1,140 reputation
415
bio website
location Paris
age
visits member for 2 years, 4 months
seen Mar 24 at 22:33
stats profile views 111

Mar
18
comment Discrete-time model: stock dynamics
Can you tell us what you intend to do with model? Relevent answers might depend on that.
Mar
18
comment Discrete-time model: stock dynamics
I really don't see the point of downgrading an answer without explaining why. Especialy when there is only one answer and no comment on it yet.
Feb
18
comment How useful is the genetic algorithm for financial market forecasting?
@Graviton: It is also what we (humans) do when we backtest
Feb
15
awarded  Critic
Feb
13
revised System Development / Optimization
added 1 characters in body
Feb
13
comment Statistical learning libraries
Looks like exactly what I was looking for. Thanks
Feb
13
answered System Development / Optimization
Feb
11
awarded  Commentator
Feb
11
comment Comparing Returns on a Sector Basis
Well the portofolio allocation have to be those of the start of the period on which returns have been calculated. @phlsmk I'm also missing something here.
Feb
11
awarded  Editor
Feb
11
revised Statistical learning libraries
edited body
Feb
11
comment Statistical learning libraries
Ok, then i'll have to learn programming in R.
Feb
11
comment Statistical learning libraries
Thanks @Shane for the great answer. Isn't R much slower than C/C++?
Feb
11
asked Statistical learning libraries
Feb
8
comment What are the ensemble techniques to forecast returns?
Should I edit the question to make it about consensus forecast?
Feb
8
comment What are the ensemble techniques to forecast returns?
Thanks for the clarification.
Feb
8
asked What are the ensemble techniques to forecast returns?
Feb
7
awarded  Beta
Feb
7
awarded  Nice Question
Feb
7
accepted What are the popular methodologies to minimize data snooping?