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Optimising Query Transformations for Retrieval: A Negative Result
January 09, 2026
Could some form of derivative-free optimisation help with transforming retrieval queries for better RAG?
Polymarket Balance/Allowance Error: A Fractional Shares Problem?
October 07, 2025
An issue I ran into and some findings. Still not fully sure.
Integrating Pydantic AI with Streamlit: Async Challenges and Fragment Optimisations
September 07, 2025
Trying to use Streamlit's nice chat UI with Pydantic AI
Pydantic AI Output Validators: Runtime Validation with Dependencies
July 15, 2025
Using Pydantic AI's output validators for runtime validation that depends on context, with automatic retry handling when validation fails.
Stock Embeddings - Learning Distributed Representations for Financial Assets
April 08, 2025
Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in finance. While recent machine learning research often focuses on price forecasting, modeling asset correlations has lagged. Inspired by successes in natural language processing (NLP), we propose a neural model for training *stock embeddings*. This model uses historical returns data to learn nuanced relationships between financial assets. We describe our approach, discuss its potential applications, and present evaluation results demonstrating its utility in real-world financial analytics tasks compared to benchmarks.
LSTM Networks | A Detailed Explanation
October 21, 2020
A Comprehensive Introduction to LSTMs. >100k views on Medium. Migrating to here after Toward Data Science moved away from Medium.