STATLECT

Statlect is a collection of lectures on probability theory, mathematical statistics, matrix algebra and machine learning. It is offered as a free service to the mathematical community... Statlect is written by Marco Taboga, an expert in mathematical and statistical methods applied to finance. Marco is a Director in the Economics and Statistics Department of the Bank of Italy, where he has led teams of PhDs in mathematics and economics. Marco holds a PhD in applied mathematics and a Master in finance from the London School of Economics and Political Science. He has taught probability, statistics and machine learning in university and executive courses. He has published several articles on quantitative finance and financial econometrics in top scholarly journals, including Mathematical Finance, Journal of Financial Econometrics, The Journal of Money Credit and Banking and International Finance. Marco's latest research on deep learning for bond pricing is going to be published in the..