Blog

I've been writing online since 2018, mostly about machine learning and quantitative finance. In total, I've written 11 articles on my blog. Use the search below to filter by title.

Most Popular

Policy Optimization: From Vanilla Policy Gradients to GRPO

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The blog explores the evolution from vanilla policy gradients to modern approaches like Proximal Policy Optimization (PPO) and the more recent Group Relative Policy Optimization (GRPO).

Stop-Limit Order Execution via Martingale Theory

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This article explores the dynamics underlying a stop-limit order and attempts to calculate its probability of execution under a geometric Brownian motion.

Kelly Criterion and Optimal Betting Strategy

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This blog examines the mathematical foundation of the Kelly criterion and explores the idea of using log utility in gambling and repeated investment problems.

All Posts

A/B Testing: Mathematical Methods for Experimental Decision-Making

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This guide explores the statistical underpinnings of A/B testing, from fundamental concepts to advanced techniques for robust decision-making.

Monte Carlo Methods in Game Theory: MCTS, ISMCTS, and CFR

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In this blog post, we'll examine three powerful approaches that leverage Monte Carlo sampling in different ways.

Understanding Game Theory and Nash Equilibrium

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In this blog post, we'll walk through the key concepts that form the backbone of strategic decision analysis, from the foundations of Game Theory and Nash Equilibrium to their practical applications in everyday scenarios.

Policy Optimization: From Vanilla Policy Gradients to GRPO

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The blog explores the evolution from vanilla policy gradients to modern approaches like Proximal Policy Optimization (PPO) and the more recent Group Relative Policy Optimization (GRPO).

Temporal Difference Learning in Dialogue Systems

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In this blog post, we'll explore how Temporal Difference (TD) learning, a fundamental RL technique, can be applied to improve conversational AI agents.

Stop-Limit Order Execution via Martingale Theory

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This article explores the dynamics underlying a stop-limit order and attempts to calculate its probability of execution under a geometric Brownian motion.

Unraveling Time Series Causality with Granger Methods

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This article discusses causal illusions as a form of cognitive bias and explores the use of Granger causality to detect causal structures in time series.

Kelly Criterion and Optimal Betting Strategy

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This blog examines the mathematical foundation of the Kelly criterion and explores the idea of using log utility in gambling and repeated investment problems.

Resources for Low Resource Machine Translation

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This blog post highlights a wide variety of techniques to employ when trying to create a new machine translation model for a low resource language or improve an existing baseline.

Interactive Web Apps Built with JavaScript

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This blog post highlights some of my personal projects in the past when I built interactive Web Apps using JavaScript.

Black Scholes Model with Stock Simulation

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The article explores the use of geometric Brownian Motion (GBM) to simulate the price of stocks with extension to the Black-Scholes-Merton (BSM) model.