Daring to quantify the markets |

Artificial Intelligence

Synthetic prices… and burgers

31/10/2018

Artificial Intelligence

Improving data diversity. Synthetic Financial Time Series Generator

09/05/2018

All

Copulas: an alternative in risk measurement

15/11/2017

All

The Kalman filter

04/10/2017

Risk Management

Lévy Flights. Foraging in a finance blog. Part II

06/04/2017

All

Lévy flights. Foraging in a finance blog

16/11/2016

All

Markov switching regimes say… bear or bullish?

09/06/2016

All

“Let’s make a deal”: from TV shows to identifying trends

17/03/2016

Artificial Intelligence

Sir Bayes: all but not naïve!

21/10/2015

All

Confusion matrix & MCC statistic

24/06/2015

Asset Management

Una aproximación risk parity

17/10/2014

Risk Management

Cópulas: una alternativa en la medición de riesgos

30/05/2014

Asset Management

El filtro de Kalman

28/03/2014