Consistency vs The Power of Knowing When to Walk Away
Two startup truisms collide: ‘consistency wins’ vs ‘know when to quit.’ What survivorship bias hides about both, and how I’ve come to read the difference.
posts
Statistical Modeling and Objective function
Why MSE quietly assumes Gaussian residuals, and what to reach for instead when your forecasting errors aren’t symmetric — a practical tour of loss functions ...
Understanding XGBoost: A Deep Dive into the Mathematics and From-Scratch Implementation
Deriving XGBoost from first principles — objective function, structural and weight regularization, exact greedy split-finding — plus a from-scratch Python im...
My Expert Forecasts Got Crushed by a Dumb Algorithm
I have to admit something humbling. After spending months building what I thought were good forecasting models (MAPE less than 15%), I ran a check against th...
Forecasting Accuracy Metrics
Note: This post is initially composed with deep research and finalized by me.
The Linear Gaussian State Model: Dynamic Systems
Note: This post is initially composed with deep research and finalized by me.