Blog posts

Hill Climbing

less than 1 minute read

Published: December 10, 2023

Brief demo and takeaways from my participation in LSEG PoTaggle II (Advanced Tier) in Nov 2023.

Gradient Boosting

less than 1 minute read

Published: November 15, 2023

Brief demo and takeaways from my participation in LSEG PoTaggle II (Advanced Tier) in Nov 2023.

2023-blogs-planned

less than 1 minute read

Published: September 01, 2023

• volatility surface
  • backtracking
  • corporate action
  • static filter and dynamic filter
• bond similarity project
  • api (design and endpoint)
  • data universe
  • algorithm

2022-blogs-planned

less than 1 minute read

Published: September 01, 2022

• DOE
• probabilistic output (classfication task)
• high-dimensional parameter tuning
  • dimensional reduction: MDS and PCA
• Random Forest parameter screening
• BoxCox and Log on X for extrememly big data
• Multimodel recipe search (optimization)
  • scipy minimize (SLSQP)
  • subsystem sampling
  • interpolation
  • discrete search