post inspired by the OptiPy meetup. link to meetup
Optimisation problems where the constraints and cost function are linear, and the decision variables are continuous, are the simple, canonical domain of linear programming. However, such problems can be solved in polynomial time, which means that to tackle a …
more ...Markets and financial time series data.
Inevitably, finance and markets will be a recurring subject of discussion on this blog. They are ubiquitous, useful, fascinatingly complex at various levels and they generate a lot of readily accessible data.
What is a market ? A market is a …
more ...A first foray into probabilistic programming with Greta
Much of science - physical and social - is devoted to positing mechanisms that explain how the data we observe are generated. In a classic example, after Tycho Brahe made detailed observations of planetary motion (here is data on mars), Johannes …
more ...These are notes I took while watching the lectures from Andrew Ng's ML course. There is no code, just some math and my take aways from the course. It should still serve as a useful first document to skim for someone just starting out with machine learning.
And so there she is, our baby daughter. Even after a fairly uneventful pregnancy, the birth of a baby must be among the most epic things men can witness and women can experience. The pain that women go through alone makes the experience singular, even without a whole new person …
more ...1.
"I've checked", the Principal said one morning at assembly "The hill behind the school does not seem to have a name. In the memory of those who died in Kashmir, we will call it Tiger Hill. So that we never forget."
It was the monsoon of 1999. I stood …
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