1,237 reputation
41230
bio website karol.piczak.com
location Warsaw, Poland
age 27
visits member for 3 years, 8 months
seen Oct 6 at 21:47

One-liner: Finance/data tinkerer by day, hobbyist composer by night. Academically interested in AI/ML and machine perception (currently working on a PhD in sound classification with machine audition techniques).


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

Professional interests:

  • Quantitative finance
  • Financial markets

Academic interests:

  • Machine perception, audio data analysis, music recommender systems, MIR, signal processing and identification, audio mining
  • Artificial intelligence, machine learning, data mining, statistical analysis

Personal interests:

  • Music composition and sound design
  • Foreign languages
  • Fantasy books

My business card: karol.piczak.com

My web presence: karol.dvl.pl


Sep
30
awarded  Explainer
Aug
9
awarded  Famous Question
Jun
16
reviewed Close Which more topic should be covered in my undergraduate program?
Jun
2
awarded  Taxonomist
Feb
10
reviewed Leave Closed a good book on option pricing from theoretical and practical aspect
Feb
10
reviewed Reviewed Is the price of European put option monotone in volatility if we replace BM in Black-Scholes with a general Levy process?
Feb
10
reviewed Reviewed Exercising an American call option early
Feb
10
revised Exercising an American call option early
Value formatting, typo
Feb
10
reviewed No Action Needed Market overview trading platforms (with OTC)
Feb
10
reviewed Reviewed Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
Feb
10
comment Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
It is advisable that you also quote the relevant part instead of simply referring to an external link. External references are not permanent and have a tendency to become unreachable as time passes.
Jan
31
awarded  Yearling
Jun
25
reviewed No Action Needed Dual curves and short rate calibration
Jun
25
reviewed No Action Needed How to calculate unsystematic risk?
Jun
24
comment Pricing Assets in the S&P Dynamic Asset Exchange
Are you talking about returns or price levels? Your question and comment differ in that regard. And no, I had another procedure in mind - just try to adjust the variable through multiplying by a scaling factor. E.g. $$P_{t_0}=25 \wedge P_{t_{+1}} = 30 \Rightarrow P_{t_0}^*=100 \wedge P_{t_{+1}}^* = {100\over25} \times30=120$$ At least that's what I think they meant by normalizing.
Jun
23
answered Pricing Assets in the S&P Dynamic Asset Exchange
Jun
23
reviewed No Action Needed Pricing Assets in the S&P Dynamic Asset Exchange
Jun
23
reviewed No Action Needed Usage of Bollinger bands
Jun
23
reviewed No Action Needed R Outputs from Johansen test. Linear combination still not stationary?
Jun
23
reviewed No Action Needed Why use swap-rates in a yield curve?