Name: Kernel Density Estimation with Python: Estimate a Density Function from Data
Uploaded: 2021-01-31T16:10:23+00:00
Duration: 12 min 54 s
Description: We return to generating samples from the distribution of daily percent changes in the S&P 500 index. In the last video, we looked at using a histogram to do this. Here, we look at a technique called k

3 years ago

Python Trading Statistics Kernel Density Estimate

We return to generating samples from the distribution of daily percent changes in the S&P 500 index. In the last video, we looked at using a histogram to do this. Here, we look at a technique called kernel density estimation to do something similar.

Wikipedia: https://en.wikipedia.org/wiki/Kernel_density_estimation
Github: https://github.com/kpmooney/numerical_methods_youtube/blob/master/market_analysis/kernel_density_estimation.ipynb

Tip Jar: https://paypal.me/kpmooney

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