- optimization
- probability
- neural networks
- machine learning
- differential equations
- pca
- financial analysis
- optimal stopping
- backward induction
- dynamic programming
- ergodicity
- utility theory
- decision theory
- neural networks
- probability
- optimization
- finance
- data analysis
- mathematics
- computer science
- economics
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The St. Petersburg Paradox, Re-Run Over Time
How an old paradox reveals a deep flaw in classical economics and points the way to a more realistic model of human decision-making.
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The Button Game: When Should You Stop for the Best Prize?
An interesting interview question about optimal stopping.
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Detecting Regime Shifts in SP500 Stocks Using PCA and Sparse PCA
This project explores PCA and Sparse PCA on 457 SP500 stocks, using 2-minute interval data over 31 trading days (August 8 to September 19, 2024). The focus is on experimenting with dimensionality reduction techniques to identify regime shifts and key factors driving stock returns.
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The Damped Unforced Pendulum Problem
Applying physics-informed neural networks to ODEs
