BY DAY: quantitative risk manager @... Bank.
BY NIGHT: data scientist for fun, quant for passion & Linux user for love.
8 Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection? Jun 18 '15
4 Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software? Dec 19 '14
4 Expert System for Credit Scoring Jul 10 '15
3 Time series analysis on illiquid price data? Apr 27 '15
3 What is the price pressure? May 7 '14