PinnedYves-Laurent Kom Samo, PhDinThe Principled Machine Learning ResearcherA New Home For ‘The Principled Machine Learning Researcher’Dear Friends,Apr 12, 2022Apr 12, 2022
Yves-Laurent Kom Samo, PhDinThe Principled Machine Learning ResearcherStationarity Isn’t The Special Case, Nonstationarity Is5 Facts You Need to Know Before Using Nonstationary Kernels and Time SeriesNov 11, 20201Nov 11, 20201
Yves-Laurent Kom Samo, PhDinThe Principled Machine Learning ResearcherHow Much Juice Is There In Your Data?An Information-Theoretic Answer Applied To Kaggle, With CodeAug 20, 2020Aug 20, 2020
Yves-Laurent Kom Samo, PhDinTowards Data ScienceHow Much Juice Is There In Your Data?An Information-Theoretic Answer Applied To Kaggle, With CodeAug 18, 20201Aug 18, 20201
Yves-Laurent Kom Samo, PhDinThe Principled Machine Learning ResearcherA Primer On Copulas From A Machine Learning PerspectiveWhy copula is the name of your patterns, marginal the name of your data vendor, and why you should avoid Gaussian distributions.Mar 24, 2020Mar 24, 2020
Yves-Laurent Kom Samo, PhDinHackerNoon.comNon-Stationarity and Memory In Financial MarketsWhy you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.Oct 30, 20181Oct 30, 20181
Yves-Laurent Kom Samo, PhDinTowards Data ScienceNon-Stationarity and Memory In Financial MarketsWhy you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.Oct 15, 20185Oct 15, 20185
Yves-Laurent Kom Samo, PhDinThe Principled Machine Learning ResearcherNon-Stationarity and Memory In Financial MarketsWhy you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.Oct 15, 20184Oct 15, 20184
Yves-Laurent Kom Samo, PhDinTowards Data ScienceThe Black Swans In Your Market Neutral Portfolios (Part I)Pearson's Correlation And Linear Regression In Finance And EconomicsAug 13, 2018Aug 13, 2018
Yves-Laurent Kom Samo, PhDinTowards Data ScienceThe Black Swans In Your Market Neutral Portfolios (Part II)Information-Theoretic Alternatives To Pearson's Correlation And Portfolio `Beta`Aug 13, 2018Aug 13, 2018