normix
JAX package for normal variance mixture distributions (generalized hyperbolic and relatives), with fitting and risk measures.
JAX · probability
Xiang Shi.
Hi, I'm Xiang. I used to be a math PhD student trying to figure out why financial returns refuse to be Gaussian. These days I build risk models at a hedge fund and write code for fun.
This is where I keep my open-source code, math notes, and the occasional essay.
Selected projects
All projects →Mathematical notes
Notes on fat tails, information geometry, and distribution theory.
Notes · mathematics
Latest writing
All writing →Harari’s Imagined Imagined Communities
A critique of Harari’s account of shared stories and large-scale cooperation.
Common Arguments About the AI Bubble
Five common AI bubble arguments, from valuations to workplace productivity.
Supervised Learning, RLHF, and DeepSeek R1
A math-class analogy for how three training approaches score an LLM’s answers.
Get in touch
Find my code on GitHub and my posts on X.