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Check out how I automate my investments in the stock market: heynorsa.com

available in TR, US version coming soon

about me

Hi! I'm Umit, I work at Amazon, building optimization & time-series forecasting models for the supply chain. I advise an angel investor on tech matters as a side gig.

Currently working on: Democratizing algotrading, embeddings in time-series forecasting

Learning: Quant fin math, Common Lisp, CUDA
 

contact

blog

Exploring dimly lit areas of modeling & of building software, tutorials wish I've had, sometimes opinions on why things are like this.

Work in progress

Other writings:
Steuben & US Army (2018): How Baron von Steuben trained the US Army in its formation, how this legacy was carried on to the War of 1812 and beyond

projects

HiFor: Get hierarchically coherent forecasts without teams bottlenecking each other. SOTA performance vs. alternatives in demand forecasting. [Supported by Amazon Capstone Program]

reddit-detective: Explore reddit via a social network graph, uncover secret influencers, how ideas travel, and many more

Jomini: Simulate historical battles with Lanchester Equations, find out how Byzantines could have won in 1453

More on my GitHub

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