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Hugo Dolan
Photo by Clint McKoy on Unsplash

Applications of Time Series Analysis (ARMA-GARCH) To Improve Risk-Adjusted Return Screening Procedures.

You have been given the daily returns of several strategies / funds over the past year, how would you determine which one provides the best investment opportunity given only this information?

A naive approach might be to select the strategy with the best-annualized return, however, this ignores the level of…

Photo by Gary Saldana on Unsplash

The Rational Investor Allocation

Markowitz Portfolio Optimisation seeks to find a set of weights for N assets in a portfolio such that the risk adjusted return of the portfolio is maximised (aka the Sharpe Ratio).

This is the portfolio the so called “rational investor” would choose as clearly no…

Applications of Change-point Detection, Cox Regression, and Bayesian Hierarchical Models

A company’s performance relative to its peers will be ultimately driven by management’s strategic decision making ability to drive growth and position the organisation for changing market conditions.

Whilst investors ultimately care about picking stocks with management teams that can generate returns for shareholders, it is also important to be…

Tips from a new ‘Kaggler’ building CNN’s for blindness detection

Sections to this article

SVM’s are often considered ‘Black Boxes’. In this article we cover techniques to visualise learned SVM models and their performance on real world data.

Image Shot by Hugo Dolan

China’s megacities cities occupy the top 4 spots of the worlds most expensive cities to buy property, but is this upwards only market too good to be true?

Why you should consider it, the pain points and how to write your own lightweight reactive store

Keeping multiple simultaneous clients updated can be a nightmare

Some simple tips and tricks to create great looking apps

Function

No one wants to use an app that doesn’t work. Apps with circuitous menu routes, extra pages and forms will cost you users.

If the app doesn’t function correctly, forget about making it look pretty.

Make it function

  1. Use flow…

Hugo Dolan

UCD Statistics & ACM, Learning Data Science, Winning Team @ Citadel Dublin Data Open. www.hugodolan.com/linkedin | Mailing List: http://eepurl.com/gkV7ov

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