Daring to quantify the markets |

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Risk contribution in portfolio management

08/03/2023

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Causality: interest rates and fixed income assets

19/10/2022

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Optimization problems with non-continuous restrictions

15/06/2022

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TF-IDF: summarising news with python

02/03/2022

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Markov chain as market predictor

20/10/2021

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Automating cryptocurrencies investment

16/06/2021

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Does low volatility anomaly work in funds?

18/11/2020

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Variational autoencoder as a method of data augmentation

03/06/2020

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Dimensionality reduction method through autoencoders

11/12/2019

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Outliers detection with autoencoder, a neural network

10/07/2019

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Fixed income from interest rates’ point of view

27/02/2019

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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

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Cointegration in Economy: a long-term relationship

17/01/2018

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Portfolio risk control: risk parity vs. inverse volatility

19/10/2017

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K-Means in investment solutions: fact or fiction

19/04/2017

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Non-parametric estimation

01/02/2017

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Graph theory: connections in the market

01/12/2016

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Hierarchical clustering, using it to invest

22/06/2016

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Outliers: looking for a needle in a haystack

06/04/2016

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

13/01/2016

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Performance and correlated assets

05/06/2015

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Size effect anomaly

26/03/2015

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Cointegración: seguimiento sobre cruces cointegrados

28/10/2014

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Cointegración

27/06/2014

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Estimación no paramétrica

28/03/2014