@guilhermebrito4837
Great video! Already waiting for the next episode!
@onlyyt6093
Very interesting and well made video!
@kazamaki6586
Hello, Please do you know how to determine the error of Euler-Mayurama's or Milstein's scheme (for SDE) without exactlly solution (for example in the stochastic volatility model) ?
@patryknextdoor
Thank you for great video! Can you make video on time varying coefficient model which can deal with not normal distribution?
@bikinibottom2100
Are we even sure there is an actual pattern in the volatility? Id be surprised… the out of sample fit would be more interesting
@suryareddy1872
Hello Jon, great video. When are you courses on quant coming out ?
@lawrenceneufville1331
🙂 ƤＲＯ𝓂Ｏ𝕤ᗰ
@teddyregrets8384
Confused about why you take this approach at 10:18. Why not just use np.fft.fft , keep the important frequencies (threshold out to 0 the ones that correspond to noise) and then np.fft.ifft
@marcelltoth9737