Publications by Sang-Heon Lee
Understanding Gradient Descent Algorithm with Python code
Gradient Descent (GD) is the basic optimization algorithm for machine learning or deep learning. This post explains the basic concept of gradient descent with python code. Gradient Descent Parameter Learning Data is the outcome of action or activity. \[\begin{align} y, x \end{align}\] Our focus is to predict the outcome of next action fro...
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Installing Python and Tensorflow with Jupyter Notebook Configurations
For a machine or deep learning modeling, Python is widely used with Tensorflow. This post explains the an installation of Python, Tensorflow and configuration of Jupyter notebook as a kickstart towards ML/DL modeling. Python, Tensorflow, Jupyter Notebook It is common to use Anaconda for installing Python since a variety of packages (i.e. skl...
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Multiple Linear Regression using Tensorflow
This post implements the standard matrix based estimation of multiple linear regression model using Tensorflow. With this example, we can learn some basic vector or matrix operations in Tensorflow and also Python. Linear Regression using Tensorflow To study some basic vector or matrix operations in Tensorflow which is not familiar to us, we ...
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Multiple Linear Regression using Tensorflow Optimization
This post implements the optimization based estimation of multiple linear regression model using Tensorflow. With this example, we can learn basic implementations of functions in Python and a numerical optimization in Tensorflow. Optimization based Linear Regression using Tensorflow This post deals with an optimization based linear regressio...
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Python Troubleshooting Q&A
This is just a small collection of common error messages and solutions that we encounter when using Python. Python Troubleshooting Q&A 1. Pyfolio – AttributeError: ‘numpy.int64’ object has no attribute ‘to_pydatetime’ # remove your installed pyfolio library pip uninstall pyfolio # Install it again from its github repo pip install...
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Hurst Exponent using R code
This post explains how to estimate the Hurst exponent which indicates characteristics of a time series : mean-reversion, random walk, and trending with long memory using S&P 500 index returns. Hurst Exponent Pairs trading literature use the Hurst exponent frequently since it gives an simple and intuitive indicator for the behavior of s...
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R code snippet : Read Historical Daily Exchange Rates
This post shows how to read daily historical exchange rates given symbols as a string. Read historical exchange rates I collected the symbols of exchnage rates at https://finance.yahoo.com/currencies R code The following R code retrieves historical daily exchange rates given their symbols as of 2022-08-14. 1234567...
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R code snippet : Read Historical Prices of Stock Index
This post shows how to read prices of stock indices given symbols as a string. Read historical prices of stock indices I collected the symbols of major stock indices at https://finance.yahoo.com/world-indices R code The following R code retrieves historical daily prices of selected stock indices given their symbols as of 2...
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R code snippet : Read Historical Prices of Cryptocurrencies
This post shows how to read prices of cryptocurrencies given symbols as a string. Read historical prices of cryptocurrencies Pairs trading also can be applied to cryptocurrencies. It is, therefore, a starting point of pairs trading backtest to collect daily prices of them. I collected the symbols of major cryptocurrencies at https:/...
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Paste R plot image into MS Word
This post explains how to paste R plot images into MS Word with some additional information such as title, description, and data table. This can be done by using the officer R package. Paste R plot image into MS Word with additional information The officer R package makes an access to and manipulates ‘Microsoft Word’ and ‘Micro...
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