This is a summary of links featured on Quantocracy on Wednesday, 12/11/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Dimensionality reduction method through autoencoders [Quant Dare]Weve already talked about dimensionality reduction long and hard in this blog, usually focusing on PCA. Besides, in my latest post I introduced another way to reduce dimensions based on autoencoders. However, in that time I focused on how to use autoencoders as predictor, while now Id like to consider them as a dimensionality reduction technique. Just a reminder about how autoencoders work.
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Historical Fed Day Performance By Chairperson [Quantifiable Edges]I have written about Fed Day edges for years. Much of the research can be found in the Fed Study category blog posts. Today I decided to share a chart showing historical performance on Fed Days over the course of the last 5 Fed chairpeople. 2019-12-10 Have a happy Fed Day tomorrow!