finedtech by David Harper, CFA, FRM
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FinEdTech by DH
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code
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news
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Risk and number of stocks
code
analysis
Do you really need more than ten stocks?
Nov 10, 2024
David Harper, CFA, FRM
Money-weighted returns
code
analysis
MWR and TWR calculations for a stock investment scenario
Aug 15, 2024
David Harper, CFA, FRM
Country Risk Premiums
code
analysis
Choropleth maps of country equity risk premiums (CERPs) and changes over the past five years
Jul 3, 2024
David Harper, CFA, FRM
Indifference Curves vs Portfolio Possibilities Curve (PPC)
code
analysis
Each indifference curve represents a different level of utility for an investo’s given risk aversion coefficient
Jun 6, 2024
David Harper, CFA, FRM
Riskfolio-Lib is a python library for optimation
code
analysis
Brief illustration of riskfolio-lib, a Python library for optimization
May 22, 2024
David Harper, CFA, FRM
Stress test (simulation) of WFC balance sheet and income statement
code
analysis
v1 of the stress test simulator (scenario vector influences input accounts)
May 15, 2024
David Harper, CFA, FRM
Creativity as temperature in LLMs
code
analysis
The softmax function converts a numeric vector into a probabilty distribution
May 11, 2024
David Harper, CFA, FRM
Cosine similarity
code
analysis
Word embedding enables measures of semantic relatedness.
Apr 4, 2024
David Harper, CFA, FRM
Clustering with k-means algorithm
code
analysis
Unsupervised learning groups observations by feature similarity
Dec 3, 2023
David Harper, CFA, FRM
Applying my PPC data model
code
analysis
Visualizing correlation and mapping CMLs
Nov 26, 2023
David Harper, CFA, FRM
Portfolio Possibilities Curve (PPC)
code
analysis
PPC with GPT4 as my coding partner
Nov 19, 2023
David Harper, CFA, FRM
Volatility is a model
code
analysis
Being unobservable, it cleaves to a subjective model
Nov 12, 2023
David Harper, CFA, FRM
Value at Risk (VaR) Introduction
code
analysis
Historical simulation (basic + bootstrap, MCS, and parametric)
Nov 5, 2023
David Harper, CFA, FRM
Worst case scenario simulation (basic)
code
analysis
The expected worst loss over 10,000 trials for different horizons
Nov 2, 2023
David Harper, CFA, FRM
Logistic regression
code
analysis
Simulated insurance dataset (via simdata) and visualization of marginal effects (via ggeffects)
Oct 29, 2023
David Harper, CFA, FRM
Univariate regression
code
analysis
Description to go here
Oct 22, 2023
David Harper, CFA, FRM
Nearest neighbors
code
analysis
This lazy learning algorithm requires us to select k, but it’s a fast and intuitive classifer
Oct 13, 2023
David Harper, CFA, FRM
Decision Trees (part 1)
code
analysis
Just some description here for now
Oct 7, 2023
David Harper, CFA, FRM
This is a Quarto website
code
analysis
Posit’s brilliant system executes either R or python code (and a GPT API example)
Sep 15, 2023
David Harper
Logistic regression coefficients
code
analysis
Fitting a logistic regression model is easy in R, but coefficient interpretation is non-trivial
Sep 4, 2023
David Harper, CFA, FRM
Simulating the equity risk premium
code
analysis
The implied ERP is very sensitive to assumptions, in particular G2
Aug 31, 2023
David Harper, CFA, FRM
Welcome To FinEdTech
news
Welcome to my data science blog!
Aug 30, 2023
David Harper
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