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Where to start

A few hand-picked reading paths grouped by what you might want to learn. Pick the one closest to your goal and follow the sequence — each step links to a chapter, and each path also points to its full category if you want to dig further.

Building LLM agents

From calling the LLM to running it as part of a long-running system — how generation works, how to prompt it, where it silently fails, how to compose it into an agent, what the runtime around it needs to provide, and the rest of what production keeps demanding.

  1. 01 How LLM Generation Works: Transformer, Sampling, Tokens, Batching, and Validation
  2. 02 Prompt Engineering
  3. 03 The Physics of Hallucination
  4. 04 LLM Agent Architectures
  5. 05 The Missing Now: Temporal Grounding in LLM Agents

Fine-tuning LLMs

Start with the transformer/logit machinery, then follow the post-training path: when a weight delta is worth writing, which objective should create it, and which modern fine-tuning knobs matter once the stage is chosen.

  1. 01 How LLM Generation Works: Transformer, Sampling, Tokens, Batching, and Validation
  2. 02 Fine-Tuning LLMs: When the Weight Delta Is Worth It
  3. 03 Fine-Tuning LLMs: Post-Training Is a Pipeline, Not a Step
  4. 04 Fine-Tuning LLMs: Modern Post-Training Deep Dive

Classical time-series forecasting

From the file format the data lives in through ARIMA, SARIMA, and the rest of the classical-statistics toolkit — the no-neural-networks route to time-series forecasting.

  1. 01 Data Storage Formats
  2. 02 Time Series Data: Univariate, Multivariate, Panel, and Exogenous Variables
  3. 03 Time Series Preprocessing: Interpolation, Bucketing, Time Zones, and Missing Intervals
  4. 04 Classical Statistical Forecasting: ARIMA, SARIMA, and SARIMAX

Deep learning for time-series forecasting

The deep-learning route to a time-series forecaster — from how the data is stored and shaped through the neural architectures (recurrent, convolutional, hybrid, and what comes next), the training recipes that make them converge, and the post-training lifecycle that keeps them useful in production.

  1. 01 Data Storage Formats
  2. 02 Time Series Data: Univariate, Multivariate, Panel, and Exogenous Variables
  3. 03 Time Series Preprocessing: Interpolation, Bucketing, Time Zones, and Missing Intervals
  4. 04 Deep Learning Architectures for Time Series
  5. 05 RNN and LSTM for Time-Series Forecasting
  6. 06 TCN: Causal and Dilated Convolutions for Time Series Forecasting
  7. 07 Playing with a Hybrid Architecture for Forecasting
  8. 08 Practical Training Recipes for Deep Learning Time Series
  9. 09 Interpretability and Production Maintenance for Deep Learning Time Series

Detecting anomalies in time series

Spotting outliers and shifts in time-series data — from the file formats and the data shapes through preprocessing to the statistical baselines that flag what doesn't belong, and the deeper detection methods that build on them.

  1. 01 Data Storage Formats
  2. 02 Time Series Data: Univariate, Multivariate, Panel, and Exogenous Variables
  3. 03 Time Series Preprocessing: Interpolation, Bucketing, Time Zones, and Missing Intervals
  4. 04 Anomaly Detection: Statistical Baselines

Econometrics

Why a plain regression of outcome on treatment usually returns the wrong number, and the toolkit for fixing it — instrumental variables, regression discontinuity, fixed effects, control functions, and causal ML — built up around pricing, the worked example where every method earns its place.

  1. 01 Endogeneity
  2. 02 Instrumental Variables (2SLS)
  3. 03 Regression Discontinuity
  4. 04 Control Function Approach
  5. 05 Panel Data (Fixed Effects)
  6. 06 Causal ML Beyond Econometrics
  7. 07 Pricing and Elasticity