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- A Tutorial on Hidden Markov Model with a Stock Price Example - Part 1
- Two Ways to Perform Linear Regression in Python with Numpy and Scikit-Learn
- A Tutorial on Hidden Markov Model with a Stock Price Example – Part 2
- Executing a Python Script from a C# Program
- Gaussian Mixture Model with Application to Anomaly Detection
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# Category Archives: Home

## Absolute vs. Proportional Returns

Greetings, my blog readers! It will be a safe assumption to make that people who read my blogs work with data. In finance, the data is often in form of asset prices or other market indicators like implied volatility. Analyzing … Continue reading

Posted in Home, Numerical Analysis
Tagged Data science, finance

## AI, Data Science and ML – 2016 developments and trends for 2017 – KDnuggets article

Sharing a link to the KDNuggets article with thoughts provided by a few data scientists on main 2016 developments and what the trends for 2017 look like. Reinforcement Learning is mentioned more than once! http://www.kdnuggets.com/2017/01/ai-data-science-machine-learning-key-trends.html

Posted in Home
Tagged Data science

## (Jan-17) Did You Know That?

A brand new idea for my blog in 2017 is a monthly Did You Know That digest where I am going to share with you m things (where m<=3) that I recently learnt and found to be useful. I am … Continue reading

Posted in Home, Machine Learning
Tagged Machine Learning, python, scikit-learn

## Data Analytics Models in Quantitative Finance and Risk Management

Sharing a KDNuggets article on some examples of how PCA, Monte Carlo and linear regression are used in quantitative finance and risk management: Source: Data Analytics Models in Quantitative Finance and Risk Management

Posted in Home, Machine Learning
Tagged Data science, Machine Learning

## Going from Sum of Squared Errors to the Maximum Likelihood

Greetings, my blog readers! In this post I will tackle the link between the cost function and the maximum likelihood hypothesis. The idea for this post came to me when I was reading Python Machine Learning by Sebastian Raschka; the … Continue reading

Posted in Home, Machine Learning
Tagged logistic regression, Machine Learning, maximum likelihood