1,602 reputation
2724
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 2 years, 11 months
seen 11 hours ago
  • Consultant @ Veneficus
  • Looking for new opportunities
  • Interested in the combination of Finance and Computer Science

Feb
4
revised Testing for stationarity in large sample sizes
spelling
Feb
1
answered How to use mean-variance weights in practice (when going short is allowed)?
Jan
30
comment Predict Quadratic Trend in Time Series
This should fix it but Dylan Koh should review the changes
Jan
30
revised Predict Quadratic Trend in Time Series
Clean up
Jan
29
revised Derivation of Ito's Lemma
Fix math error
Jan
29
answered Derivation of Ito's Lemma
Jan
29
revised Consistency of economic scenarios in nested stochastics simulation
Remove Q: and signature
Jan
29
revised How fast is QuickFix ?
Remove signature
Jan
26
revised How to quickly sketch a second order greek profile for a vanilla position?
Spelling
Jan
21
revised Avoiding negative volatility when applying Heston model
Remove thanks
Jan
3
comment How to cluster ETFs to reduce cardinality for portfolio selection
The description says it works on sparse matrices. How does the complete process you used look like?
Jan
3
comment Using the termstrc package in R
The author mailed me that this change will be considered for the next revision of the package.
Jan
3
comment How to cluster ETFs to reduce cardinality for portfolio selection
I fixed the link.
Jan
3
revised How to cluster ETFs to reduce cardinality for portfolio selection
Fix link
Jan
1
comment Using the termstrc package in R
I've mailed the package maintainer and added that last line to my answer.
Jan
1
revised Using the termstrc package in R
Add final line
Dec
31
revised How to cluster ETFs to reduce cardinality for portfolio selection
Display code and output as code
Dec
31
revised BS and delta hedging questions
Clean up
Dec
28
revised How to see if a set of asset returns corresponds to a known correlation matrix?
Fix math
Dec
27
revised Hidden Markov Model & Its Application
remove NY wishes