Monthly Archives: September 2012


In order to familiarize the reader with the methods that I will use to apply mathematics (particularly optimization) to everyday problems, I feel it somewhat necessary to provide a few posts that summarize my current research, (methods, techniques etc.) so

Posted in Optimization Algorithms

Optimization of the GP Model

The negative log-likelihood, is dependent upon several components, namely the mean and variance estimators and $\hat{\sigma}^2(\beta)$, as well as the inverse and determinant of , all of which are dependent upon the hyper-parameter . Recall that each is a vector

Posted in Financial Mathematics, Optimization Algorithms