
My personal Substack
| Platform | Pricing | Only free issues | Publishes | Daily | |
|---|---|---|---|---|---|
| Issues | 32 | Subscribers | Read | agussudjianto.substack.com |
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Every econometrics textbook teaches you that cointegrated series share a fixed long-run equilibrium. The yield curve is the canonical example: the 10-year Treasury and the 3-month T-bill are individually non-stationary, but their spread is ...
Full technical details, experimental results across all 14 tasks, and robustness analyses are available in the accompanying paper: SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6286338
Every data scientist knows PCA. You feed it a covariance matrix, get back principal components and gain a clean low-dimensional picture of how your variables move together. It’s elegant, interpretable and widely used.
## The Series So Far
The writers behind this newsletter.
Retired EVP of MRM at Wells Fargo, senior executive at Lloyds Banking and Bank of America, and Engineering Manager at Ford. Creator of PiML and MoDeVa. SVP at H2O.ai, focusing on GenAI testing, and a McKinsey Senior Advisor consulting globally.
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