Beatrice Bai

Beatrice Bai

United State
Oct
29
Sparse Quasi-Markowitz Portfolio (SQMP)

Sparse Quasi-Markowitz Portfolio (SQMP)

According to a 2020 report, over a 15-year period, nearly 90% of actively managed investment funds failed to beat the
4 min read
Oct
27
What are the Key Differences between Multivariate Testing (MVT) and A/B Testing?

What are the Key Differences between Multivariate Testing (MVT) and A/B Testing?

Multivariate testing (MVT) techniques apply statistical hypothesis testing on multi-variable systems. Different from A/B testing which changes one variation
3 min read
Oct
19
What is Isolation Forest?

What is Isolation Forest?

Short Answer Isolation Forest (iForest) is a machine learning algorithm for anomaly detection. Instances, which have an average shorter path
3 min read
Oct
16
What is Gaussian Mixture Model (GMM)?

What is Gaussian Mixture Model (GMM)?

Short Answer A Gaussian Mixture Model (GMM) is a composite distribution made by \(K\) Gaussian sub-distributions each with its own
2 min read
Oct
14
What is Expectation-Maximization (EM) Algorithm?

What is Expectation-Maximization (EM) Algorithm?

Short Answer Expectation Maximization (EM) is an iterative algorithm for finding the maximum a posteriori (MAP) estimated of parameters in
2 min read
Oct
14
What is Support Vector Machines (SVM)?

What is Support Vector Machines (SVM)?

A support-vector machine (SVM) constructs a hyperplane or set of hyperplanes in a high- or infinite-dimensional space, which can be
2 min read
Oct
13
What is LARS?

What is LARS?

Short Answer LARS (least angle regression) is an algorithm for computing linear regression with \(l_{1}\) regularization stepwisely. The basic
1 min read
Oct
11
What is Isotonic Regression?

What is Isotonic Regression?

Short Answer Isotonic regression is similar to linear regression, except for some monotonic constraints. Additionally, linear regression is global, while
1 min read
Oct
11
What is Latent Semantic Analysis (LSA)

What is Latent Semantic Analysis (LSA)

Short Answer Latent semantic analysis (LSA) is a natural language processing technique for analyzing documents and terms contained within them.
4 min read
Oct
07
What is Canopy Clustering

What is Canopy Clustering

Short Answer Canopy clustering is a pre-clustering algorithm, which performs clustering in two stages: Stage 1. Use an "unexpensive&
3 min read