October 8, 2025
Beyond the Algorithm: How to Turn Clustering into Actionable Customer Profiles
Brief overview of analytical frameworks for turning broad problem statements into actionable business intelligence.
September 25, 2025
Back to Basics: KNN with R
KNN fundamentals by building it from scratch in R, then scale up with regtools for production-ready modeling with automatic validation and hyperparameter tuning.
September 16, 2025
Time Series Forecasting Part 4: Practical Forecasting Applications with Confidence Intervals
Demonstrates how to generate forecasts with confidence intervals using ARIMA for stationary data and Holt-Winters for trending data.
September 12, 2025
Time Series Forecasting Part 3: ARIMA vs SARIMA vs Holt-Winters on Non-Stationary Data
Evaluating ARIMA, SARIMA and Holt-Winter models on non-stationary data.
September 8, 2025
Time Series Forecasting Part 2: ARIMA vs SARIMA vs Holt-Winters on Stationary Data
Evaluating ARIMA, SARIMA and Holt-Winter models on stationary data.
September 6, 2025
Time Series Forecasting Part 1: Is Your Data Stationary? A Simple Test That Determines Model Success
The ADF test provides a simple, statistical method to identify whether your data exhibits stationary or non-stationary behavior.
August 31, 2025
HP Filter Parameter Selection: Evaluating Lambda
An evaluation of the key hyperparameter for HP Filter trend and cycling: Lambda.
August 19, 2025
Put-Call Parity: Synthetic Positions for Building Protected Investment Strategies
This analysis demonstrates how put-call parity creates equivalent portfolio protection strategies through different instrument combinations.
August 13, 2025
Monte Carlo Simulation with VaR
A practical demonstration of Monte Carlo simulation for calculating Value-at-Risk (VaR) using S&P 500 data, including model validation and limitations analysis.
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