Karol Piczak

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999 reputation

31022

bio	website	karol.piczak.com
	location	Warsaw, Poland
	age	26
visits	member for	2 years, 3 months
	seen	2 days ago
stats	profile views	208

One-liner: Mashup of Finance, IT/CS/AI/ML and other buzz words. Garnish with music composition and some sound design.

Educational background: Master of Finance, now pursuing a PhD in Computer Science (audio data analysis in recommender systems).

My online ID: karol.dvl.pl

summary answers questions tags badges favorites bounties reputation activity

15 Answers

votes activity newest

7	Keeping a track record honest
5	GJR-GARCH Model In R
5	Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
5	Library to solve optimization problems
5	FX Tick Data question

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999 Reputation

+10	Are public historical time series available for ratings of sovereign debt?
+25	Efficiently storing real-time intraday data in an application agnostic way
+10	GJR-GARCH Model In R
+5	Switching from C++ to R - limitations/applications

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3 Questions

votes activity newest

31	Switching from C++ to R - limitations/applications
30	Efficiently storing real-time intraday data in an application agnostic way
11	What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?

39 Tags

10 optimization × 3	7 trading-systems
10 data × 2	5 r × 2
10 programming × 2	5 time-series × 2
8 fixed-income × 2	5 credit-ratings
7 returns × 2	5 fx

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51 Accounts

	Server Fault	1,268 rep	1711
	Quantitative Finance	999 rep	31022
	IT Security	435 rep	1413
	Stack Overflow	382 rep	1317
	Super User	353 rep	239

27 Badges

recent class name

Favorite Question × 2	Notable Question × 2
Famous Question	Citizen Patrol
Yearling × 2	Electorate
Popular Question × 3	Tag Editor
Good Question × 2	Analytical

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974 Votes Cast

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