Monte Carlo Methods Walkthough
Monte Carlo estimates using antithetic sampling (w/ Julia)
Blog
I write these for anyone who wants to learn, also for my future wife and children, to show the beauty of curiosity.
Calibrating Volatility Smile Parameters
My attempt at using ATM implied vol slope to calibrate sigma, eta, and rho.
Backpropagation (My fav)
how neural networks actually learn by computing gradients through the chain rule.
Gradient Descent, The "Hello World" of ML
A Intro to gradient descent optimization applied to linear regression
My writeup for the checkm8 BootROM exploit
Deep Dive
Books that I recommend
Book recommendations