Public archive

Machine Learning Math

A public reference page on the mathematics behind common machine-learning models.

Standard deviation

https://www.mathsisfun.com/data/standard-deviation-formulas.html

Linear regression

https://youtu.be/owI7zxCqNY0

Mean squared error

https://youtu.be/J65aHHIco4Y

Understanding AUC and ROC

https://youtu.be/4jRBRDbJemM

Correlation and Covariance

https://www.youtube.com/embed/qtaqvPAeEJY

Pearson Correlation

https://youtu.be/xZ_z8KWkhXE

Spearman Correlation

https://www.youtube.com/embed/JwNwbu-g2m0

Understanding Box Plots

The easiest way to understand a boxplot is to visualize what it looks like on a starndard distribution dataset.

Vector Auto Regression

AIC & BIC

Bayes

Online copy

Entropy

CAPM

Understanding factor based investing - https://www.morningstar.com/articles/636847/understanding-factor-models

Fama French 3 factor model

https://www.youtube.com/embed/Iel_GRQNAxA

Gradient boost

https://www.youtube.com/watch?v=2xudPOBz-vs
https://www.youtube.com/watch?v=jxuNLH5dXCs

Principle Component Analysis / Eigenvalues

https://www.youtube.com/embed/FgakZw6K1QQ
https://www.youtube.com/embed/_UVHneBUBW0

Market neutral pairs based trading

https://www.youtube.com/embed/IVAmm34eKWQ

Understanding neural networks

https://youtu.be/aircAruvnKk
https://youtu.be/IHZwWFHWa-w
https://youtu.be/Ilg3gGewQ5U