PinnedAlvin T. Tan, Ph.D.inTowards Data ScienceStacking Machine Learning Models for Multivariate Time SeriesForecasting PM 2.5 air pollution using a stack ensemble·19 min read·Oct 13, 2021--5--5
Alvin T. Tan, Ph.D.inTowards Data ScienceTime & Seasonality Features in Time SeriesBe data-focused, and include seasonality options in the model calibration process·14 min read·Mar 15, 2022----
Alvin T. Tan, Ph.D.inDataDrivenInvestorBitcoin’s Shifting Relationship to Macro FactorsUsing regression & statistical inference to assess the changes since the pandemic·16 min read·Feb 12, 2022--1--1
Alvin T. Tan, Ph.D.inDataDrivenInvestorTop Python Hacks for FinanceWith Bitcoin time series data·10 min read·Aug 4, 2021----
Alvin T. Tan, Ph.D.inDataDrivenInvestorUncovering the Latent Factors Behind Stock PricesDynamic factor modelling of US large-cap equities·17 min read·Jul 28, 2021--1--1
Alvin T. Tan, Ph.D.inTowards Data ScienceTackling Imbalanced Data with Predicted ProbabilitiesA case study on optimizing class probability in the Portuguese bank marketing dataset·18 min read·Apr 8, 2021--5--5
Alvin T. Tan, Ph.D.inTowards Data SciencePortfolio Diversification with Emerging Market BondsTesting mean-variance optimization with Bayesian probabilistic modeling·20 min read·Mar 6, 2021--1--1
Alvin T. Tan, Ph.D.inTowards Data ScienceHierarchical Clustering of the FX MarketUsing unsupervised machine learning to identify behavioral currency clusters·17 min read·Dec 1, 2020--1--1
Alvin T. Tan, Ph.D.inTowards Data ScienceSimulating Stock Market Returns & Crash RiskAn empirical analysis using historical S&P500 1928–2019 data·12 min read·Jun 21, 2020--1--1
Alvin T. Tan, Ph.D.inTowards Data ScienceDynamic Customer AnalyticsCrafting & testing a dynamic RFM model·17 min read·Jan 8, 2020--1--1