Sports Analytics Weekly by kubeia.io - 23/2023
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👁️ Computer Vision
YOLOv8 TensorRT C++ Implementation
github.com
This project demonstrates how to use the TensorRT C++ API to run GPU inference for YoloV8.
💰 Quantitative Finance
In-Sample vs. Out-Of-Sample Analysis of Trading Strategies
quantpedia.com
So, is there any “edge” in purely academic-developed trading strategies and investment approaches after publishing, or will they perish shortly after becoming public? After some time, we are about to revisit our own concept and test the out-of-sample decay. But this time, we have hard data – our regularly updated database of replicated quant strategies.
🤖 Machine Learning
AlphaDev discovers faster sorting algorithms
deepmind.com
In our paper published today in Nature, we introduce AlphaDev, an artificial intelligence (AI) system that uses reinforcement learning to discover enhanced computer science algorithms – surpassing those honed by scientists and engineers over decades. See also https://twitter.com/DrJimFan/status/1666487234445586432
Andrew Ng and Chris Manning Discuss Natural Language Processing
youtube.com
Recently, Andrew Ng sat down with Professor Christopher Manning to chat about his journey from studying linguistics to becoming a leading NLP computer scientist. They discuss the past, present, and potential future of computational linguistics.
Quickie: Avoid the ‘Dummy Variable Trap’
medium.com - Mohammed R. Osman
‘Dummy Variable Trap’ is when you use ‘one-hot’ encoding to handle a categorical variable and introduce multicollinearity. Solution: choose one category as the reference and drop it from the DataFrame.
💻 Hardware
10~17x faster than what? A performance analysis of Intel's x86-simd-sort (AVX-512)
github.com - Lukas Bergdoll
Benchmarking is tricky. If you are using x86-simd-sort, you can get better overall performance and avoid catastrophic scaling for certain input patterns by using vqsort + Clang. In addition it is shown that hardware specific manual vectorization with wide AVX-512 SIMD is not the only way to write efficient software. ipnsort demonstrates comparable performance to x86-simd-sort while being generic, optimized for more than only peak performance and only using up to SSE2 instructions.
🕰️ Blast From the Past
Answer to What are the investment strategies of James Simons/Renaissance Technologies?
quora.com
I have known Jim Simons, Bob Mercer and Peter Brown since 1965, 1974, and 1979, respectively. Renaissance has also hired senior researchers who had formerly worked for me for years. None of these people has ever told me anything about Renaissance's investment strategies. My observations below have been obtained entirely from publicly available records.