The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...

In a previous paper we obtained characterizations of constraint sets determined by a finite number of differentiable pseudoconcave constraint functions possessing an interior point, and showed that ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...