1,227 reputation
41229
bio website karol.piczak.com
location Warsaw, Poland
age 27
visits member for 3 years, 7 months
seen Sep 1 at 9:15

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


May
31
revised Question about equations and risk factors.
reformatted equation, dropped signature
May
21
revised Modified Durations of Different Noncallable Bonds and function of Maturity
Improved wording, some grammar etc.
May
21
revised Modified Durations of Different Noncallable Bonds and function of Maturity
Linked paper
May
21
answered Modified Durations of Different Noncallable Bonds and function of Maturity
May
9
awarded  Altruist
May
5
awarded  Investor
May
5
comment Correct way to find the mean of annual geometric returns of monthly returns?
I don't think in this case your LHS ordering is important. It's simple multiplication only.
May
5
comment Correct way to find the mean of annual geometric returns of monthly returns?
Hmm, I see there's no easy way to deal with long MathJax lines. And there are some issues with multi-line equations too, which I will report on meta. But it was a nice primer on using LaTeX on SE. I didn't realize I forgot that much syntax. ;-)
May
5
answered Correct way to find the mean of annual geometric returns of monthly returns?
May
5
answered European turbo warrants
May
3
answered Understanding CDOs
May
2
comment Understanding CDOs
@chris Haven't seen that yet. Informative and hilarious. I loved the leverage part. ;-)
May
2
comment Understanding CDOs
I think this question fits better at money.stackexchange.com
May
2
revised Should Sharpe ratio be computed using log returns or relative returns?
Grammar
May
2
revised Should Sharpe ratio be computed using log returns or relative returns?
Oops, I forgot we have MathJaX support here
May
1
answered Should Sharpe ratio be computed using log returns or relative returns?
Apr
14
comment Library to solve optimization problems
In that case I'm afraid I don't know of any free, non-GPL, explicitly C# solutions.
Apr
14
comment Library to solve optimization problems
Then I assume you mean free as in free beer. ;-)
Apr
13
answered Library to solve optimization problems
Apr
13
comment How do I calculate weighted mean with negative weights?
I don't really get it. Your average purchase price is still 100. And your current position is worth: current share price * number of shares. Maybe you need to rephrase your question. And BTW, I don't think it's very on topic here in its current form.