archive
A growing collection of my notes on machine learning and mathematics.
Machine Learning:
- A note on Temporal Point Process, 2019.
- A Mathematical Explanatory Note on mainstream Machine Learning Methods (in Chinese), 2017.
- A Solution Manual (in Chinese) to Lihang’s text book (统计学习方法，第一版), 2017.
Mathematics:
- An explanatory note on Gaussian Process: Bayes Inference and Multivariate Gaussian Process, 2019.
- A lecture note on Linear Gaussian Markov Process and Its Applications in Finance, 2017.
- A lecture note on Stochastic Optimization and Its Applications in Finance, 2017.