Murat Koptur Data Science Blog & Projects

Applying Optimal Control to Fishing

How can we control dynamical systems?

Under the hood: Expectation Maximization (EM)

How to estimate parameters if our data contains missing values or variables?

Under the hood: Maximum Likelihood Estimation (MLE)

Understand the working mechanism of one of the most used statistical methods.

Build Diversified Portfolio with Machine Learning: Clustering method for stock selection

How to create diversified portfolio using clustering.

Time Series Classification with Random Forests

How to classify time series.

Uncertainty Quantification with Polynomial Chaos

How to perform uncertainty quantification using polynomial chaos expansion.

Unsupervised Anomaly Detection with One-Class SVM

How to identify anomalies with One-Class SVM.

Nonlinear System Identification with NARMAX

How to identify a dynamical system from measurements.

Why ML models fail in production: Model Drift

How to detect whether your data changed or not.

Don’t Try to Forecast Everything: Predictability of Time Series

We’ll look at a few handy tools that give more information about our time series.

Don’t impute all missing data: Missing Data Patterns

How to handle the data with missing values?

Stock Return and Fundamental Clustering & Portfolio Selection

Better portfolio management & optimization with machine learning / clustering

Modelling the probability of earthquakes (M >= 5.0) in North Anatolian Fault Zone

Modelling distribution of days between two earthquakes occurred successively.