Sep 18, 2022

It’s a poesm

Love is a fire that burns unseen, a wound that aches yet isn’t felt, an always discontent contentment, a pain that rages without hurting It’s a poesm of Luís Vaz de Camões. It’s for me, and for anyone who has had a bleeding heart, or maybe just for someone is…

Life Lessons

2 min read

Life Lessons

2 min read

Aug 31, 2022

Thinking About A Market Risk Measure

If you are a quant who is working at a bank, the Historical Simulation Value-at-Risk (HS VaR) is a very useful measure for risk management for trading portfolios, particularly derivative products. It is not only simple to explain and easy to implement and to monitor but also its effectiveness is…

Var

3 min read

Var

3 min read

Aug 30, 2022

Ứng dụng máy học trong lĩnh vực kinh doanh và tài chính

Trong bài viết này, các bạn sẽ hiểu máy học là gì? Nó có thể làm được gì? Và những xu hướng ứng dụng gần đây của máy học trong lĩnh vực tài chính kinh doanh. Lưu ý: Các quan điểm trong bài viết này là nhận định chủ quan…

Machine Learning

7 min read

Ứng dụng máy học trong lĩnh vực kinh doanh và tài chính

Machine Learning

7 min read

Jul 5, 2021

Weekly Readings 5th–11th July

1. Understanding LightGBM Parameters (and How to Tune Them) Understanding LightGBM Parameters (and How to Tune Them) - neptune.ai I've been using lightGBM for a while now. It's been my go-to algorithm for most tabular data problems. The list of…neptune.ai 2. The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments … Evaluating your model on the key metrics is a crucial first step in understanding your model quality. Keeping track of…neptune.ai

Optuna

1 min read

Optuna

1 min read

Weekly Readings 5th–11th July

1. Understanding LightGBM Parameters (and How to Tune Them)

Understanding LightGBM Parameters (and How to Tune Them) - neptune.aiI've been using lightGBM for a while now. It's been my go-to algorithm for most tabular data problems. The list of…
neptune.ai

2. The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments

The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments …Evaluating your model on the key metrics is a crucial first step in understanding your model quality. Keeping track of…
neptune.ai

3. Optuna examples

optuna/optuna-examplesExamples for https://github.com/optuna/optuna. Contribute to optuna/optuna-examples development by creating an account…
github.com

Jul 4, 2021

Weekly Readings 28th June — 4th July

1. 3 Principles to Achieve Anything — Think and Grow Rich 3 Principles to Achieve Anything — Think and Grow Rich We all have this ability inside us. The big question is whether we wish to go all-in for our desire.medium.com It’s Desire-Faith-Persistence. 2. Why AutoML Is An Essential New Tool For Data Scientists Why AutoML Is An Essential New Tool For Data Scientists An Argument In Favor Of Interpretable AutoML For Data Scientiststowardsdatascience.com

Weeknotes

1 min read

Weeknotes

1 min read

Weekly Readings 28th June — 4th July

1. 3 Principles to Achieve Anything — Think and Grow Rich

3 Principles to Achieve Anything — Think and Grow RichWe all have this ability inside us. The big question is whether we wish to go all-in for our desire.
medium.com

It’s Desire-Faith-Persistence.

2. Why AutoML Is An Essential New Tool For Data Scientists

Why AutoML Is An Essential New Tool For Data ScientistsAn Argument In Favor Of Interpretable AutoML For Data Scientists
towardsdatascience.com

3. Featurewiz: Fast way to select the best features in a data

Featurewiz: Fast way to select the best features in a dataA new improved and fast way to select the best features in a dataset
towardsdatascience.com

Jun 19, 2021

Weekly Readings 14th-20th/Jun/2021

1. 12 Python Snippets That Will Boost Your Productivity 12 Python Snippets That Will Boost Your Productivity A list of 12 ‘how to’’ scripts in Pythonpython.plainenglish.io I learned some interesting things from this blog, such as below: The itertools and collections are very useful, they have high performance functions that can help you save a lot of time in optimizing your code. By applying a simple trick, build an interleave list is much easier than I…

Weeknotes

2 min read

Weeknotes

2 min read

Jun 19, 2021

Try to Solve Quant Interview Questions in 1 Hour

Hi everyone, I’m preparing for some interviews in next week, so I challenge myself to solve quant interview questions as many as possible during one hour. Quite sure that I can’t solve all, I try with 21 problems as below: For a 3 sets tennis game, would you bet on…

Quant Interview

8 min read

Quant Interview

8 min read

Jun 13, 2021

Weekly Readings 7th-13th/Jun/2021

1. Indicator selection and stock return predictability, by Zhifeng Dai , Huan Zhu In this research paper, the authors tried to solve the problem that how to build a winning portfolio from previous simple indicators/strategies. The method that the authors used is momentum-determined indicator-switching (MDIS) strategy. Though this research is applied to stock market return, and the predictors include micro- and macro-variables, but…

Stock Market

2 min read

Stock Market

2 min read

Jun 1, 2021

Weekly Readings 31st/May-6th/Jun/2021

Interesting news/blogs that I read during a week. 1. 16 Must-Know Bash Commands for Data Scientists It is a good article for people who begin to work in Linux/MacOS environment. 16 Must-Know Bash Commands for Data Scientists Exploring some of the most commonly used bash commandstowardsdatascience.com The author is fairly an excellent engineer and a good blogger: his articles are simple, clear and useful to everyone who wants to get familiar faster with Python.

Weeknotes

2 min read

Weeknotes

2 min read

May 26, 2021

Weekly Readings 24th-30th/May/2021

Interesting news/blogs that I read during a week. 1. DataPrep v0.3.0 has been released DataPrep v0.3.0 has been released towardsdatascience.com EDA is not an easy stuff for me because I’m not type of person who enjoys going to details. That’s why I’ll search for EDA python libraries which help me do EDA. Before knowing about DataPrep, I knew Sweetviz. …

Weeknotes

2 min read

Weeknotes

2 min read

It’s a poesm

Thinking About A Market Risk Measure

Ứng dụng máy học trong lĩnh vực kinh doanh và tài chính

Weekly Readings 5th–11th July

Weekly Readings 5th–11th July

1. Understanding LightGBM Parameters (and How to Tune Them)

Understanding LightGBM Parameters (and How to Tune Them) - neptune.ai

I've been using lightGBM for a while now. It's been my go-to algorithm for most tabular data problems. The list of…

2. The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments

The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments …

Evaluating your model on the key metrics is a crucial first step in understanding your model quality. Keeping track of…

3. Optuna examples

optuna/optuna-examples

Examples for https://github.com/optuna/optuna. Contribute to optuna/optuna-examples development by creating an account…

Weekly Readings 28th June — 4th July

Weekly Readings 28th June — 4th July

1. 3 Principles to Achieve Anything — Think and Grow Rich

3 Principles to Achieve Anything — Think and Grow Rich

We all have this ability inside us. The big question is whether we wish to go all-in for our desire.

2. Why AutoML Is An Essential New Tool For Data Scientists

Why AutoML Is An Essential New Tool For Data Scientists

An Argument In Favor Of Interpretable AutoML For Data Scientists

3. Featurewiz: Fast way to select the best features in a data

Featurewiz: Fast way to select the best features in a data

A new improved and fast way to select the best features in a dataset

Weekly Readings 14th-20th/Jun/2021

Try to Solve Quant Interview Questions in 1 Hour

Weekly Readings 7th-13th/Jun/2021

Weekly Readings 31st/May-6th/Jun/2021

Weekly Readings 24th-30th/May/2021

K for What?