Pantheon on Debian Buster

Pantheon desktop or the elementaryOS are temptingly beautiful. What I see most attractive is the Pantheon terminal, which, in my opinion, finally we get a Linux terminal on par with what macOS can provide. [more]

Use of Kalman filter in finance and estimation of value-at-risk

Kalman filter is, in certain sense, a way to give the moving average of a time series. It keeps track on a vector of state variables with its corresponding covariance matrix. The Kalman algorithm usually give a converging covariance matrix after several iterations of prediction-update. A common use is to... [more]