541 reputation
314
bio website abremod.com
location Austin, TX
age 47
visits member for 2 years, 7 months
seen 5 hours ago

Operations Research Analyst


Jan
3
revised Optimization: Factor model versus asset-by-asset model
added [optimization] tag
Jan
2
revised how to choose top n assets?
technical change in the objective function to ensure efficient frontier points
Dec
28
revised how to choose top n assets?
added more details, explained the resoning
Dec
27
revised how to choose top n assets?
added 11 characters in body
Dec
10
revised default probability
formatting,
Dec
9
revised Market overview trading platforms (with OTC)
removed personal comment, spelling
Dec
7
revised Min VaR and Min TE as second order cone program
added more details to the mixed-integer formulation
Dec
5
revised Min VaR and Min TE as second order cone program
added more details
Dec
5
revised Min VaR and Min TE as second order cone program
added an example
Jan
30
revised What are the options for a mathematician to break into QF without working for a fund?
removed personal comment, grammar, formatting
Oct
12
revised Searching for pairs-trading in sub O(n^2 t) time
removed personal comment, language
Oct
5
revised Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
removed personal comment, spelling
Sep
20
revised Accounting for Withdrawals
removed personal comment, added tag
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
edited tags
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added more computation details
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added 9 characters in body
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added units (%) to answer
Sep
4
revised How to define the objective function for a custom optimization problem?
edited tags
Aug
27
revised What is the meaning of subadditivity in a risk measure?
fixed grammar
Aug
22
revised quantlib wiki description
added 550 characters in body