Blog

The blog's standing answer to the accuracy-vs-latency tension is a two-stage fast/slow split. Distillation is a different answer: train one small model to mimic the ensemble. The KD loss, temperature, born-again nets, early exits for a variable latency budget, and the distill-to-FPGA pipeline — plus the measurements that would decide whether it beats the two-stage split.

Selection bias in the search is not the only way a regression fools you. When the regressor is correlated with the error, more data makes the estimate more confidently wrong. Instrumental variables applied to the one endogeneity problem this blog has already left open: permanent impact from net taker flow.

Fitting a self-exciting point process to real crypto trade tape: where the three numbers (mu, alpha, beta) come from, how to estimate the branching ratio n, whether the exponential kernel survives a goodness-of-fit test, and how much n moves when you change the estimation window.

Hamiltonian Neural Networks are provably stable — but stability is worthless if the conserved quantity does not exist. Learning a scalar H via autograd, symplectic integration, and the falsification test that decides whether a financial (q, p) pair is canonical at all.

Granger causality on crypto prices done two ways — differenced returns and Toda-Yamamoto on levels — with a correct Wald implementation, an effective-N corrected causality matrix, and a rolling-stability test of whether the lag is tradeable at all.

Projeto de kernel para séries temporais financeiras - rugosidade Matern, composição periódica local, misturas espectrais - e a probabilidade marginal como um regularizador que não precisa de conjunto de validação. Além da lista honesta do que ainda precisa ser medido antes que qualquer coisa seja negociável.

O aprendizado do operador mapeia espaços funcionais inteiros, não pontos – como o Operador Neural de Fourier parametriza um operador de solução PDE no espaço de frequência, o que ele compra para o preço das opções e quais de suas reivindicações ainda precisam ser medidas em hardware real.