@efavdb
Joined January 2015
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New post: Generalized dollar cost averaging efavdb.com/generalized_dolla…

Generalized Dollar Cost Averaging

In this note, I consider a generalization of Dollar Cost Averaging — a popular investing strategy that involves gradually building up one’s holding in a stock over a pre-specified period of time. The...

efavdb.com
new post: efavdb.com/duality

Physics-based proof of the duality theorem for linear programs

Textbook proofs of the duality theorem often apply abstract arguments that offer little tangible insight into the relationship between a linear program and its dual. Here, we map the general linear...

efavdb.com
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how to price dividend stocks efavdb.com/pricing-dividend-…

Pricing dividend stocks

We review how one can price a dividend-bearing stock by simply discounting its dividend stream using the value suggested by the Capital Asset Pricing Model (CAPM). As an example, we consider the...

efavdb.com
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New post: Utility engines efavdb.com/utility-engines

Utility engines

A person’s happiness does not depend only on their current lot in life, but also on the rate of change of their lot. This is because a person’s prior history informs their expectations. Here, we...

efavdb.com
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2+1 = 4, by quinoa efavdb.com/quinoa%20packing

2 + 1 = 4, by quinoa

I was struck the other day by the following: The cooking instructions on my Bob’s tri-colored quinoa package said to combine 2 cups of water with 1 cup of dried quinoa, which would ultimately create...

efavdb.com
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Blog post with code to generate real time policy and value function plots while actor critic RL agent is interacting with environment: efavdb.com/visualize-actor-c…
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We put together resources to get started in #reinforcementlearning at efavdb.com/pages/rl-resource…, including observations from our own experience with them in the @OpenAI Scholars 2020 program. May this boost the sample efficiency of other learners! 💪
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2D random walks are special: efavdb.com/random-walk-scali…
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New blog post about Q-learning and DQN! #ReinforcementLearning
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Write up of an old idea for reducing test counts needed to screen for disease: Pooling of samples. Written up here to promote what might be a good idea in some circumstances. github.com/EFavDB/pooling

GitHub - EFavDB/pooling: notebook with code related to our pooling post for covid19 testing, etc.

notebook with code related to our pooling post for covid19 testing, etc. - EFavDB/pooling

github.com
New post using dynamic programming to solve a toy #reinforcementlearning problem efavdb.com/reinforcement-lea…
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New post introducing #ReinforcementLearning with a toy problem efavdb.com/intro-rl-toy-exam… using @OpenAI gym environment

Introduction to reinforcement learning by example

We take a top-down approach to introducing reinforcement learning (RL) by starting with a toy example: a student going through college. In order to frame the problem from the RL point-of-view, we’ll...

efavdb.com
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A new post about a simulation framework for exploring population dynamics, natural selection, game theory, and more: efavdb.com/world-wandering-d…

A Framework for Studying Population Dynamics

In this post, I want to briefly introduce a new side project for the blog with applications to understanding population dynamics, natural selection, game theory, and probably more. World Wandering...

efavdb.com
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New post about multiarmed bandits in the context of reinforcement learning: efavdb.com/multiarmed-bandit…
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New post from starting in the Spring 2020 cohort of the #OpenAI Scholars program: efavdb.com/openai-scholars-i…
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New post: "Universal limiting mean return of CPPI investment portfolios" This is a sort-of central-limit-theorem like result that holds in some cases for investment portfolios subject to portfolio insurance. See below. efavdb.com/universal-mean-re…
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New post: Universal drawdown statistics in investing efavdb.com/universal-drawdow…
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Quantum Magazine back issues: A decade of excellent writing on mathematics and physics. nsta.org/publications/quantu…

Quantum: The Magazine of Math and Science

nsta.org
TimeMarker class for python efavdb.com/timemarker-class-…
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new post: Backpropagation in neural networks efavdb.com/backpropagation-i…
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