Packt Publishing has turned another one of my video courses, Training Your Systems with Python Statistical Modeling, into a book! This book is now available for purchase.
Last fall my adviser alerted me to the MSRI workshop on high-dimensional data and suggested I may be interested. I applied and was accepted to participate. Thus, from July 9th to July 20th I stayed in San Francisco (for the first time in my life), living in the dorms of UC Berkeley and attending the workshop. I got to experience San Francisco’s legendary weather (escaping Salt Lake City’s triple-digit heat) while learning mathematics. I enjoyed the experience and wanted to share it.
This is a lecture for MATH 4100/CS 5160: Introduction to Data Science, offered at the University of Utah, introducing time series data analysis applied to finance. This is also an update to my earlier blog posts on the same topic (this one combining them together). I strongly advise referring to this blog post instead of the previous ones (which I am not altering for the sake of preserving a record). The code should work as of July 7th, 2018. (And sorry for some of the formatting; WordPress.com’s free version doesn’t play nice with code or tables.)
I have exciting news!