There are various statistical metrics, generated from time series, that can be used, as an aid, in the investment decision process. This article will attempt to capture the essence of the goals and use cases of various metrics as it relates to making investment decisions.
I was particularly interested in…
I’m hesitant to write about this as it is touches on a few controversial topics, but if I can help one person understand what I mean, it will be worth it. I often see two sides arguing about a topic describing the same concern, i.e., what is the risk. What…
A brief introduction to building an automated, simple web scraper in AWS
There are many technical articles on this subject that have provided comprehensive step-by-step instructions to building technical workflows. …
Overall, I found the course helpful and insightful, 4.79/5. There were many ideas that I had not considered before so I am posting some of my notes here. More than likely, you have seen most of these ideas so I will try to focus on the most interesting ones. …
A ranking algorithm can be used if the target variable is numerically ordered. The model will capture the shared variation between adjacent classes. This model can also be useful for semi-supervised classification, where proxy targets are assigned as a lower rank than the actual targets.
Business-related time series are often non-continuous, or discrete, time-based processes. Operationally, it might be useful for businesses to know, or to be able to quantify when a time series will be at a peak or trough in the future. The goal is to capture the trend and periodic patterns and…
The purpose, problem statement, and potential applications came from this post on datasciencecentral.com. The goal is to approximate any multi-variate distribution using a weighted sum of kernels. Here, a kernel refers to a parameterized distribution. …
This is a review of a modern genetic algorithm called multi-offspring improved real-coded genetic algorithm (MOIRCGA). The original paper can be found here. The method used by this algorithm is, formally, called heuristical normal distribution and direction-based crosser (HNDDBX). This algorithm uses generates a direction-based candidate solution and modifies it…
This notebook shows the optimization of a multi-class, linear support vector machine using a simulation-based optimizer. Any simulation-based optimizer could be used with the Cuda kernel in this notebook. I used KernelML, my custom optimizer, in this example. …
The covariance matrix has many interesting properties, and it can be found in mixture models, component analysis, Kalman filters, and more. Developing an intuition for how the covariance matrix operates is useful in understanding its practical implications. This article will focus on a few important properties, associated proofs, and then…
