Posts tagged as:

correlation

Deconstructing the Gaussian copula, part II

July 9, 2009

A math-free introduction to CDO pricing.

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Deconstructing the Gaussian copula, part I

June 5, 2009

A number of misconceptions about the Gaussian copula are addressed.

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"Bright" ideas

April 20, 2009

It's hard to believe FT Alphaville is taking this seriously, but they are: markets and sunspot cycles. Apparantly, as this very convincing graph shows, recessions correspond with the regular sunspot cycle: As this plainly demonstrates, there is a perfect correlation with sunspots and recessions.  Except for that little recession in the 1930's, but that one doesn't count, […]

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Spurious correlation: fruit edition

April 3, 2009

Who says correlation doesn't imply causality?  Borrowed from In the Pipeline.

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Correlation

March 11, 2009

Statistics humor: (xkcd via AK's tumblelog)

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