At its core, financial risk management is concerned with quantifying potential losses to assess the downside of financial endeavors and prepare for worst-case scenarios. Perhaps the two most salient risk measures in the field of risk management are value at risk (VaR) and expected shortfall, also known as conditional value …

This month's puzzle asks us to find a valid solution to a Sudoku grid (shown above) with some special constraints. Here's the puzzle description:

Fill the empty cells in the grid above with digits such that each row, column, and outlined 3-by-3 box contains the same set of nine unique …

The radius of a circle is defined as the distance from the circle's center to any point on its circumference. If you move the point of measurement to be off-center (as in the figure above), the distances to the circle's circumference are no longer all equal to the circle's radius …

In many quantitative disciplines, problems can often be framed as the task of finding the value — or set of values — that make some expression equal zero. For example, we may want to find the theoretical break-even point of a firm (when profit is equal to zero) or under what conditions …

Recently, I came across this fun brainteaser on Kenneth Tay's blog:

Write the numbers 1 to 14 around a circle so that the sum and difference of every pair of adjacent numbers is prime.

In this blog post, I want to use this riddle as …

Large language models (LLMs) have quickly become part of many people's lives — popularized by OpenAI's publicly-available ChatGPT research release, the models excel at just about every textual task. But what about random number generation? LLMs are understandably bad at arithmetic: these are …

In this post, I'd like to (perhaps overly) analyze a pretty simple problem, and explore a few routes of answering it through analytical solutions and simulation. This problem actually came from a very enjoyable class I took called Computational Modeling and Simulation, which taught me (among …

For most of us, the environment in which we work is an extremely impactful factor that contributes to our capacity for productivity. Lighting, odor, temperature, furniture — these are parameters of our environment we can tune to allow ourselves to work better.

But we can't …

A word on liquid-tags and Pelican plugins

Without delving in too deep, Liquid Tags are the saving grace of media integration in Pelican — they integrate seamlessly with Markdown or reStructuredText, and can be customized. For example, the following:

{% notebook my-jupyter-notebook.ipynb cells[2:3] %}

displays cells [2–3) (so cell …