Arjun Srivastava's Library

The Basics of Item Response Theory Using R
Frank B. Baker , Seock-Ho Kim
This graduate-level textbook is a tutorial for item response theory that covers both the basics of item response theory and the use of R for preparing graphical presentation in writings about the theory. Item response theory has become one of the mos...

Calling Bullshit: The Art of Scepticism in a Data-Driven World
Jevin D. West and Carl T. Bergstrom
An indispensable handbook to the art of scepticism from two brilliantly contrarian scientists. We think we know bullshit when we hear it, but do we?Politicians are unconstrained by facts. Science is conducted by press release. Start-up culture eleva...

Characteristic function (probability theory)
Wikipedia

Dataclysm: Love, Sex, Race, and Identity--What Our Online Lives Tell Us About Our Offline Selves
Christian Rudder
*A New York Times* Bestseller An audacious, irreverent investigation of human behavior—and a first look at a revolution in the makingOur personal data has been used to spy on us, hire and fire us, and sell us stuff we don’t need. In Dataclysm , Chr...

Kelly Criterion in Blackjack,Sports Betting, and the Stock Market
Edward O. Thorp

Naked Statistics: Stripping the Dread from the Data
Charles Wheelan

The Seven Pillars of Statistical Wisdom
Stephen M. Stigler
What gives statistics its unity as a science? Stephen Stigler sets forth the seven foundational ideas of statistics—a scientific discipline related to but distinct from mathematics and computer science and one which often seems counterintuitive. His ...

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Jean-Philippe Bouchaud and Marc Potters
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising ...

Trades, Quotes and Prices
Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new ...

Weapons of Math Destruction: How Big Data Increases Inequality and Threatens Democracy
Cathy O'Neil
Longlisted for the National Book Award | New York Times Bestseller A former Wall Street quant sounds an alarm on the mathematical models that pervade modern life and threaten to rip apart our social fabric.** We live in the age of the algorithm. I...