Author Archives: Roc Reguant
Time at Risk
Time at Risk == Value at Risk (if we replace value by time) E.g. An insurance company’s 90% TaR is 3 year for liquidity risk – That means that for 3 years the insurer under the current financial structure would be 90% safe Time at Risk (TaR for short): is the maximum period of time […]
Calibration for deep learning models
Wikipedia’s definition for calibration is calibration is the comparison of measurement values delivered by a device under test with those of a calibration standard of known accuracy. Put in a context that means that the distribution of predicted probabilities is similar to the distribution observed probabilities in training data. If we rephrase it again means […]
Worth mentioning II: PhD survival guide, ergodicity, death after 75, content marketing, and email marketing
This is the continuation of the worth mentioning experiment where I shared links that I deemed important to be kept for future references. A graduate school survival guide: “So long, and thanks for the Ph.D!: On this essay Ronald Azuma states the path to a successful PhD defense. He states a few things that may […]
Europe can do better and you know it
Europe for many centuries has been the center of the world. The cradle of the current civilization and the spark that ignited the fire of industrialization. We got into a position where we got comfortable. Across many centuries European countries colonized the world leaving a huge mark still noticeable nowadays. But we got complacent. Luckily […]
Tired of self empowerment
We are living in a hyperventilated society. Entrepreneurs, makers, all of us. There was a time where truly big people were defined by their achievements in life, the accumulated experiences. Now, this has changed. It does not really matter anymore. Your current projection is what matters. What are you doing? Where are you going? Don’t […]
Book summary: How Asia works by Joe Studwell
Many years ago (around 7) I read poor economics. It was a book about developing nations and what challenges they are facing. I even did a review in Spanish. This is a topic that aligns with my quest for a better world. Joe Studwell, in the book How Asia works, analyzes different Asian countries. He […]
10 Interesting Conversation Starters from Vanessa Van Edwards
Ten questions: 1) What is one thing that you have always wanted to try but never have? Why haven’t you done it yet? 2) What has been the highlight of your year so far? 3) What book or movie character do you most relate to? 4) What is your biggest regret? 5) What do you […]
We got the trolley dilemma wrong
The trolley dilemma or trolley problem is a thought experiment in ethics. The problem states that we have a trolley on railway tracks going directly towards five people. They are tight to the tracks and therefore cannot move. The trolley is also unstoppable. You are standing next to a lever with a full picture of […]
How to add ROC AUC as a metric in tensorflow/keras
The way to add the ROC AUC as a metric on your tensorflow/keras project is to copy this function that computes the ROC AUC and use the function name in the model. To use the function in the model. We first need to compile with the function (not a string) as shown next model.compile(optimizer = […]