One-N against the world!

November 2, 2021 | OSM

We’re taking a short break from neural networks to return to portfolio optimization. Our last posts in the portfolio series discussed risk-constrained optimization. Before that we examined satisificing vs. mean-variance optimization (MVO). In our last post on that topic, we simulated 1,000 60-month (5-year) return series using the 1987-1991 period ...
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Personal Highlights of Scikit-Learn 1.0

October 21, 2021 | Christian Lorentzen

Yes! After more than 10 years, scikit-learn released its 1.0 version on 24 September 2021. In this post, I'd like to point out some personal highlights apart from the release highlights. 1. Feature Names This one is listed in the release highlights, but deserves to be mentioned again. This is not yet available for all […] [...Read more...]

RvsPython #6: LinkedIn has spoken!

October 18, 2021 | Benjamin Smith

Introduction Over the past while with my time on LinkedIn, I got to have exposure to many people from many different lines of work. I also managed to have carved a space for myself there where I can post about Data Science topics and share my blogs along the way. ...
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