Probability and Monte Carlo methods
Calculating the Overlap of Two Normal Distributions Using Monte Carlo Integration
// Use Gists to store code you would like to remember later on | |
console.log(window); // log the "window" object to the console |
import pandas as pd | |
df = pd.read_csv( | |
'http://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data', | |
names = ['sepal length (cm)', 'sepal width (cm)', 'petal length (cm)', 'petal width (cm)', 'class'] | |
) | |
# store feature matrix in "X" | |
X = df.drop('class', axis=1).values | |
levels = {'Iris-setosa': 0, 'Iris-versicolor': 1, 'Iris-virginica':2} |
# Working with multiple stocks | |
""" | |
SPY is used for reference - it's the market | |
Normalize by the first day's price to plot on "equal footing" | |
""" | |
import os | |
import pandas as pd | |
import matplotlib.pyplot as plt |
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