The Calculated Path

Exploring math, machine learning, and their applications across science and industry.

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.

39 min read · October 13, 2024

2024 · pca sparse pca dimensionality reduction financial analysis regime shift · machine learning finance data analysis
The Damped Unforced Pendulum Problem

Applying physics-informed neural networks to ODEs

38 min read · November 30, 2023

2023 · neural networks differential equations · neural networks