 75th percentile 95th percentile "Portugal 27,331" "France 44,691" "Austria 56,034" "Switzerland 99,565"
GDP per capita: US vs UK 2020-23
Source: The World Bank "World Development Indicator"
The US GDP per capital 2020-23
Source: The World Bank "World Development Indicator"
Price floor
Market in action through intervention
Price ceiling
Market in action - the effect of an intervention.
Original decision tree for Cambridge house price
This tree is not pruned.
Prediction that works: Part 4
Predicted close price of the next trading day: 343.58
Prediction that works
LSTM predicted close price of the next trading day: 35.59
Bid Ask Spread and EMWA Volatility for Nvida
Lambda = 0.95
Laplace2t-distributionCompared
On 2024-09-24, 000300 reached a high of 0.042398440. At what point does it lie in the historical Laplace distribution? How does it compare with t-distribution?
LaPlace fit and right tail probability
On 2024-09-24, 000300 reached a high of 0.042398440. At what point does it lie in the historical Laplace distribution?
Interpreting 000300
On 2024-09-24, 000300 reached a high of 0.042398440. At what point does it lie in the historical t-distribution?
Residuals versus Fitted
Breusch-Pagan test to follow
Residual versus Fitted Plot for Market Model Regression (II: ERP-MRP)
Breusch-Pagan test confirms no heteroscedasticity for 180101
Amoy Dice Game
Simulating rolling 6 dices 1 million times. This game is for the mid-autumn festival in Xiamen (Amoy) and is played continuously for a month.
Figure 2: Volatility of ASOS Share Price
The figure shows the volatility of ASOS's daily return since it started trading. As can be seen, there is more volatity in the last 3 years.
Figure 1: ASOS daily return
The figure shows daily return of ASOS since it started trading on 4 Jan 2005 until 8 March 2024.
TSLR QQPlot
TSLR QQ Plot