8,212 reputation
2367
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 2 months
seen 1 hour ago

The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


6h
revised Hidden Markov Models methods for selecting optimal number of states
edited body
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited title
Mar
28
revised Random matrix theory (RMT) in finance
deleted 32 characters in body
Mar
9
revised An alternative to the Gaussian distribution to describe/fit market stock returns
added 9 characters in body
Mar
7
revised Wiener process proof
deleted 1 characters in body; edited title
Mar
6
revised An alternative to the Gaussian distribution to describe/fit market stock returns
deleted 2 characters in body; edited title
Mar
4
revised Algorithmical replication of a profit and loss function using different options
deleted 26 characters in body
Mar
4
revised Algorithmical replication of a profit and loss function using different options
edited title
Feb
26
revised What return equation is Engle referring to in his Nobel lecture?
edited title
Feb
16
revised Is it possible to understand financial theory without mathematics?
added 901 characters in body
Jan
27
revised How to remove outliers in financial times series?
added 280 characters in body
Dec
11
revised Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
added 98 characters in body
Dec
11
revised Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Clarification
Dec
2
revised What does it mean by “labor taxes cut is self-financed”?
added 11 characters in body
Sep
8
revised Deutsche Börse sample Level 2 data, how to view in Windows?
edited title
Jul
30
revised Does Fama French Three Factor Model Work out of Sample (after 1993)?
added 40 characters in body
Jul
12
revised Tools/R code for predicting Dragon-Kings
added 5 characters in body; edited title
Jul
4
revised Estimating investor's utility from the trades data
deleted 10 characters in body
Jul
4
revised Bracket-Notation in SDEs
added 9 characters in body
Jun
25
revised Indicators and research for stress-based investment strategies
edited title