Chase Coleman

Joined 3 months ago

  • 2 Notebooks
  • 72 Votes
  • 28 Comments

I am a PhD Candidate in Economics at NYU’s Stern Business School.

www.chasegcoleman.com

2 Notebooks

An Introduction to the Nelder-Mead Algorithm

Published 1 week ago by Chase Coleman in Python

One of the most used optimization algorithms of today is the Nelder-Mead algorithm. It has become a core muscle in many programming languages' minimization techniques, including being the default for both Matlab and Scipy's fmin function.

Bayesian Estimation of a Univariate First Order Autoregression

Published 1 week ago by Chase Coleman in Python

This notebook demonstrates how to analyze finite-state Markov chains with the MarkovChain class. For basic concepts and properties on Markov chains