Reinforcement Learning for Orders Execution in Modern Quantitative Finance

This article presents a review, discussion and implementation of the paper Censored Exploration and the Dark Pool Problem by Kuzman Ganchev, Michael Kearns, Yuriy Nevmyvaka and Jennifer Wortman Vaughan from the Computer and Information Science department of the University of Pennsylvania. You can find it here.

It is quite long…


Principal Component Analysis on Sentence Embeddings

In this blog post, I will present how you can perform usual data analysis on complex data, such as sentence embeddings from transformers. The full notebook can be found here.

In the Actuarial Loss Competition on Kaggle, we have to predict insurance claim costs for workers injuries. We are given…


Half of a Yellow Sun by Chimamanda Ngozi Adichie

This is the fifth episode of a series of personal book reviews. …


How a prodigy of business ruined his multi-billion start-up and why the world’s top investors fell for his fantasies

This is the fourth episode of a series of personal book reviews. …


Running Your Data Preprocessing Pipeline End-to-End on GPU

This blog post intends to present the feature selection notebook I recently published in the ongoing Mechanisms of Action Kaggle competition.

Exploratory data analysis, and especially getting an idea of features importance, is a crucial step when confronted with a data science problem. …


Why You Should Stake Everything On LinkedIn Right Now

Disclaimer : This story is inspired by this excellent New York Times article.

The worldwide lockdowns have created a massive tsunami on workplaces : numerous unhealthy companies have received the final blow, other promising startups have seen profits skyrocket and are experiencing a historical boom.

Let’s try to look at…


Talking about death isn’t important. It’s a necessity.

This is the third episode of a series of personal book reviews. …


How well-targeted advertising can make your profits skyrocket

The main flaw of the baby entrepreneur, especially if he or she comes from a technical or technological background and is full of ideas but with little in-depth knowledge of business management, is to underestimate the phenomenal impact marketing can have on a very young company.

Coming myself from a…


A Book About Cruelty, Friendship, and Lonelihood

This is the second episode of a series of personal book reviews. …


How To Get High Performing Models In Competitions

If you recently got started on Kaggle, or if you are an old regular of the platform, you probably wonder how to easily improve the performance of your model. Here are some practical tips I’ve accumulated through my Kaggle journey. …

Louise Ferbach

Passionnate Kaggler & Book Reader.

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