PinnedAlvin T. Tan, Ph.D.inTowards Data ScienceStacking Machine Learning Models for Multivariate Time SeriesForecasting PM 2.5 air pollution using a stack ensembleOct 13, 20215Oct 13, 20215
Alvin T. Tan, Ph.D.inTowards Data ScienceTime & Seasonality Features in Time SeriesBe data-focused, and include seasonality options in the model calibration processMar 15, 2022Mar 15, 2022
Alvin T. Tan, Ph.D.inDataDrivenInvestorBitcoin’s Shifting Relationship to Macro FactorsUsing regression & statistical inference to assess the changes since the pandemicFeb 12, 20221Feb 12, 20221
Alvin T. Tan, Ph.D.inDataDrivenInvestorTop Python Hacks for FinanceWith Bitcoin time series dataAug 4, 2021Aug 4, 2021
Alvin T. Tan, Ph.D.inDataDrivenInvestorUncovering the Latent Factors Behind Stock PricesDynamic factor modelling of US large-cap equitiesJul 28, 20211Jul 28, 20211
Alvin T. Tan, Ph.D.inTowards Data ScienceTackling Imbalanced Data with Predicted ProbabilitiesA case study on optimizing class probability in the Portuguese bank marketing datasetApr 8, 20215Apr 8, 20215
Alvin T. Tan, Ph.D.inTowards Data SciencePortfolio Diversification with Emerging Market BondsTesting mean-variance optimization with Bayesian probabilistic modelingMar 6, 20211Mar 6, 20211
Alvin T. Tan, Ph.D.inTowards Data ScienceHierarchical Clustering of the FX MarketUsing unsupervised machine learning to identify behavioral currency clustersDec 1, 20201Dec 1, 20201
Alvin T. Tan, Ph.D.inTowards Data ScienceSimulating Stock Market Returns & Crash RiskAn empirical analysis using historical S&P500 1928–2019 dataJun 21, 20201Jun 21, 20201
Alvin T. Tan, Ph.D.inTowards Data ScienceDynamic Customer AnalyticsCrafting & testing a dynamic RFM modelJan 8, 20201Jan 8, 20201
