All Posts
Recently Updated
2026
New: 40 Hands-On Polars Exercises for Financial Data Analysis 01-15 The Implicit Prior of Deep Learning 01-13
2024
The Best Practice to Link CUSIP to PERMNO 11-05 The Correct Way to Average Embeddings Using a Mask 03-01 One Figure to Summarize PyTorch Memory Management 02-05 Tokenizer, Dataset, and "collate_fn" 01-19 (R) Dealing with CCM Consecutive Date Ranges 01-18 NAICS Download 01-05 (WIP) Data Wrangling Practice for Business School Students 01-02
2023
A Short Introduction to Investor Networks 06-19 Quicktake: BPE, WordPiece, and SentencePiece 06-19 Implementation details: From the original Transformer to GPT 06-10 Transformers (deep learning models) are better at predicting the tail distribution 05-30 (R) Super Efficient Event Study Code 05-27 All you need to know about date/time in R and SAS 05-27 Git tips 05-26 Some facts on Earnings Announcements and Analyst Revisions 05-26 Expected Return Model 05-26 Synthetic Control 05-25 Difference-in-Differences 05-23