Some notes on ML-Based Portfolio Management

How do we decide when to buy or sell a stock option? I’m trying to dedicate a blog post to the stuff I learned reading a few interesting papers about ML for portfolio hedging and optimization. Technical vs Fundamental analysis There are two different philosophies shared among the trader community 1. One is the Fundamental analysis that focuses on evaluating the intrinsic value of an asset based on underlying economic and financial factors....

Jan 4, 2025 · 18 min

Differentially Private finetuning for LLMs

I already explained DP ML in another post 1, so this blog post covers the question, how can we design a service that lets customers finetune Large Language Models in a privacy preserving way. With the rise of data privacy laws like GDPR, DSGVO and CCPA, companies face increased scrutiny on data handling practices. The demand for privacy-preserving AI models is growing, especially in highly regulated industries. Despite this demand, many businesses lack the in-house expertise to implement their own model fine-tuning....

Nov 4, 2024 · 7 min

Brief introduction to Differentially Private Machine Learning

In this post, I want to briefly introduce Differential Privacy to you, which, in my honest opinion, needs to get more attention in the software developer community. During my Master thesis, I evaluated the use of Differential Privacy for Federated Learning (I might explain Federated Learning in another post). The Theory Differential Privacy, originally $\epsilon$-Differential Privacy (DP)1, is a way to secure the privacy of individuals in a statistical database. A statistical database is a database, where only aggregation functions like “sum”, “average”, “count”, et cetera… can be executed....

Sep 14, 2020 · 8 min