Projects

Python Advanced Features
Some features that are not so obvious
Backtracking - some discussion
Some notes on thinking about backtracking
Multicollinearity Discussion
Views from matrix rank, to diagnostic, ridge and lasso
Simple Linear Regression Key Results
Assumptions and key results
Monotonic Constraints in LightGBM
Introduction
Support Vector Machines
A brief introduction
PCA Tutorial
A derivation from eigenvectors of covariance with Python codes
FICC Related Questions
Fixed income, forward, futures etc.
ML-01 Ridge and Lasso Regression
Ridge and Lasso - Theory Part
ARIMA and GARCH work flow
From daily log returns to ARIMA and GARCH models in Python
Code