1,237 reputation
41230
bio website karol.piczak.com
location Warsaw, Poland
age 27
visits member for 3 years, 9 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


Jun
6
reviewed Excellent Is vega of Black-Scholes European type option always positive?
Jun
6
reviewed Needs Improvement How to download risk free rate?
Jun
6
reviewed Satisfactory Non-arbitrage theory and existence of a risk premium
Jun
6
reviewed Needs Improvement Testing Significance of Correlation
Jun
6
reviewed Satisfactory What is the difference between convertible bond and bond with warrant?
Jun
6
reviewed Satisfactory Analyze raw tick data
Jun
6
reviewed Satisfactory In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Jun
6
reviewed Needs Improvement Bond curve extrapolation
Jun
5
awarded  Custodian
Jun
5
reviewed Reviewed Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
Jun
5
awarded  Custodian
Jun
5
reviewed Reviewed Risk prediction based on financial statements
Jun
5
reviewed Reviewed Papers about risk managment in algorithmic trading systems?
Jun
5
revised Risk prediction based on financial statements
Seems that I don't remember the mention syntax anymore.
Jun
5
answered Risk prediction based on financial statements
May
30
comment What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Thank you for your input and welcome to QF.SE.
May
23
comment How is the dividend payment calculated when an asset is disposed on the ex date?
I doubt this question fits the Quant.SE format. I suppose Money.SE would be a better place.
Mar
27
awarded  Favorite Question
Feb
27
awarded  Famous Question
Jan
31
awarded  Yearling