RL Policy Gradient Method
Reinforcement learning notes focused on policy-gradient intuition, notation, and implementation details.
Hun's Blog
Studying quantitative finance through statistics and machine learning.
I use this site for project notes, course notes, research logs, and concise writeups on quantitative finance, time series, reinforcement learning, and ML systems.
Recent posts
Writing
Machine Learning on Apple Stock Daily Return
Project notes applying machine-learning methods to financial return data and model comparison.
Trading Using Machine Learning in Trading and Finance
Course notes on ML in trading, feature construction, model evaluation, and finance applications.
Focus
Research Interests
Statistical Learning
Model evaluation, forecasting, diagnostics, and robust inference for applied research.
ML Systems
Reproducible pipelines, experiment tracking, data quality checks, and deployment workflows.
Quantitative Modeling
Forecasting, risk measurement, stress testing, and finance-oriented analytics.
Selected work
Project Notes
Online Covariance and Distribution-Free Learning
Simulation and manuscript work around covariance estimation and empirical validation.
IBM Machine Learning Notes
Archived notes on regression, clustering, PCA, RNNs, GANs, and reinforcement learning.
Finance and Time Series Experiments
Forecasting notebooks and decision-support views for market and macro data.
Contact