Daring to quantify the markets |

Machine Learning

Outliers detection with autoencoder, a neural network

10/07/2019

Machine Learning

Generating Financial Series with Generative Adversarial Networks Part 2

24/06/2019

All

How to create calendars (in finance)

22/05/2019

Machine Learning

Learning to Rank with TensorFlow

10/04/2019

Artificial Intelligence

Ranking Quality

13/03/2019

Python

Group Funds with the Sun

05/12/2018

All

Deep Reinforcement Trading

28/11/2018

Risk Management

Estimating the probability of something that never happened

21/11/2018

All

Volcano escape with Gradient Descent

07/11/2018

All

Scaling/ normalisation/ standardisation: a pervasive question

18/10/2018

Asset Management

Erratic correlation: an illustration through Chord diagrams

03/10/2018

All

Value at Risk or Expected Shortfall

26/09/2018

All

Practical TDD and numerical precision

20/09/2018

Artificial Intelligence

Evening class imbalance before the war

12/09/2018

Python

Backtesting algorithms… with Python!

06/09/2018

All

Hierarchical Risk Parity

11/07/2018

All

Bootstrapping time series data

28/06/2018

Python

Python performance: a comparison

18/04/2018

Artificial Intelligence

Isolation forest: the art of cutting off from the world

04/04/2018

Python

Demystifying the Hurst exponent

14/03/2018

Asset Management

The Kelly criterion

14/02/2018

Python

When distance is the issue

24/01/2018

Artificial Intelligence

Forecasting S&P 500 using Machine Learning

20/12/2017

Python

Hierarchical clustering of Exchange-Traded Funds

13/12/2017

Python

Risk Parity in Python

08/11/2017

All

World connections using financial indexes

11/10/2017

Python

Calculate monthly returns…with Pandas

27/09/2017

Asset Management

How to… use bootstrapping in portfolio management

29/03/2017

All

Learning with kernels: an introductory approach

28/09/2016

All

Euro Stoxx Strategy with Machine Learning

15/07/2016

All

Autoregressive model in S&P 500 and Euro Stoxx 50

31/03/2016

All

Prices convolution, a practical approach

17/06/2015