Daring to quantify the markets |

Risk Management

Risk contribution in portfolio management

08/03/2023

All

Causality: interest rates and fixed income assets

19/10/2022

Asset Management

Optimization problems with non-continuous restrictions

15/06/2022

Artificial Intelligence

TF-IDF: summarising news with python

02/03/2022

Asset Management

Markov chain as market predictor

20/10/2021

Asset Management

Automating cryptocurrencies investment

16/06/2021

Asset Management

Does low volatility anomaly work in funds?

18/11/2020

Artificial Intelligence

Variational autoencoder as a method of data augmentation

03/06/2020

Machine Learning

Dimensionality reduction method through autoencoders

11/12/2019

Machine Learning

Outliers detection with autoencoder, a neural network

10/07/2019

Artificial Intelligence

Fixed income from interest rates’ point of view

27/02/2019

Asset Management

Erratic correlation: an illustration through Chord diagrams

03/10/2018

Artificial Intelligence

Isolation forest: the art of cutting off from the world

04/04/2018

All

Cointegration in Economy: a long-term relationship

17/01/2018

All

Portfolio risk control: risk parity vs. inverse volatility

19/10/2017

Asset Management

K-Means in investment solutions: fact or fiction

19/04/2017

Artificial Intelligence

Non-parametric estimation

01/02/2017

Artificial Intelligence

Graph theory: connections in the market

01/12/2016

All

Hierarchical clustering, using it to invest

22/06/2016

All

Outliers: looking for a needle in a haystack

06/04/2016

All

Could the Stochastic Oscillator be a good way to earn money?

13/01/2016

Asset Management

Performance and correlated assets

05/06/2015

All

Size effect anomaly

26/03/2015

Risk Management

Cointegración: seguimiento sobre cruces cointegrados

28/10/2014

Risk Management

Cointegración

27/06/2014

Asset Management

Estimación no paramétrica

28/03/2014