↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
Haha!
01:08 PM - Jun 16, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
Those two graphs attempts to accomplish the same thing: extract triangular relationships in the data: groups of 3 samples that are closely linked together.
03:35 PM - Mar 12, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
So a good question is why one distance is better ? and can we detect it just by looking at the distance matrix without using a third party supervised/unsupervised learning method?
10:08 AM - Feb 11, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
mse (mean squared error, euclidean distance) fails to yield a meaningful result on a umap (dimensionality reduction technique) output.
10:04 AM - Feb 11, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
Picking the right distance has a significant impact on unsupervised learning tasks like dimensionality reduction and data clustering. Here is an example of clusters generated with sklearn gaussian quantiles. These clusters are N-dimensional concentric spheres, they cannot be separated linearly.
10:02 AM - Feb 11, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to Miriam.
Thanks for alerting me, it's gooood!
03:19 AM - Feb 10, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
why is this important?
Why do stocks appear to move randomly and can suddenly trend up or down in a violent fashion. This is trying to get at a theory of this kind of dynamic.

If you have a model for price processes you may be able to predict how likely bubbles and crashes are
01:57 PM - Feb 06, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
theoretically the particle (or spin, or stock etc.. this is very general) could travel this entire space but if you are not familiar with a phase space. It either gets stuck in a critical point (equilibrium) stable or unstable where dV/dphi = 0 or it diverges (nobody wants that)
01:57 PM - Feb 06, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
This is related related to spin systems and dynamical phase transitions a topic I was trying to understand. Very fun but unsure bubbles and crashes governed by systems like this one are predictable in useful ways. Igor Halperin has a very interesting paper on this.
01:57 PM - Feb 06, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
so imagine a stock price with two states: one which on average has a tendency to decrease its price but is stable,

the other strongly increases its price but is unstable (so quickly switches back to the stable state)/
01:56 PM - Feb 06, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
Hoping this will be successful and I can replicate and even scale up this model. It's not super expensive (I offer some small compensation) and I hope to find external funding to make this permanent. I would like to establish a real pipeline of future engineers and researchers.
01:59 PM - Feb 04, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
One way to address that is to provide opportunities for students on the african continent who want to further their studies in europe or america, to do high level academic work potentially leading to research publications. I recently hired a student intern (my first one!) to help on a project 😁
01:57 PM - Feb 04, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to ↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓.
I was born in Ivory Coast but moved to the US when I was 18yr. Spent my undergrad being (virtually) the only black student in the physics departments I been through. I'd like to help change that, especially for other african students moving to the US for college like I did.
01:56 PM - Feb 04, 2023
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↑S↓↑p↓↑i↓↑n↓ ↑D↓↑r.↓
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In response to Janarchy.
Stay warm! I really don't miss the winter since moving south 😫
11:04 PM - Feb 03, 2023
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