the Statistical Limit of Arbitrage
This report reviews the paper the Statistical Limit of Arbitrage and draw connections between optimal feasible portfolio and empirical Bayes based on Tweedie’s formula.
Writing
Local Average Treatment Effect (LATE)
This report briefly explains the concept of LATE and reviews the paper Identification of Causal Effects using Instrumental Variables
Stochastic Gradient MCMC
This report reviews stochastic gradient MCMC samplers based on this paper.