Kernel Density Estimation with Python: Estimate a Density Function from Data

We return to generating samples from the distribution of daily percent changes in the S&P 500 index. In the last video, we looked at using a histogram to do this. Here, we look at a technique called kernel density estimation to do something similar.

Wikipedia: https://en.wikipedia.org/wiki/Kernel_density_estimation
Github: https://github.com/kpmooney/numerical_methods_youtube/blob/master/market_analysis/kernel_density_estimation.ipynb

Tip Jar: https://paypal.me/kpmooney