Notes on Finance

The following is a list of my notes on Finance. It also contains some notes of various software on computation and documentation. I will keep adding notes to this list and updating them. If you find any errors or have any suggestions, you are welcome to contact me. My email address is tang.runlong AT gmail.com.

  • A Note On The Daily Balance Method
    • PDF, July 11, 2018
  • A Note On Finite Moments, Rediscovery Of The Pareto Distribution and Distributions With Heavy Tails and Heads
    • PDF, July 21, 2018
    • A R Package "dhh", where "dhh" can be understood as "distributions with heavy heads".
  • A Note On A Makefile For Fortran
    • PDF, August 7, 2018
    • This note is not directly related to Finance. However, to analyze financial data, we need programming languages. So, I put this note here for future reference.
  • A Thought On Programming Languages For Data Analysis
    • PDF, August 7, 2018
  • A Note On The Paper Deep Learning For Mortgage Risk By Sirignano et al., 2018
    • PDF, August 22, 2018
  • A Note On The Paper Deep Learning For Limit Order Books By Sirignano 2016
    • PDF, August 27, 2018
  • A Note On The Paper Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning By Sirignano and Cont 2018
    • Blog, August 30, 2018
  • A Note on Big Data and AI Strategies by Kolanovic and Krishnamachari 2017
    • Blog, September 1, 2018
  • An Example On Recurrent Neural Network (RNN)
    • PDF, September 7, 2018
    • This note is on a deep learning method, not directly related to Finance. However, perhaps it is a good idea to use some deep learning methods to analyze financial data. So, I put this note here for future reference.
    • Some Python Codes: Building_a_Recurrent_Neural_Network.py and rnn_utils.py, September 16, 2018
      • The basic codes are from the Coursera online course Sequence Models given by Andrew Ng.
  • An Example On RNN, GRU And LSTM
    • PDF, September 9, 2018
  • Customer Return Behavior of Customers of Google Merchandise Store
    • PDF, December 3, 2018
    • html, R codes with more plots, December 3, 2018
      • You need to download the html file to view it locally since it is stored on Dropbox.
      • Data used in the html file
  • How to Use Git: An Example
    • PDF, December 21, 2018