Short book review: Elements of Information Theory
Published:
A short book review of Cover and Thomas’s Elements of Information Theory.
Blog posts
2024
Short book review: Causal Inference (What if?)
Published:
Another short book review.
2023
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?
2022
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
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.
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.
2021
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.
2018
University of Waterloo Projects
Published:
I worked on a number of course projects while studying at the University of Waterloo. Here are the associated reports.