Fat and Heavy tails, difference and implications

’’’ \(x = {-b \pm \sqrt{b^2-4ac} \over 2a}\) ‘’’’

   Jul 28, 2024     0 min read
Outliers, Extremes and Black Swans

’’’ \(x = {-b \pm \sqrt{b^2-4ac} \over 2a}\) ‘’’’

   Jun 12, 2023     0 min read
Intuition and History of Matrix Multiplication

References [1] Strassen, V. Gaussian elimination is not optimal. Numer. Math. 13, 354–356 (1969). https://doi.org/10.1007/BF02165411 [2] Fawzi, A., Balog, M., Huang, A. et al. Discovering...

   Jun 9, 2023     0 min read
One Key Difference Between Machine Learning and Statistics

I strongly reccomend watching these two videos by Josh Angrist What’s the Difference Between Econometrics and Data Science? What’s the Difference Between Econometrics and Statistics?...

   Feb 5, 2023     1 min read
KNN

A more in depth version with code of KNN is available here To better understand KNN revise the Bayes classifier first. “If it walks like...

   Jan 27, 2023     2 min read
How to balance your data: SMOTE vs ROSE, an empirical comparison

In this project we used an SVM to predict the default of italian municipalities. The original dataset was imbalanced and we used to balance it....

   Mar 3, 2022     0 min read