Sunday 6 September 2026 Tilting the Gaussian to price a rare event (medium) · The price of forgetting: mutual information and generalization (hard)
Saturday 5 September 2026 The minimum-variance portfolio for uncorrelated assets (medium) · The second descent of the minimum-norm interpolator (hard)
Friday 4 September 2026 First passage of drifting Brownian motion by change of measure (hard) · When an instrument only works conditionally (medium)
Thursday 3 September 2026 Waiting for a quiet window in the order flow (medium) · When leave-one-out inherits the AIC overfit rate (medium)
Wednesday 2 September 2026 Exchanging one stock for another without knowing the interest rate (hard) · Absolute error is not a proper scoring rule (easy)
Tuesday 1 September 2026 Fifty boxes each and the whole crew walks free (medium) · The primal-dual witness and a sign-dependent recovery threshold (hard)
Monday 31 August 2026 Filling every bin: mean, spread, and the last stretch (medium) · When the bootstrap chokes on a maximum (medium)
Sunday 30 August 2026 Loaded dice, uniform sums, and the Sicherman relabeling (hard) · Reading the Benjamini-Hochberg step-up rule off a sorted list (easy)
Saturday 29 August 2026 Why a delta-hedged short option lives and dies by gamma (medium) · Fitting one Gaussian to two: which way does the KL point? (hard)
Friday 28 August 2026 The gap that catches your point (medium) · When the sweep order breaks reversibility (medium)
Thursday 27 August 2026 A run of exactly fifteen trades (easy) · When observed and expected information part ways (medium)
Wednesday 26 August 2026 The maximum of Brownian motion, with and without drift (hard) · Gamma-Poisson updating: shrinkage weights and the predictive law (easy)
Tuesday 25 August 2026 Powers of a geometric Brownian motion (medium) · Why EM climbs, where it stops, and how slowly (medium)
Monday 24 August 2026 How long does it take to win at gambler's ruin? (medium) · The logarithm that chaining removes (hard)
Sunday 23 August 2026 The equicorrelation matrix and how negative correlation can go (easy) · When a narrow proposal starves the importance sampler (medium)
Saturday 15 August 2026 The diversification floor of an equicorrelated book (medium) · Why EM never goes downhill, and why that is not convergence (medium)
Friday 14 August 2026 Three rolls of a die, keep the one you stop on (medium) · A generalization bound with no dimension in it (hard)
Thursday 13 August 2026 Two-sided exit, with and without drift (hard) · Where a kink in the prior comes from (medium)
Wednesday 12 August 2026 Why HH takes longer to arrive than TH (medium) · The exponential rate, where unbiasedness is not the last word (medium)
Tuesday 11 August 2026 A synthetic forward that is quoted too rich (easy) · What averaging models can and cannot fix (easy)