FinEdTech by DH

Riskfolio-Lib is a python library for optimation

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analysis
Description goes here
May 12, 2024
David Harper, CFA, FRM

Creativity as temperature in LLMs

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The softmax function converts a numeric vector into a probabilty distribution
May 11, 2024
David Harper, CFA, FRM

Cosine similarity

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Word embedding enables measures of semantic relatedness.
Apr 4, 2024
David Harper, CFA, FRM

Clustering with k-means algorithm

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Unsupervised learning groups observations by feature similarity
Dec 3, 2023
David Harper, CFA, FRM

Applying my PPC data model

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Visualizing correlation and mapping CMLs
Nov 26, 2023
David Harper, CFA, FRM

Portfolio Possibilities Curve (PPC)

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PPC with GPT4 as my coding partner
Nov 19, 2023
David Harper, CFA, FRM

Volatility is a model

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Being unobservable, it cleaves to a subjective model
Nov 12, 2023
David Harper, CFA, FRM

Value at Risk (VaR) Introduction

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Historical simulation (basic + bootstrap, MCS, and parametric)
Nov 5, 2023
David Harper, CFA, FRM

 

Worst case scenario simulation (basic)

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The expected worst loss over 10,000 trials for different horizons
Nov 2, 2023
David Harper, CFA, FRM

Logistic regression

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Simulated insurance dataset (via simdata) and visualization of marginal effects (via ggeffects)
Oct 29, 2023
David Harper, CFA, FRM

Univariate regression

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Description to go here
Oct 22, 2023
David Harper, CFA, FRM

Nearest neighbors

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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)

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Just some description here for now
Oct 7, 2023
David Harper, CFA, FRM

This is a Quarto website

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Posit’s brilliant system executes either R or python code (and a GPT API example)
Sep 15, 2023
David Harper

 

Logistic regression coefficients

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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

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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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