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

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.

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

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.

Principles By Ray Dalio: Short Summary

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In Principles, Ray Dalio lays down the rules and frameworks he uses to navigate his life. The book explores truth-seeking, decision-making, and the implementation of systems to achieve success.

A Short Summary on Clean Code

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This blog post summarizes the guidelines and best practices for writing high-quality code from the book Clean Code by Robert C. Martin.

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.