Open in app
Sign inGet started
Latest Stories
A New Home For ‘The Principled Machine Learning Researcher’

A New Home For ‘The Principled Machine Learning Researcher’

Dear Friends,
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
Stationarity Isn’t The Special Case, Nonstationarity Is

Stationarity Isn’t The Special Case, Nonstationarity Is

5 Facts You Need to Know Before Using Nonstationary Kernels and Time Series
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
How Much Juice Is There In Your Data?

How Much Juice Is There In Your Data?

An Information-Theoretic Answer Applied To Kaggle, With Code
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
A Primer On Copulas From A Machine Learning Perspective

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.
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
Non-Stationarity and Memory In Financial Markets

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.
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
The Black Swans In Your Market Neutral Portfolios (Part II)

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

Information-Theoretic Alternatives To Pearson's Correlation And Portfolio `Beta`
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
The Black Swans In Your Market Neutral Portfolios (Part I)

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

Pearson's Correlation And Linear Regression In Finance And Economics
Go to the profile of Yves-Laurent Kom Samo, PhD
Yves-Laurent Kom Samo, PhD
About The Principled Machine Learning ResearcherLatest StoriesArchiveAbout MediumTermsPrivacyTeams