Short book review: Elements of Information Theory
Published:
A short book review of Cover and Thomas’s Elements of Information Theory.
Posts by Tags
Shannon
automatic-differentiation
Talk: Chapters 1 and 2 of Evaluating Derivatives
Published:
Over the summer of 2021, the our reading group read “Evaluating Derivatives”, Greiwank and Walther’s authoritative text on Automatic Differentiation (AD). Please find a re-recording of my talk here.
contraction
Tantri: Fintech for the poor (Reading group talk)
Published:
Sometimes the trickiest questions in ML are unrelated to the design of the learning algorithm
credit
Tantri: Fintech for the poor (Reading group talk)
Published:
Sometimes the trickiest questions in ML are unrelated to the design of the learning algorithm
deep_hedging
Deep Hedging with transaction costs
Published:
Our machine learning and finance reading group is currently focusing on deep hedging
entropy
Short book review: Elements of Information Theory
Published:
A short book review of Cover and Thomas’s Elements of Information Theory.
finance
Large Language Models and jobs (Reading group talk)
Published:
How will large language models affect how people work, how productive they are, and what kinds of jobs they have?
Tantri: Fintech for the poor (Reading group talk)
Published:
Sometimes the trickiest questions in ML are unrelated to the design of the learning algorithm
Deep Hedging with transaction costs
Published:
Our machine learning and finance reading group is currently focusing on deep hedging
Defined Contribution Pension Deccumulation: A Nasty and Hard Problem (ML Finance Reading Group)
Published:
This term our reading group is discussing investment problems faced by retail investors. I spoke about defined contributon pension deccumulation. The talk is recorded here.
Talk: Chapters 1 and 2 of Evaluating Derivatives
Published:
Over the summer of 2021, the our reading group read “Evaluating Derivatives”, Greiwank and Walther’s authoritative text on Automatic Differentiation (AD). Please find a re-recording of my talk here.
haskell
Short book review: Chebyshev and Fourier Spectral Methods
Published:
Another short book review.
Short book review: Thinking Functionally with Haskell
Published:
I wrote some notes on Bird’s text.
hjb
Deep Hedging with transaction costs
Published:
Our machine learning and finance reading group is currently focusing on deep hedging
inference
Short book review: Causal Inference (What if?)
Published:
Another short book review.
information
Short book review: Elements of Information Theory
Published:
A short book review of Cover and Thomas’s Elements of Information Theory.
investing
Defined Contribution Pension Deccumulation: A Nasty and Hard Problem (ML Finance Reading Group)
Published:
This term our reading group is discussing investment problems faced by retail investors. I spoke about defined contributon pension deccumulation. The talk is recorded here.
large_language_models
Large Language Models and jobs (Reading group talk)
Published:
How will large language models affect how people work, how productive they are, and what kinds of jobs they have?
learning
Defined Contribution Pension Deccumulation: A Nasty and Hard Problem (ML Finance Reading Group)
Published:
This term our reading group is discussing investment problems faced by retail investors. I spoke about defined contributon pension deccumulation. The talk is recorded here.
machine
Defined Contribution Pension Deccumulation: A Nasty and Hard Problem (ML Finance Reading Group)
Published:
This term our reading group is discussing investment problems faced by retail investors. I spoke about defined contributon pension deccumulation. The talk is recorded here.
machine_learning
Large Language Models and jobs (Reading group talk)
Published:
How will large language models affect how people work, how productive they are, and what kinds of jobs they have?
Tantri: Fintech for the poor (Reading group talk)
Published:
Sometimes the trickiest questions in ML are unrelated to the design of the learning algorithm
Deep Hedging with transaction costs
Published:
Our machine learning and finance reading group is currently focusing on deep hedging
retail
Defined Contribution Pension Deccumulation: A Nasty and Hard Problem (ML Finance Reading Group)
Published:
This term our reading group is discussing investment problems faced by retail investors. I spoke about defined contributon pension deccumulation. The talk is recorded here.
selective_labels
Tantri: Fintech for the poor (Reading group talk)
Published:
Sometimes the trickiest questions in ML are unrelated to the design of the learning algorithm
software
Short book review: Chebyshev and Fourier Spectral Methods
Published:
Another short book review.
Short book review: Thinking Functionally with Haskell
Published:
I wrote some notes on Bird’s text.
statistics
Short book review: Causal Inference (What if?)
Published:
Another short book review.