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Yves-Laurent Kom Samo, PhD

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Yves-Laurent Kom Samo, PhD
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The Principled Machine Learning Researcher

A New Home For ‘The Principled Machine Learning Researcher’

Dear Friends,

Apr 12, 2022

A New Home For ‘The Principled Machine Learning Researcher’

Apr 12, 2022

Yves-Laurent Kom Samo, PhD
in
The Principled Machine Learning Researcher

Stationarity Isn’t The Special Case, Nonstationarity Is

5 Facts You Need to Know Before Using Nonstationary Kernels and Time Series

Nov 11, 2020

Stationarity Isn’t The Special Case, Nonstationarity Is

Nov 11, 2020

Yves-Laurent Kom Samo, PhD
in
The Principled Machine Learning Researcher

How Much Juice Is There In Your Data?

An Information-Theoretic Answer Applied To Kaggle, With Code

Aug 20, 2020

How Much Juice Is There In Your Data?

Aug 20, 2020

Yves-Laurent Kom Samo, PhD
in
Towards Data Science

How Much Juice Is There In Your Data?

An Information-Theoretic Answer Applied To Kaggle, With Code

Aug 18, 2020

How Much Juice Is There In Your Data?

Aug 18, 2020

Yves-Laurent Kom Samo, PhD
in
The Principled Machine Learning Researcher

A Primer On Copulas From A Machine Learning Perspective

Why copula is the name of your patterns, marginal the name of your data vendor, and why you should avoid Gaussian distributions.

Mar 24, 2020

A Primer On Copulas From A Machine Learning Perspective

Mar 24, 2020

Yves-Laurent Kom Samo, PhD
in
HackerNoon.com

Non-Stationarity and Memory In Financial Markets

Why you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.

Oct 30, 2018

Non-Stationarity and Memory In Financial Markets

Oct 30, 2018

Yves-Laurent Kom Samo, PhD
in
Towards Data Science

Non-Stationarity and Memory In Financial Markets

Why you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.

Oct 15, 2018

Non-Stationarity and Memory In Financial Markets

Oct 15, 2018

Yves-Laurent Kom Samo, PhD
in
The Principled Machine Learning Researcher

Non-Stationarity and Memory In Financial Markets

Why you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.

Oct 15, 2018

Non-Stationarity and Memory In Financial Markets

Oct 15, 2018

Yves-Laurent Kom Samo, PhD
in
Towards Data Science

The Black Swans In Your Market Neutral Portfolios (Part I)

Pearson's Correlation And Linear Regression In Finance And Economics

Aug 13, 2018

The Black Swans In Your Market Neutral Portfolios (Part I)

Aug 13, 2018

Yves-Laurent Kom Samo, PhD
in
Towards Data Science

The Black Swans In Your Market Neutral Portfolios (Part II)

Information-Theoretic Alternatives To Pearson's Correlation And Portfolio `Beta`

Aug 13, 2018

The Black Swans In Your Market Neutral Portfolios (Part II)

Aug 13, 2018

Yves-Laurent Kom Samo, PhD

Yves-Laurent Kom Samo, PhD

Founder & CEO @kxytechnologies | Prev: PhD Fellow in ML @GoogleAI | @ycombinator Alumn | PhD in ML @UniofOxford | Quant @GS. New Blog: https://blog.kxy.ai

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