SRKX

4,729 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	16 hours ago
stats	profile views	655

Investment Analyst in an asset allocation firm in Geneva.

	4,729 reputation	bio	website	blog.smaga.ch	visits	member for	2 years, 3 months
836 badges		location	Geneva, Switzerland		seen	16 hours ago

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296 Revisions

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Sep 15	revised	Evaluating forecasting algorithm added 65 characters in body
Sep 3	revised	How to define the objective function for a custom optimization problem? rephrased the question, formatting
Jul 31	revised	Should I use SSAS to store Tick and bar data? translated in English, rephrased title
Jul 24	revised	Reference request: Survey article on GPU in Finance removed courtesies, retagged
Jul 19	revised	How to compute portfolio weights from multivariate regression results? added 213 characters in body; added 6 characters in body
Jul 18	revised	What is a “coherent” risk measure? added 1 characters in body; added 3 characters in body; deleted 1 characters in body
Jul 18	revised	What commercial financial libraries are available to outsource implementation risk? format
Jul 15	revised	Multilayer Perceptron (Neural Network) for Time Series Prediction removed courtesies, retagged
Jul 15	revised	Risk-Parity Portfolio Optimization using Extreme Optimization in C# retagged
Jul 14	revised	What commercial financial libraries are available to outsource implementation risk? added 45 characters in body; added 11 characters in body
Jul 9	revised	market-data wiki excerpt added 167 characters in body
Jul 9	revised	added 185 characters in body
Jul 9	revised	Do Bond Put Dates always fall on Coupon Dates (for non-zero coupon bonds). Calculation rules for Coupon Dates retagged, removed courtesies
Jul 8	revised	Using rolling returns in a multivariate linear regression? deleted 11 characters in body
Jul 7	revised	What is the Benefit of holding a short option? edited body
Jul 6	revised	How do I model GARCH(1,1) volatility for historical indexes in Matlab? removed courtesies, retagged
Jul 5	revised	What is the difference between these two optimization procedures? rephrased the title
Jul 5	revised	What is the difference between these two optimization procedures? deleted 17 characters in body
Jul 4	revised	How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio? added 156 characters in body
Jul 3	revised	How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio? deleted 24 characters in body