xy = lambda

Machine Learning Notes VI: K-Means

machine learning

python

kmeans

Notes for myself about Kmeans and how to implement it from scratch.

Alejandro Pérez Sanjuán

Machine Learning Notes V: Support Vector Machines

machine learning

python

support vector machine

Notes for myself about support vector machines and how to implement them from scratch.

Alejandro Pérez Sanjuán

Machine Learning Notes IV: Logistic Regression

machine learning

python

logistic regression

Personal notes for myself about logistic regression and how to implement it from scratch using gradient descent.

Alejandro Pérez Sanjuán

Machine Learning Notes III: Linear Regression

machine learning

python

linear regression

Personal notes for myself about linear regression and how to implement it from scratch using least squares and gradient descent.

Alejandro Pérez Sanjuán

Machine Learning Notes II: KNN

machine learning

python

knn

Personal notes for myself about K-nearest neighbor and how to implement it from scratch.

Alejandro Pérez Sanjuán

Machine Learning Notes I: Naive Bayes

machine learning

python

naive bayes

Personal notes for myself about Naive Bayes Classifier and how to implement it from scratch

Alejandro Pérez Sanjuán

Index Tracking: a naive approach

finance

analysis

python

index tracking

We review in this post a naive approach to solve the Index Tracking problem using Principal Component Analysis.

Alejandro Pérez Sanjuán

Online beta estimation with the Kalman Filter

finance

python

tracking

bayes

filtering

In this post we briefly review the Kalman Filter and we use it to compute the beta between 2 stock returns using Python, though the procedure can also be used in many other…

Alejandro Pérez Sanjuán

Using Python to construct dollar indices

finance

python

In this post we review the methodology for constructing 2 dollar indices. We also code simple procedures to obtain those indices programmatically. Finally, we propose a…

Alejandro Pérez Sanjuán