The Levenberg-Marquardt algorithm
Non linear Least Squares This post was originally published on the Innova official blog. Nonlinear least squares regression extends linear least squares regression for use with a much larger and ...
Andrew Abok
Understanding BFGS Optimization with F# Implementation
Application of the BFGS method to the Nelson Sigel Svensson Model for Kenyan Yield Curve Fitting This post was originally published on the Innova official blog. 1.) Introduction. Optimization me...
Security Price Forecasting using Hidden Markov Model
A case study of predicting the prices of Equity Bank Kenya This post was originally published on the Innova official blog. 1.) Introduction Prediction or forecast is a statement about a future ev...
AUTOMATIC DIFFERENTIAON (Part 1)
1. Introduction At the heart of Decision Science lies the pivotal concept of Optimization, a critical tool for analysis and forecasting in various domains, especially in the domain of financial ma...
Information Theory in The Financial Markets
Insights and Analysis Using Kenyan Financial Market Data This post was originally published on the Innova official blog. Introduction In 1948 Claude Shannon founded the field of Information theo...