Karol Piczak

999 reputation

31022

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

	999 reputation	bio	website	karol.piczak.com	visits	member for	2 years, 3 months
31022 badges		location	Warsaw, Poland		seen	May 16 at 12:33

20 Posts

May 10	answered	GJR-GARCH Model In R
Jan 4	answered	How can higher co-moments be applied to portfolio optimization in an asset allocation context?
Oct 17	answered	Choice of prior as a shrinkage target in portfolio construction?
Sep 10	wiki	created modern-portfolio-theory excerpt
Sep 10	wiki	created modern-portfolio-theory description
Jun 5	answered	Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
May 21	answered	Modified Durations of Different Noncallable Bonds and function of Maturity
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 1	answered	Should Sharpe ratio be computed using log returns or relative returns?
Apr 13	answered	Library to solve optimization problems
Apr 8	asked	Efficiently storing real-time intraday data in an application agnostic way
Apr 7	answered	FX Tick Data question
Mar 20	answered	Keeping a track record honest
Mar 17	answered	Bank of England base rate feed
Mar 16	answered	Are public historical time series available for ratings of sovereign debt?
Mar 15	asked	Switching from C++ to R - limitations/applications
Feb 1	asked	What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Jan 31	answered	What are some good technical and non-technical books for a math lover to get in to quantitative analysis?