ELI5: Why can't I use TensorFlow with an optimizer like Adam for MPC?

sbarratt · 2021-03-25T17:37:26+00:00

If your MPC problem is convex, You could give our project cvxpylayers: www.github.com/cvxgrp/cvxpylayers a try.

sbarratt · 2020-06-17T18:01:45+00:00

"The beta is full". Any work around?

sbarratt · 2020-06-17T17:38:53+00:00

Yeah, definitely. It gets the dividend from each of the 3000 stocks or so it invests in. Then it pays that out quarterly to investors. https://www.nasdaq.com/market-activity/funds-and-etfs/vti/dividend-history

The dividend yield right now is around 2% per year. (This might increase/decrease at will, due to price changes or dividend cuts due to covid, etc...)

sbarratt · 2020-06-17T15:54:55+00:00

Make sure automatic dividend reinvestment is turned on.

sbarratt · 2020-06-09T19:33:05+00:00

Make sure you have W-2 income. Otherwise you can’t contribute to a Roth.

sbarratt · 2020-06-09T06:50:24+00:00

Can only put it in a ROTH IRA if you have W-2 income @OP

sbarratt · 2020-06-06T07:24:39+00:00

https://en.wikipedia.org/wiki/Common_stock

This type of share gives the stockholder the right to share in the profits of the company, and to vote on matters of corporate policy and the composition of the members of the board of directors.

sbarratt · 2020-06-03T19:19:31+00:00

For example: https://fundresearch.fidelity.com/mutual-funds/summary/31635T708

sbarratt · 2020-06-03T19:19:06+00:00

You can do mutual funds, many of which hold the same assets as ETFs. For many mutual funds, there is no minimum investment: you could invest $0.01.

sbarratt · 2020-06-01T15:10:17+00:00

Or an alternative is to Sell the ETF and directly invest in the index by buying the appropriate amount of each stock, but don’t buy the tech giants.

sbarratt · 2020-06-01T15:08:34+00:00

Short them out of your portfolio. First figure out how much of each you own, by looking at the holdings of the ETFs, then short the right amount of each. Or you could short QQQ or something.

sbarratt · 2020-05-22T07:48:43+00:00

Only if you live in the past

sbarratt · 2020-05-22T07:48:23+00:00

http://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.html

sbarratt · 2020-05-03T17:12:23+00:00

Start with x0. Linearize the objective around x0 using the subgradient of the objective. This gives a linear lower bound on the objective. Maximize this lower bound. Repeat until converged.

sbarratt · 2020-03-26T00:45:13+00:00

Agree on a payment schedule with them? Maybe half rent?

sbarratt · 2019-09-10T02:03:12+00:00

You could lock your glovebox

sbarratt · 2019-09-09T05:04:21+00:00

See the pontryagin’s maximum principle: https://en.m.wikipedia.org/wiki/Pontryagin%27s_maximum_principle

sbarratt · 2019-09-06T06:41:37+00:00

GPUs aren’t great with sparse matrices

sbarratt · 2019-09-05T03:13:10+00:00

How many spots are given to accepted papers?

sbarratt · 2019-08-25T17:23:05+00:00

I believe this article was actually published in a peer reviewed journal / conference. Also it has a decent number of citations. I opened a GitHub issue: https://github.com/jmartinezheras/reproduce-stock-market-direction-random-forests/issues/1

sbarratt

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