Few words about Thompson Sampling Thompson Sampling is an algorithm for decision problems where actions are taken in sequence balancing ... Read moreMulti-Armed Bandit with Thompson Sampling

The tutorial is based on R and StatsNotebook, a graphical interface for R. This tutorial will give a short introduction on descriptive analysis using StatsNotebook. Descriptive statistics such as mean, standard deviation, median and interquartile range...

This blog post will not have any code, but will document how I went from hosting apps on shinyapps.io to hosting shiny apps on my own server, which is a Raspberry Pi 4B with 8 gigs of ram. First of all, why hosting apps on a Raspberry Pi? And why ...

In today's blog, I explore k-means clustering capabilities in R including algorithms, visualizations and methodologies to identify the optimal number of clusters ("k"). K-means clustering is an unsupervised machine learning tool to group s...

The basics This is a compilation of basic codes for doing elementary mathematics (college algebra, calculus) The best software for doing mathematics may be Mathematica, Maple, MatLab, Sage and other software. However, you can also do some math using ...

Introduction Institutional and Hedge Fund managers return from summer vacation and adjust their financial portfolios at the end of each summer, causing a selloff pressure in the market. September is considered a bad month for the Bulls [1] “Given t...

In the last post we’ve understood and find Discords in our data. For the next question, we will still be using the datasets available at https://github.com/matrix-profile-foundation/mpf-datasets so you can try this at home. The original code (MATLAB) and data are here. Now let’s start: ...

I follow Quantocracy on Twitter, and I found Rolling mean correlation in the tidyverse by Robot Wealth. They say to let them know if you’d approach it differently. I would, so I thought it would be interesting to replicate the analysis using tool...

I’ve updated my Shiny-App. Now you can switch between Bundesländer and Landkreise: The lineplot showing the development of Covid-19 infections per day contains one or two additional lines for comparison: The value of the chosen Bundesland and fo...

I have been working with Keras for a while now, and I’ve also been writing quite a few blogposts about it; the most recent one being an update to image classification using TF 2.0. However, in my blogposts I have always been using Keras sequential models and never shown how ...

Well, what can I say? It has been a blast over the past year and a half. In my time at the company I have managed to work on a number of fascinating projects, here is a list of just some of them: Data Science Platform – this has been the ...

The tutorial is based on R and StatsNotebook, a graphical interface for R. Linear regression is a technique for examining the relationship between a dependent variable (outcome) and a set of independent variables (predictors). This tutorial demonstrate...

The tutorial is based on R and StatsNotebook, a graphical interface for R. In many area of research, missing data is a norm rather than an exception. Dropping observations/ participants with missing data is usually not appropriate as it reduces statist...

In our last post, we ran simulations on our 1,000 randomly generated return scenarios to compare the average and risk-adjusted return for satisfactory, naive, and mean-variance optimized (MVO) maximum return and maximum Sharpe ratio portfolios.1 We ...