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A Simple Derivation of the Black-Scholes Option Pricing Formula
Black-Scholes
Option-Pricing
Derivation
Statistics
A straightforward derivation of the famous option pricing formula using only basic probability and statistics. No stochastic calculus required!
Converting Between Fat-Tailed Distributions
Statistics
Fat-Tailed
Modeling
Distribution-Fitting
A set of rules of thumb that I’ve fit to convert between the most popular fat-tailed distributions.
Injected Approval: A Low Effort Local LLM Jailbreak
Large-Language-Models
Jailbreaking
Cybersecurity
A quick look into into one of the simplest attacks on LLM safety mitigations, revealing large gaps in current approaches from major tech companies.
Modeling Stock Market Corrections Over 150 Years
Data-Analysis
Data-Exploration
Fat-Tailed
Stochastic-Modeling
Modeling
Investing
How fast does the stock market correct back to long-term trends? Let’s fit a fat-tailed, skewed stochastic model to find out.
Leaderboard of Open LLMs Ranked by LLM Judges
Machine-Learning
Large-Language-Models
Leaderboard
Evaluation
An evaluation of recent consumer-grade open LLMs based on ratings generated through an LLM-as-a-judge framework.
How to Run LLMs Larger than RAM
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Machine-Learning
Large-Language-Models
Linux
A short experiment on running larger LLMs on low-end consumer hardware, with comments on performance trade-offs and practicality.