May 2020

Mad methods

May 29, 2020 | 0 Comments

Over the past few weeks, we’ve examined the three major methods used to set return expectations as part of the portfolio allocation process. Those methods were historical averages, discounted cash flow models, and risk premia models. Today, we’ll bring all these models together to compare and contrast their ...
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Making Pictures 3D using Context-aware Layered Depth Inpainting

May 19, 2020 | 0 Comments

Several Chinese Ph.D. students wrote a PyTorch program that can turn your holiday pictures into 3D sceneries. They call it 3D photo inpainting. Here are some examples And here’s the new method compares to previous techniques: Here are several links to more detailed resources: [Paper] [Project Website] [Google ...
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Implied risk premia

May 15, 2020 | 0 Comments

In our last post, we applied machine learning to the Capital Aset Pricing Model (CAPM) to try to predict future returns for the S&P 500. This analysis was part of our overall project to analyze the various methods to set return expectations when seeking to build a satisfactory portfolio. Others ...
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Automatically create perfect .gitignore file for your project

May 12, 2020 | 0 Comments

These days, I am often programming in multiple different languages for my projects. I will do some data generation and machine learning in Python. The data exploration and some quick visualizations I prefer to do in R. And if I’m feeling adventureous, I might add some Processing or JavaScript ...
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How to Write a Git Commit Message, in 7 Steps

May 11, 2020 | 0 Comments

Version control is an essential tool for any software developer. Hence, any respectable data scientist has to make sure his/her analysis programs and machine learning pipelines are reproducible and maintainable through version control. Often, we use git for version control. If you don’t know what git is yet, ... [...Read more...]

Machined risk premia

May 8, 2020 | 0 Comments

Over the last few posts, we’ve discussed methods to set return expectations to construct a satisfactory portfolio. These methods are historical averages, discounted cash flow models, and risk premia. our last post, focused on the third method: risk ...
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