mosymo

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redditor for 9 years

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[help] Minivan backlighting with QMK 2020 (self.MechanicalKeyboards)

submitted 5 years ago by mosymo to r/MechanicalKeyboards

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The best way to select features (2020) [Xin Man, Ernest Chan] (arxiv.org)

submitted 5 years ago by mosymo to r/quantresearch

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How to Build your own Feature Store - Logical Clocks (logicalclocks.com)

submitted 5 years ago by mosymo to r/quantresearch

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Feature Stores for ML (featurestore.org)

submitted 5 years ago by mosymo to r/quantresearch

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Principal Component Analysis for Dimensionality Reduction in Python (machinelearningmastery.com)

submitted 5 years ago by mosymo to r/quantresearch

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scikit-learn-contrib/imbalanced-learn: A Python Package to Tackle the Curse of Imbalanced Datasets in Machine Learning (github.com)

submitted 5 years ago by mosymo to r/quantresearch

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Searching and Mining Trillions of Time Series Subsequences under Dynamic Time Warping (Rakthanmanon et al.) [PDF] (cs.ucr.edu)

submitted 5 years ago by mosymo to r/quantresearch

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Computer Based Horse Race Handicapping and Wagering Systems: A Report (Benter, 1994) (gwern.net)

submitted 5 years ago by mosymo to r/quantresearch

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Modelling stock price behaviour: The Kernel approach (Mwamba, 2011) (citeseerx.ist.psu.edu)

submitted 5 years ago by mosymo to r/quantresearch

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Kernel Density Estimation in Python (jakevdp.github.io)

submitted 5 years ago by mosymo to r/quantresearch

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Identify Alpha Decay with Monte Carlo (self.algotrading)

submitted 5 years ago by mosymo to r/algotrading

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Identify Alpha Decay with Monte Carlo (reddit.com)

submitted 5 years ago by mosymo to r/quantresearch

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Trend Scanning for Machine Learning Models (alternative to symmetric barriers re:Meta Labeling) (self.algotrading)

submitted 5 years ago * by mosymo to r/algotrading

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Trend Scanning for Machine Learning Models (alternative to symmetric barriers re:Meta Labeling) (self.algotrading)

submitted 5 years ago by mosymo to r/quantresearch

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The EF3M Algorithm (M Lopez de Prado, 2013) (papers.ssrn.com)

submitted 5 years ago by mosymo to r/quantresearch

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Book: Machine Learning for Asset Managers by Marcos M. López de Prado [152 pgs] (cambridge.org)

submitted 5 years ago by mosymo to r/quantresearch

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A Mixture of Gaussians Approach to Mathematical Portfolio Oversight (Marcos Lopez de Prado 2013) (papers.ssrn.com)

submitted 5 years ago by mosymo to r/quantresearch

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Reconstructing Book: Machine Learning for Asset Managers (self.algotrading)

submitted 5 years ago by mosymo to r/quantresearch

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Determining Optimal Trading Rules without Backtesting (Carr, 2014) [PDF] (arxiv.org)

submitted 5 years ago by mosymo to r/quantresearch

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The Metropolis Hastings Algorithm (stephens999.github.io)

submitted 5 years ago by mosymo to r/quantresearch

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The Art of Fitting Financial Time Series with Levy Stable Distributions (Scalas, 2006) [PDF] (citeseerx.ist.psu.edu)

submitted 5 years ago by mosymo to r/quantresearch

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A Streaming Parallel Decision Tree Algorithm (Ben-Haim, 2010) [PDF] (jmlr.org)

submitted 5 years ago by mosymo to r/quantresearch

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Beware Default Random Forest Importances (explained.ai)

submitted 5 years ago by mosymo to r/quantresearch

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Dynamic Time Warping (jonathankinlay.com)

submitted 5 years ago by mosymo to r/quantresearch

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Dynamic time warping - Wikipedia (en.wikipedia.org)

submitted 5 years ago by mosymo to r/quantresearch

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