NTTPThe Volatility of Volatility: Part 6Speed-up, model adjustment, and comparisons to reality9 min read·1 day ago----
NTTPThe Volatility of Volatility, Part 3Partly controllable volatility persistence12 min read·May 17, 2024----
NTTPTaylor-bot, on the Conan-bot showHow well does GPT-4o perform, chatting with a split personality of itself?5 min read·May 14, 2024----
NTTPThe Volatility of Volatility, Part 2Cross-random correlation for modeling stocks & crypto10 min read·May 11, 2024----
NTTPThe Volatility of Volatility for Stocks and Crypto, Part 1A gentle introduction to the Heston model13 min read·May 5, 2024----
NTTPinOperations Research BitBootstrapping a Dense Probability DistributionFrom a sparse distribution.7 min read·Mar 25, 2024----
NTTPText-To-Image A.I. on CPU-only hardwareNo expensive NVIDIA card? We show you how.7 min read·Mar 24, 2024----