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139 views
Rate Distortion Minimization in a Python Clustering Algorithm
I'm attempting to solve for $\hat{k}$ clusters, such that the rate distortion is minimized, as described here, however, the answers that I am getting from my algorithm are not following the "Jump" ...
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292 views
Historical volatility from close prices (Haug pg 166)
I have implemented a function for calculating historical volatility using close the close method as described by Haug on page 166.
When I implemented the formula given by Haug, it resulted in some ...
