paunit + coink   284

Capital markets reform: MiFID II (ey.com)
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 https://www.esma.europa.eu/sites/default/files/tv_si_drsp_file.xls
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 https://www.nytimes.com/2019/01/22/opinion/covington-catholic-march-for-life.html)
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 http://www.robots.ox.ac.uk/~vgg/software/vgg_face/ 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 https://www.cv-foundation.org/openaccess/content_cvpr_2015/app/1A_089.pdf), 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 https://github.com/nenadmarkus/pico)
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 · npf.io
Develops the concept of "vanity imports" (see Russ Cox rsc.io)
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 https://ibug.doc.ic.ac.uk/media/uploads/documents/nikitidis2008.pdf 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 https://arxiv.org/abs/1604.07669 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 fast.ai course: Computational Linear Algebra · fast.ai
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
« earlier      
per page:    204080120160

related tags

actor  adagrad  adam  adaptive  adrien  aeron  aerospace  agile  agl  AI  alfa  algebra  algorithm  alias  altruism  amazon  andrew  andrey  anti-pattern  append-only  archi  asset  audio  automotive  autosar  aws  azure  bag-of-words  bakery  bank  banking  basel-2.5  basel-3  beacon.io  bet  bias  biblio  bigdata  binary  biological  birka  black  blockchain  blog  blues  bob  boehner  bond  bourgon  brian  broker  browser  byzantine  chair  champ  chen  chos  classifiers  cloud  clustering  code  coink  color  compensation  compiler  computer  computing  concurrency  consensus  container  context  continuous-deployment  control  controversy  convert  convex  conway  corda  core  CORS  cox  cpu  cqrs  CRDT  culture  darrell  data  data-center  database  david  ddd  debt  deep  deep-learning  des  design  detection  dev  devops  dft  dialect  differential  digiscopie  display  distributed  distruptor  dmitri  docker  document  dot  DPI  dropbox  duffie  dunning  dunning-kruger  dynamics  e-trading  economics  editor  elasticsearch  empirical  engineer  engineering  equations  equilibrium  ernst  ESMA  ETF  ETL  event  evolution  expansion  expectations  face  facebook  facenet  FAOF  fault  feature  ffmpeg  filter  finance  financial  fleet  flow  flume  flying  foctorisation  forest  foundry  FRTB  fulbright  fun  fxo  gcc  geitgey  general  generics  genivi  george  git  gloang  global  go2  gokit  golang  goloang  google  gopherjs  gpu  graph  gtv  guide  hamilton  hammerbacher  hashimoto  hbo  history  how-to  ICMA  IDE  illusion  image  immutability  import  index  inna-dsb  INRIA  install  intel  invariance  iot  ISDA  isin  IT  jared  java  javari  JavaScript  jeffrey  jen  jetbrains  jones  json  juicero  julia  jupyter  jvm  k-means  kafka  kantarov  karapathy  kd-tree  keypoints  KID  king  kirby  knowledge  kotlin  lamport  language  latex  laurel-yanny  layout  lean-startup  learning  leslie  libav  libor  linear  linux  liquidity  logs  longue  machine  machine-learning  macroscopique  malliavin  management  manufacturing  market  markets  martin  math  matrix  mechanical  media  meltdown  merge  messaging  michael  microscopique  microservice  middlebury  MIFID  minimization  mitchell  mixture  model  modeling  money  motion  moyen  MTF  music  mvp  N26  natural  neo4j  network  networks  neural  nielsen  NMF  node.js  non-parametric  norton  nsfw  oem  oklog  ontology  oodb  open  openface  opensurf  optical  optimization  options  order  orga  origin  oskendal  oss  OTF  paas  paradox  pareto  parkhi  participants  particle  partitioning  pascal  pattern  payment  perception  performance  peter  phase5  pico  pike  pkg-config  plan9  platform  plm  politics  practical  price  processing  prod-mgt  programming  project0  proprietary  psychology  python  quantitative  quantum  quaternions  R  ranking  rate  rational  RDF  RDS  recognition  recurrent  refactoring  reference  register  regulatory  rehg  REPL  replication  reset  resnick  RESTful  retrieval  revert  richard  risk  roberts  rose  rpy2  RTDB  runtime  russ  s3  SaaS  sam  samza  SAT  saxo  SBSA  scalability  scale  scene  schema  science  scissors  scm  screenshot  SDP  search  security  seely  segmentation  selection  semantic  semicolon  set  shuralyov  SI  SIFT  signal  SIMM  single  skin  social  software  source  sourcing  sparse  spectre  speculative  spherical  spool  spreadsheet  sqeezenet  squeezing  stackoverflow  stallman  state  stats  stephen  stieljes  stochastic  strategy  structure  superpixel  superpixels  SURF  survey  svm  sympathy  syntax  tech  technical  tensorflow  terminal  testing  text  theory  thompson  throughput  tls  tolerance  toxic  trading  training  transfer  traynor  TV-L1  type  ubuntu  upi  us  usa  ux  vanity  vector  version  versioning  vgo  video  virtualenv  vision  visual  von-mises-fisher  vox  vue  war  wasm  web  websocket  weiss  wiener  windows  worker  workplace  xen  xkcd  youngtimer  youtube  zero-protocol  zipf  zoo 

Copy this bookmark:



description:


tags: