paunit + coink   284

Capital markets reform: MiFID II (
A lengthy paper on the impacts of mifid ii before it went live; interesting prospects on what could happen
coink  finance  MIFID  markets 
2 hours ago by paunit
A Dynamic General Equilibrium Approach to Asset Pricing Experiments (Crockett Duffy)
An experiment on trading game re RatEx & market price of risk, with interesting features on how to simulate infinite horizon and intertemporal consumption smoothing.
coink  general  equilibrium  rational  expectations  finance  trading 
5 days ago by paunit
Introduction to General Equilibrium Asset Pricing
Finance meets economics - this is an agenda of a course in China (!) just for the references here to understand once and for all the market price of risk.
coink  finance  asset  price  general  equilibrium 
5 days ago by paunit
Asset Price Dynamics with Slow-Moving Capital (Darrell Duffie)
A very nice article on price dynamics in the presence of distracted and attentive investors with liquidity moving at different speed with various examples of predicatable and unpredicatable shocks
coink  finance  price  dynamics  liquidity  darrell  duffie 
6 days ago by paunit
MiFID II / MiFIR: Your Survival Guide (Norton Rose Fulbright)
A useful explainer on the MIFID element re market structure
coink  MIFID  market  structure  norton  rose  fulbright 
7 days ago by paunit
List of participants classified as MTF/OTF/SI under MIFID
As the title says, published by ESMA (European market auth)
coink  ESMA  MIFID  MTF  OTF  SI  market  participants 
7 days ago by paunit
Glowacki Law Firm: Multilateral trading facility (MTF)
A glossary entry on the new acronyms of MIFID (in part. MTF here) with a useful link to a list of registered participants at
coink  MIFID  MTF 
7 days ago by paunit
Future of Single-Dealer Platforms: SIs, MTFs or OTFs? | SingleDealerPlatforms.Org
A reference to article on OTF, MTF & the likes, mostly under the MIFID mandate.
coink  SDP  MIFID  OTF  MTF 
7 days ago by paunit
Steve's Google Platform rant | Hacker News
The rant on internal culture at google/amazon that was published accidentally.
coink  culture  engineering  facebook  google  amazon 
11 days ago by paunit
Saxo's Product Disclosure Statement (the mother of all KIDs)
The joke is in the title. Looks like KID is not (really) contextual to the point of execution.
coink  banking  e-trading  KID 
13 days ago by paunit
The Dunning-Kruger effect, and how to fight it, explained by psychologist David Dunning - Vox
Alternatively, why neurotic people are trustworthy :-) A smart interview on why you don't know what you don't know. Bayesian brain wired for quick decision, where you need to decide even when you don't know for sure.
coink  psychology  bias  dunning-kruger  dunning  brian  resnick 
17 days ago by paunit
Sort By Controversial | Slate Star Codex
A fun social-media-fiction w machine learning in it, used by ross douthat to comment on another controversy (see
coink  social  media  controversy  scissors  machine-learning 
28 days ago by paunit
Minimum capital requirements for market risk -- full text
The result of FRTB. Mostly intereested in TB/BB distinction and the anti-regulatory arbitrage stuff
coink  banking  FRTB  basel-3 
4 weeks ago by paunit
Explanatory note on the minimum capital requirements for market risk
A Basel basic explainer on the Basel III and 2.5 differences as well as some practical updates to the Basel III measures
coink  banking  FRTB  basel-3  basel-2.5 
4 weeks ago by paunit
Margin Requirements for Non-Centrally Cleared Derivatives – Final Stages of Initial Margin Phase-In
Lobbying of the industry to avoid having to report/implement SIMM with smaller parties
coink  banking  SIMM  phase5  ISDA 
4 weeks ago by paunit
Proprietary Indices - DSB
A list of indices req'd for registering ISIN numbers on ISIN creation workflow -- to be verified with Jad
coink  banking  inna-dsb  proprietary  index  ISIN 
5 weeks ago by paunit
Deep Face Recognition
U. of Oxford - how to generate a face dataset from the web that cannot rival Google's stuff but still can be used to train a serious contender :-).
See for access to the model itself
coink  face  recognition  deep-learning  parkhi 
5 weeks ago by paunit
Parameter Estimation for von Mises–Fisher Mixture Model via Gaussian Distribution
A variant of Clustering on the Unit Hypersphere using von Mises-Fisher Distributions using Variational Bayes technique (ouch).
coink  clustering  mixture  von-mises-fisher  spherical  k-means  machine  learning 
5 weeks ago by paunit
[1411.1792] How transferable are features in deep neural networks?
An empirical study of knowledge transfer for CNNs (specifically for image recognition). There is one intriguing finding on the co-adaptation in deep CNN (middle layers that are coupled and cannot be reused without re-learning).
coink  deep  learning  knowledge  transfer 
6 weeks ago by paunit
Evolution: biologist George Price’s life and death - Vox
What the late biologist George Price can teach us about the price of altruism. A real paradox in a sense...
coink  evolution  natural  selection  altruism  george  price 
6 weeks ago by paunit
Clustering on the Unit Hypersphere using von Mises-Fisher Distributions
Everything is in the title -- vMF distribution on hypersphere is somehow the "minimal info" parametric distribution targetting a certain mean. Nice derivation of approx for ML estimates for mixtures of vMF and application in large dim (> 100)
coink  clustering  mixture  von-mises-fisher  spherical  k-means  machine  learning 
6 weeks ago by paunit
OpenFace: Free and open source face recognition with deep neural networks.
An open source model inspired from the FaceNet model from Google (see, albeit trained on a different dataset and publicly available.
coink  machine  learning  face  recognition  openface 
7 weeks ago by paunit
Machine Learning is Fun! Part 4: Modern Face Recognition with Deep Learning
A series of blog posts from Adam Geitgey (the author of face-recognition, the successful python wrapper around the FaceNet model that democratized the face recognition model).
coink  machine  learning  face  recognition  adam  geitgey 
7 weeks ago by paunit
FaceNet: A Unified Embedding for Face Recognition and Clustering - 1A_089.pdf
The google paper on facenet ie new state of the art from 2016. Obviously not everybody has the 100M picture for 8M people at hand.
coink  machine  learning  face  recognition  google  facenet 
7 weeks ago by paunit
The MLIF Book — Machine Learning is Fun!
The book from Adam Geitgey (electronic form) possibly easier to read than the blog articles, same raw content with more details.
coink  machine  learning  adam  geitgey 
7 weeks ago by paunit
Object Detection with Pixel Intensity Comparisons Organized in Decision Trees
A non neural net classifier for images, based on a trained forest of binary classifiers. Nice, a simple stand along implementation in golang exists for face detection (see
coink  computer  vision  forest  binary  classifiers  pico 
8 weeks ago by paunit
Getting Started · jcubic/jquery.terminal Wiki · GitHub
Web Terminal made easy. The simple way to enable REPL for application
coink  REPL  JavaScript  terminal 
october 2018 by paunit
DevOops, some common anti-patterns – Hacker Noon
Some pitfalls that would disable the devops culture
coink  devops  anti-pattern  orga 
october 2018 by paunit
How to undo (almost) anything with Git | The GitHub Blog
Some use cases for attmept to go bakc in history with git
coink  code  git  revert 
july 2018 by paunit
Advanced Testing in Go
Various techniques that are useful for integrated tests (in Go, this is somewhat language specific).
coink  golang  testing  mitchell  hashimoto 
july 2018 by paunit
Containers versus Operating Systems | Dave Cheney
An interesting history view on how containers might kill the Linux distributation market ultimately
coink  docker  history  linux 
july 2018 by paunit
research!rsc: Version SAT
The general problem of solving versioned dependencies is NP-hard -- Ross Cox looking for simpler answers. SAT solvers is the generic -- ie wrong in this case -- answer.
coink  gloang  programming  versioning  SAT 
july 2018 by paunit
Vanity Imports with Hugo ·
Develops the concept of "vanity imports" (see Russ Cox
coink  git  golang  vanity  import 
july 2018 by paunit
Discussion thread on vgo (golang package versioning system)
Entry point into design and the problem to be solved by the versioning introduced with 1.11
coink  golang  versioning  vgo 
july 2018 by paunit
Virtualenv - Python 3 - Ubuntu 14.04 64 bit - Stack Overflow
How to create virtual env for python3 with the ubuntu's virtual env... pff this is rather messy. Best way is virtualenv venv --python=python3.5
coink  python  ubuntu  virtualenv 
june 2018 by paunit
Learning Local Feature Descriptors Using Convex Optimisation
A variant to hand crafted feature extraction such as SIFT or SURF where you ML the feature extraction. Implemented in opencv
coink  deep-learning  computer  vision  feature 
june 2018 by paunit
Notes on the OpenSURF Library
Notes by Christopher Evans on SURF implementation (open surf)
coink  computer  vision  SURF  opensurf 
june 2018 by paunit
Feature Detection with Automatic Scale Selection
The (lengthy) article on scale invariance that leads to SIFT and SURF amongst others
coink  computer  vision  math  scale  invariance 
june 2018 by paunit
SURF: Speeded Up Robust Features
SIFT and SURF are in a boat... SURF is similar to SIFT but promises more efficient computation time
coink  computer  vision  SURF 
june 2018 by paunit
Distinctive Image Features from Scale-Invariant Keypoints
The original article on SIFT point (using difference of gaussians). Used later on in BOVW approaches to recognition
coink  computer  vision  SIFT  keypoints 
june 2018 by paunit
Region-based skin color detection
As the name says, based on Jones & Rehg histogram ideas
coink  computer  vision  skin  superpixels 
june 2018 by paunit
A Quantitative Analysis of Current Practices in Optical Flow Estimation and the Principles Behind Them
A large survey of variations to the original variational solution to optical flow (Horn and Schunck), with quantitative analysis of the effects of featurettes added with time.
coink  computer  vision  optical  flow  empirical  survey 
june 2018 by paunit
FlowNet: Learning Optical Flow with Convolutional Networks
The article that introduced CNN to evaluate optical flow directly (which is kind of weird). Based on the "Flying Chair" articficial dataset.
coink  computer  vision  optical  flow  flying  chair  deep-learning 
june 2018 by paunit
Flow accuracy and interpolation evaluation
The contest for optical flow (Middlebury contest)
coink  computer  vision  optical  flow  middlebury 
june 2018 by paunit
From TV-L1 Model to Convex & Fast Optimization Models for Image & Geometry Processing
Presentation of TV-L1 minimization strategy and why it is adapted to image processing
coink  computer  vision  optical  flow  TV-L1  minimization 
june 2018 by paunit
IPOL Journal · TV-L1 Optical Flow Estimation
This article describes an implementation of the optical flow estimation method introduced by Zach, Pock and Bischof in 2007. With C implementation (CPU)
coink  optical  flow  computer  vision  TV-L1  minimization 
june 2018 by paunit
Optical Flow Estimation - chapter 2
A chapter in springer book on optical flow estimation, well written
coink  computer  vision  optical  flow 
june 2018 by paunit
Secrets of Optical Flow Estimation and Their Principles
A survey of progress up to 2010 in optical flow estimation
coink  computer  vision  optical  flow 
june 2018 by paunit
Optical Flow Estimation
A tutorial introduction to gradient-based optical flow estimation. We discuss least-squares and robust estimators, iterative coarse-to-fine refinement, different forms of parametric motion models, different conservation assumptions, probabilistic formulations, and robust mixture models.
coink  computer  vision  optical  flow  fleet  weiss 
june 2018 by paunit
A Framework for the Robust Estimation of Optical Flow
Early article explaining the central question related to extraction of optical flow
coink  computer  vision  optical  flow  black 
june 2018 by paunit
A tutorial on particle filters for online nonlinear/non-gaussian bayesian tracking
Signal Processing, IEEE Transactions on. Survey/tutorial for non linear filtering -- yea, another NL minimization method. See for application to comera motions
coink  particle  filter  signal  processing 
june 2018 by paunit
On using raw MPEG motion vectors to determine global camera motion
A the title says. There is quite a bit of useful info in the paper on the structure and quality of motion vector, including the obvious -- low texture has little info
coink  computer  vision  motion  detection  optical  flow 
june 2018 by paunit
A survey of skin color modeling and detection
A 2006 article that surveys the field of skin color modeling
coink  computer  vision  skin  color  modeling 
june 2018 by paunit
Superpixels for Skin Segmentation - Saxen2014SuperpixelsForSkinSegmentation.pdf
An intersting model to use skin w/ superpixels for skin segmentation. Article contains references to the datasets used by Jones & Rehg and others.
coink  computer  vision  superpixels  skin  segmentation 
june 2018 by paunit
oioiiooixiii: FFmpeg: Display and isolate macroblock motion-vectors in mpeg video
How-to use ffplay to visualize macroblock motion vectors, nice example
coink  ffmpeg  how-to  motion  vector 
june 2018 by paunit
Evaluate Go-FFmpeg Bindings · Issue #24 · livepeer/lpms · GitHub
In depth evaluation of go ffmpeg bindings -- conclusion is that it is simpler to just implement the bits you want in C against real ffmpeg API. That makes sense and corresponds to personal experience
coink  golang  ffmpeg 
june 2018 by paunit
Real-time Action Recognition with Enhanced Motion Vector CNNs
Key insight for relieving this problem is that optical flow and motion vector are inherent correlated. Transferring the knowledge learned with optical flow CNN to motion vector CNN can significantly boost the performance of the latter. See by the same authors
coink  deep-learning  motion  vector  optical  flow  computer  vision 
june 2018 by paunit
Notes on Music Information Retrieval
Notes on a course re signal processing / music recognition / etc.
coink  deep-learning  music  segmentation 
june 2018 by paunit
New course: Computational Linear Algebra ·
Interesting course into computational linear algebra procedures with application to data science, focus on efficient numerical procedures.
coink  math  data  science  deep-learning  linear  algebra 
june 2018 by paunit
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