1,202 reputation
31129
bio website karol.piczak.com
location Warsaw, Poland
age 27
visits member for 3 years, 2 months
seen Apr 14 at 14:55

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


Feb
10
revised Exercising an American call option early
Value formatting, typo
Jun
12
revised Are minimum-risk and minimum-variance portfolios equivalent?
Corrected title to conform with the site's standards.
Jun
5
revised Risk prediction based on financial statements
Seems that I don't remember the mention syntax anymore.
May
10
revised GJR-GARCH Model In R
Not a spelling bee winner for sure.
Dec
3
revised Why is volatility mean-reverting?
Fixed dollar sign MathJax invocations
Sep
10
revised modern-portfolio-theory wiki excerpt
added 100 characters in body
Sep
10
revised modern-portfolio-theory wiki description
added 1033 characters in body
Sep
9
revised Arbitraging OANDA continuous rollover vs other brokers' discrete rollover
Removed greeting, changed arb to full form for search visibility
Jun
5
revised What API methods are there to determine a company's market cap?
We try to avoid using greetings etc. in the question text
Jun
5
revised Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
Spelling
Jun
3
revised How do I estimate the joint probability of stock B moving, if stock A moves?
We try to avoid using greetings, signatures etc.
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
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
Apr
9
revised Efficiently storing real-time intraday data in an application agnostic way
Some thoughts about HBase and InfiniDB
Apr
2
revised How do you correct Max Draw-Down for auto-correlation?
Signatures should be avoided - check FAQ. For further explanation see: http://meta.stackoverflow.com/questions/5029/are-taglines-signatures-disallowed
Mar
20
revised Keeping a track record honest
Fix minor stuff
Mar
16
revised Are public historical time series available for ratings of sovereign debt?
Added Moody's and S&P links