Kenneth FooCausal Analysis of the Impact of a Public Health Emergency on PM 2.5With the recent COVID-19 pandemic, the implementation of quarantine and social distancing by various governments created a ripple of…Apr 25, 2020Apr 25, 2020
Kenneth FooinAnalytics VidhyaMulti-Armed Bandit Analysis of Thompson Sampling AlgorithmThe Thompson Sampling algorithm utilises a Bayesian probabilistic approach to modelling the reward distribution of the various arms. As a…Feb 21, 20201Feb 21, 20201
Kenneth FooinAnalytics VidhyaMulti-Armed Bandit Analysis of Upper Confidence Bound AlgorithmThe Upper Confidence Bound (UCB) algorithm is often phrased as “optimism in the face of uncertainty”. To understand why, consider at a…Feb 21, 20202Feb 21, 20202
Kenneth FooinAnalytics VidhyaMulti-Armed Bandit Analysis of Softmax AlgorithmMoving beyond the Epsilon Greedy algorithm, the Softmax algorithm provides further optimisation in terms of enhancing the chance of…Feb 21, 2020Feb 21, 2020
Kenneth FooinAnalytics VidhyaMulti-Armed Bandit Analysis of Epsilon Greedy AlgorithmThe Epsilon Greedy algorithm is one of the key algorithms behind decision sciences, and embodies the balance of exploration versus…Feb 21, 2020Feb 21, 2020
Kenneth FooAnalysis of 3 Point Shooting Skills of Big Men Positions Across a DecadeIf you have been following the NBA 2019/20 season, you may have heard about Andre Drummond’s recent trade and the lack of interest in him…Feb 13, 2020Feb 13, 2020
Kenneth FooinAnalytics VidhyaBayesian Hierarchical Modelling of NBA 3 point shooting in 2018/19 seasonWith the data from the ESPN NBA website for the regular NBA season of 2018–2019, I will try to model Bayesian Hierarchical modelling to…Feb 13, 2020Feb 13, 2020
Kenneth FooSeasonal lags: SARIMA modelling and forecastingA seasonal autoregressive integrated moving average (SARIMA) model is one step different from an ARIMA model based on the concept of…Jan 3, 2018Jan 3, 2018
Kenneth FooProcessing time series data into stationarity: Unequal Variance Time SeriesIn some time series, the variance within a time series can have particularly increased amplitudes during the course of the time period…Jan 2, 2018Jan 2, 2018
Kenneth FooThe I in ARIMA modelling and Random Walk time seriesThe I in ARIMA stands for “integrated”, and it has to do with the differencing in time series. This concept is often used for eliminating…Jan 1, 2018Jan 1, 2018