2,938 reputation
922
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years
seen 6 hours ago

Mathematician, 12 years in automotive, aerospace and defense industry, 9 years in financial markets.


Aug
17
revised Meta-view of different time-series similarity measures?
ICA
Aug
17
revised transaction size and liquidity in simulation of US stocks
added 176 characters in body
Aug
16
revised Meta-view of different time-series similarity measures?
Typos
Aug
15
answered Meta-view of different time-series similarity measures?
Aug
15
answered transaction size and liquidity in simulation of US stocks
Aug
8
answered How to normalize different instruments by volatility?
Aug
8
revised hardware wiki description
added 1141 characters in body
Aug
8
revised hardware wiki excerpt
added 222 characters in body
Aug
8
wiki created hardware description
Aug
8
wiki created hardware excerpt
Aug
8
suggested suggested edit on hardware tag wiki
Aug
8
suggested suggested edit on hardware tag wiki excerpt
Aug
8
revised How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation?
edited tags
Aug
8
revised What are some computational bottlenecks that quants face?
edited tags
Aug
8
revised What kind of specialized hardware is used in trading?
edited tags; edited tags
Aug
8
revised Limit order book size
edited tags
Aug
8
revised Reference request: Survey article on GPU in Finance
edited tags
Aug
8
revised What is “high frequency quoting” or “quote spam”?
added 503 characters in body
Aug
8
answered What is “high frequency quoting” or “quote spam”?
Aug
8
comment Reference request: Survey article on GPU in Finance
@chrisaycock sorry for the naming "hardware programming", but FPGA and GPU are very similar in the mind of a lot of people. And in fact they are not that different. DSP, GPU and FPGA are ways to delegate to hardware some of your computations; that is why I put a tag "hardware-programming". What is a better name for a tag to group questions about "is GPU better than FPGA?", "should I use GPU to accelerate my softs?", etc. We have a lot of questions like this here. Please choose a tag so that we could group them and write a "wiki" summary on it.