This page is an assortment of interesting links and ressources I collect over time. Links to the major topics:
- Software Development
- Machine Learning and Statistics
- Natural Language Processing and LLMs
- Deep Learning
- Finance and Monetary System
- Virtual Reality
- Various
Software Development
keywords: functional programming, finance
comment: Talk by Jane Street (quant trading and market making) about why they use OCaml.
info: youtube | 2016-03-31
keywords: rust
comment: Blog post on working with rust. But the whole blog is briliant, also check out the other artices.
info: blog | 2021-10-26
CS 253 Web Security | Stanford
keywords: web security, http
comment: Playlist for a full Stanford lecture on web security.
info: youtube | 2019-10-06
CIS 194 Introductio to Haskell | Upenn
keywords: functional programming
comment: Lecture on Haskell and functional programming in general.
info: youtube | 2013-01-14
Zig and Rust | Alex Kladov
keywords: rust, zig, programming languages
comment: This post compares Rust and Zig, which are quite popular at the moment, in terms of design and tooling. But this blog has in general many insightful articles.
info: blog | 2023-03-26
Mediocre Engineer’s guide to HTTPS | Devon Peroutky
keywords: http, web development
comment: Provides some nice visualizations on the http lifecycle
info: blog
Machine Learning and Statistics
Statistical Rethinking (Bayesian Statistics) | Richard McElreath
keywords: bayesian statistics, statistical inference, scientific research
comment: Starts from the very principles and explains how we can reason about the world coming from a Bayesian point of view. Basically any content by Richard McElreath is of insanely high quality. Check out the Book “Statistical Rethinking” and accompanying code.
info: youtube | 2023-01-02
Science as Amateur Software Development | Richard McElreath
keywords: bayesian statistics, statistical inference, scientific research
comment: Talk by Richard McElreath (highly recommended content in general) about the importance of software development in science.
info: youtube | 2023-09-14
keywords: time series analysis, machine learning, feature transformation
comment: Python library to compute matrix profile. Represent time series as nearest neighbor distance of a sliding window. Can be used to represent a time series and identify outliers.
info: docs
Natural Language Processing and LLMs
keywords: natural language processing, large language model, evaluation
comment: Goes into detail how to set up a python app to perform retrieval augmented generation (RAG) over complex PDFs.
info: youtube | 2023-12-07
Interactive LLM Visualization in Browser | Brendan Bycroft
keywords: natural language processing, large language model, evaluation
comment: Insanely cool visualization of the dimensions of the matrices in a transformer model. Together with the tutorial videos by Karpathy really helps to create a good intution for the structure of LLMs.
info: web app
Transformer Slide Deck | Lucas Beyer (Google Deepmind)
keywords: natural language processing, large language model
comment: Nice slide deck on the transformer logic.
info: powerpoint
keywords: large language model, retrieval augmented generation
comment: Helps to visualize different approaches for chunking that is relevant when building RAG apps.
info: web app
BERTopic | Maarten Grootendorst
keywords: large language model, topic modeling, clustering
comment: Topic mining library based on BERT and c-TF-IDF. Haven't used it myself but looks very promising.
info: library
Deep Learning
keywords: diffusion models, midjourney, dalle
comment: Introduction to diffusion models with a decent chunk of visualizations and sources.
info: blog | 2023-07-20
Linear Diffusion: Building a Diffusion Model from linear Components
keywords: diffusion models, midjourney, dalle
comment: Explains the principles of a diffusion model and applies it to a linear approach to generate MNIST digits.
info: blog | 2023-04-23
How diffusion models work: the math from scratch | Sergios Karagiannakos, Nikolas Adaloglou
keywords: diffusion models, math
comment: Walkthrough of math in diffusion models.
info: blog | 2022-09-29
Defusing Diffusion Models | Paweł A. Pierzchlewicz
keywords: diffusion models, math
comment: Introduction to diffusion model maths with very nice visualizations.
info: blog | 2023-02-14
The Annotated Diffusion Model | Niels Rogge, Kashif Rasul
keywords: diffusion models, pytorch, python
comment: Tutorial for diffusion models with extensive code samples in pytorch
info: blog | 2022-06-07
Finance and Monetary System
Zur Sinnhaftigkeit von Schuldenbremsen und Fiskalregeln | Lars Feld (IFO Institute)
keywords: debt management, interest rates, debt brake, fiscal deficits
comment: This talk lays out the basic arguments for fiscal rules in general and specifically the debt brake in Germany. Since the topic is so frequently in media and talk shows, it is quite interesting to have the pro side of this debate laid out compactly. Aspect I would have liked a few words about: Focus on nominal debt vs interest expenses against background of recent low interest environment.
info: youtube | 2023-11-20
Money still matters for monetary policy presentation by Isabel Schnabel (ECB) | Isabel Schnabel (ECB)
keywords: inflation, money supply, macroeconomics, monetary policy
comment: After the recent decade of low inflation and nominal interest rates before covid, I thought it was quite interesting to read the view by the ECB on the inflation surge. Especially since it was argued in different outlets (talk shows, news papers, agencies) that the inflation was primarily a supply side shock, this analysis from the ECB seems quite balanced and acknowledges the potential inflationary pressure, depending on the regime a sovereign state is in.
info: blog | 2023-09-25
Dirk Ehnts über Staatsschulden & die Modern Monetary Theory | Jung & Naiv
keywords: monetary policy, government deficit, modern monetary theory
comment: Dirk Ehnts is an advocate of modern monetary policy (MMT). In most cases I personally disagree with the assessments from advocates of the MMT school. However, I still find it interesting and valuable to follow the discussion and then come up with arguments as to why I disagree and would not recommend to follow the policy implications. Certainly the polar opposite to the lecture by Lars Feld.
info: youtube | 2023-11-29
Code based illustration of the Silicon Valley Bank Failure | Ashwin Rao
keywords: bank failure, leverage, bond risk
comment: Interactive and code based explanation of the Silicon Valley Bank failure.
info: python google colab notebook
Modern Monetary Theory – An Overview
keywords: monetary policy, government deficit, modern monetary theory
comment: Report from the German Bundestag that lays our major points of criticism regarding the practical application of Modern Monetary Theory.
info: report | 2023-01-27 00:00:00
Virtual Reality
Lecture on virtual or digitized Humans at MPI Tübingen
keywords: virtual reality, machine learning
comment: Since I am a big fan of virtual reality, the concepts of trying to digitize humans is very interesting to me.
info: youtube | 2023-10-19
Various
keywords: cognitive biases
comment: Popular blog dedicated to learning about cognitive biases and improving rational reasoning.
info: blog