Discounted expectations

April 15, 2020 | 0 Comments

After our little detour into GARCHery, we’re back to discuss capital market expectations. In Mean expectations, we examined using the historical average return to set return expectations when constructing a portfolio. We noted hurdles to this approach due to factors like non-normal distributions, serial correlation, and ultra-wide confidence intervals. ...
[...Read more...]

Predictive Maintenance: Zero to Deployment in Manufacturing

April 7, 2020 | 0 Comments

Predictive maintenance has been seen as a holy grail for cost cutting manufacturing. There are various steps involved in just feasibility study such as problem identification, sensor installation, signal processing, feature extraction and analysis, and finally modeling. Once a reliable and robust model is developed, the model has to be ...
[...Read more...]

Curated Regular Expression Resources

April 7, 2020 | 0 Comments

Regular expression (also abbreviated to regex) really is a powertool any programmer should know. It was and is one of the things I most liked learning, as it provides you with immediate, godlike powers that can speed up your (data science) workflow tenfold. I’ve covered many regex related topics ...
[...Read more...]

Free coding education in the time of Covid-19

April 6, 2020 | 0 Comments

At the time of this COVID 19, there are tons of resources being offered for free to update your skills. If you are an ML enthusiast. and want to learn on how to program then check our both sections related to R and Python. R Harvard has always had free training ...
[...Read more...]

GARCHery

April 4, 2020 | 0 Comments

In our last post, we discussed using the historical average return as one method for setting capital market expectations prior to constructing a satisfactory portfolio. We glossed over setting expectations for future volatility, mainly because it is such a thorny issue. However, we read an excellent tutorial on GARCH models ...
[...Read more...]

AutoML Frameworks in R & Python

April 1, 2020 | 0 Comments

In last few years, AutoML or automated machine learning as become widely popular among data science community. Big tech giants like Google, Amazon and Microsoft have started offering AutoML tools. There is still a split among data scientists when it… Read More AutoML Frameworks in R & Python
[...Read more...]

Top Data Science Blogs

April 1, 2020 | 0 Comments

As a data scientist, I always seek to learn about out new tools and techniques. Although research papers are a great resource to learn, they are mostly either theoretical or lack in hands on explanation. Blogs are a great way… Read More Top Data Science Blogs [...Read more...]

Mean expectations

March 28, 2020 | 0 Comments

We’re taking a break from our extended analysis of rebalancing to get back to the other salient parts of portfolio construction. We haven’t given up on the deep dive into the merits or drawbacks of rebalancing, but we feel we need to move the discus...
[...Read more...]
1 2 3 4 5 6 15