PinnedSarit MaitraHybrid Data Architecture & Migration ChallengesHybrid data-warehouse capitalizes the strengths of both solutionsAug 26, 2021Aug 26, 2021
PinnedSarit MaitraReturn, Risk Measurement & Portfolio Optimization TechniqueCapital allocation with Convex Optimization, Kelly’s Criterion & Markowitz Efficient FrontierJul 23, 2021Jul 23, 2021
Sarit MaitraThe importance and application of Vector Error Correction Model (VECM)The auto regressive category has three distinct models; let is clear our understanding of them using the table below.Feb 131Feb 131
Sarit MaitraBest of Momentum Strategy to Find Consistent Trend Using RSIHow momentum trading strategy can yield sustainable returnAug 16, 20212Aug 16, 20212
Sarit MaitraMathematical Optimization Model Using Stochastic Time-SeriesMean-variance & Convex portfolio optimization modelAug 13, 2021Aug 13, 2021
Sarit MaitraTake Time-Series a Level-Up with Walk-Forward ValidationOptimize time-series with Walk-Forward ValidationAug 2, 20211Aug 2, 20211
Sarit MaitraBack-Testing Mean Reversion Trading Strategy with Threshold Value-Energy SeriesTrend following mean reversion with look-back intervalJul 10, 2021Jul 10, 2021
Sarit MaitraSolve Skewed Binary Class Distribution with Neural NetworkDifficult task of solving Imbalance Class distributionJul 4, 2021Jul 4, 2021
Sarit MaitraSolve Imbalanced Class with Boosting AlgorithmsAdaBoost, RUSBoost & SMOTEBoost to improve the classification performanceJun 30, 20211Jun 30, 20211
Sarit MaitraImportance of Mathews Correlation Coefficient & Cohen’s Kappa for Imbalanced ClassesWhich accuracy metrics to use for imbalanced class use case?Jun 27, 20211Jun 27, 20211
