PinnedNeo Yi PenginDataDrivenInvestorA Slightly Critical View on Generative AI CapabilitiesExploring limits of Generative AI, mostly focused on Finance·10 min read·Oct 23, 2023----
PinnedNeo Yi PenginTowards Data ScienceHow Renaissance beat the markets with Machine LearningTLDR: A bunch of smart mathematicians and computer scientists use machine learning to model financial markets and bet on short term…·6 min read·Jan 3, 2020--5--5
Neo Yi PenginTowards AIFew-shot Financial Sentiment Classification — Does It Work?SetFit for Financial Sentiment Analysis·5 min read·Oct 16, 2022--1--1
Neo Yi PenginTowards Data ScienceTokenizers: NLP’s Building BlockExploring the oft-neglected building block of transformers·5 min read·Sep 20, 2020----
Neo Yi PenginTowards Data ScienceHow NLP has evolved for Financial Sentiment AnalysisDo we still need humans to read boring financial statements?·6 min read·May 21, 2020--1--1
Neo Yi PenginTowards Data ScienceSimplifying Precision, Recall and other Evaluation MetricsExplaining evaluation metrics in basic terms·4 min read·May 5, 2020--1--1
Neo Yi PenginTowards Data ScienceN-BEATS — Beating Statistical Models with Neural NetsPredicting time series with residual stacks and meta-learning·7 min read·Oct 4, 2019--6--6
Neo Yi PenginTowards Data ScienceReading charts with Convolutional Neural NetworksTechnical Analysis using CNNs·6 min read·Jun 3, 2019--4--4
Neo Yi PenginTowards Data ScienceApplying Two Ideas from Advances in Financial Machine LearningFinding structural breaks and measuring entropy in finance·4 min read·May 19, 2019--2--2
Neo Yi PenginTowards Data ScienceWhat I’ve learnt predicting soccer matches with machine learningBeating the Bookies with ML·5 min read·Jan 15, 2019--5--5