k-Anonymity 
k-anonymity is a property possessed by certain anonymized data. The concept of k-anonymity was first formulated by Latanya Sweeney in a paper published in 2002 as an attempt to solve the problem: “Given person-specific field-structured data, produce a release of the data with scientific guarantees that the individuals who are the subjects of the data cannot be re-identified while the data remain practically useful.” A release of data is said to have the k-anonymity property if the information for each person contained in the release cannot be distinguished from at least k-1 individuals whose information also appear in the release. …
Ehlers’s Autocorrelation Periodogram
The point of the Ehlers Autocorrelation Periodogram is to dynamically set a period between a minimum and a maximum period length. While I leave the exact explanation of the mechanic to Dr. Ehlers’s book, for all practical intents and purposes, in my opinion, the punchline of this method is to attempt to remove a massive source of overfitting from trading system creation-namely specifying a lookback period. …
Probabilistic Programming Language (PPL)
A probabilistic programming language (PPL) is a programming language designed to describe probabilistic models and then perform inference in those models. PPLs are closely related to graphical models and Bayesian networks, but are more expressive and flexible. Probabilistic programming represents an attempt to ‘ general purpose programming with probabilistic modeling.’ Probabilistic reasoning is a foundational technology of machine learning. It is used by companies such as Google, Amazon.com and Microsoft. Probabilistic reasoning has been used for predicting stock prices, recommending movies, diagnosing computers, detecting cyber intrusions and image detection. PPLs often extend from a basic language. The choice of underlying basic language depends on the similarity of the model to the basic language’s ontology, as well as commercial considerations and personal preference. For instance, Dimple and Chimple are based on Java, Infer.NET is based on .NET framework, while PRISM extends from Prolog. However, some PPLs such as WinBUGS and Stan offer a self-contained language, with no obvious origin in another language. Several PPLs are in active development, including some in beta test. …
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