Quantitative Finance
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Dave's user avatar
Dave
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Links I find helpful:

Binning Continuous Variables

What is the benefit of breaking up a continuous predictor variable?

Justification for low/high or tertiary splits in ANOVA

Class Imbalance

Are unbalanced datasets problematic, and (how) does oversampling (purport to) help?

Profusion of threads on imbalanced data - can we merge/deem canonical any?

Classification Metrics (Related to Class Imbalance)

Why is accuracy not the best measure for assessing classification models?

Academic reference on the drawbacks of accuracy, F1 score, sensitivity and/or specificity

Central Limit Theorem

Debunking wrong CLT statement

Chunk Tests

What are chunk tests?

Deep Learning

Convolution operator in CNN and how it differs from feed forward NN operation?

Hypothesis Testing

Is normality testing 'essentially useless'?

Significance test for large sample sizes

Model Evaluation

Is my model any good, based on the diagnostic metric ($R^2$/AUC/ accuracy/RMSE etc.) value?

$R^2$

Interpreting nonlinear regression $R^2$

How to motivate the definition of $R^2$ in sklearn.metrics.r2_score?

Predicted R squared

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Top posts
All Questions Answers
Score Newest
answer
5
correlation of 1/X
Sep 29, 2022
answer
2
Can there be different Sharpe Ratios for the same index?
Jan 6
answer
2
R squared statistic in predictions of returns
Dec 31, 2021
answer
2
Rare Events in Normal Multivariate distributions
Jan 1, 2022
answer
1
Simulating Correlation (but sample correlation is always too low)
May 4, 2022
answer
1
Cointegration between crypto markets
Jul 7, 2022
answer
1
R-squared to be computed on training sample or test sample?
Dec 29, 2021
answer
1
Central limit theorem and normality assumption of asset return distribution
Dec 31, 2021
Top network posts
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70
Why do we worry about overfitting even if "all models are wrong"?
60
Why don't linear regression assumptions matter in machine learning?
57
Is it a scam if someone asks for my full name, email, and bank name?
56
Why are the numbers on a ball in a lotto draw categorical nominal instead of categorical ordinal?
56
Debunking wrong CLT statement

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