Financial and mathematical posts and findings.
In this post we see how the Kelly criterion can be implemented to improve our asset allocation.
Run the code by clicking the next binder:
In this post we learn how to implement a Recurrent Neural Network from scratch using only numpy.
Check here too see how it was implemented and a usage example.
In this post we learn how to make probabilistic forecasting with quantile predictions using the Smooth Pinball loss function in an LSTM with PyTorch.
Check here too see how it was implemented and a usage example.