Submissions by efavdb

Universal limiting mean return of CPPI investment portfolios

Universal Drawdown Statistics in Investing

TimeMarker Class for Python

Backpropagation in Neural Networks

An Orientational Integral

Compounding benefits of tax protected accounts

Utility Functions and Immigration

The Speed of Traffic

Linear compression in Python: PCA vs unsupervised feature selection

Linselect: a package for fast feature selection in python

Mapping ml model scores to actual outcome probabilities via integration

Gaussian Processes in math and code

Martingales

Logistic regression review: ML with error bars

Normal distributions: Review of properties with derivations

Machine learning model AUCs depend on test set difficulty

Simple python to LaTeX parser

Python deep reinforcement learning, battleship

GPU Accelerated Theano and Keras with Windows 10

Hyperparameter sample-size-dependence: a gotcha illustrated and reviewed