meta user
network profile
| bio | website | linkedin.com/in/bjansen |
|---|---|---|
| location | Netherlands | |
| age | 27 | |
| visits | member for | 2 years |
| seen | 4 mins ago | |
| stats | profile views | 281 |
- Consultant @ Veneficus
- Interested in the combination of Finance and Computer Science
- Building Web2Docx, if you have tips or ideas, please let know
|
Dec 27 |
revised |
how expected moves are priced into options Improved formatting, capitalisation and two spelling errors |
|
Dec 27 |
suggested | suggested edit on how expected moves are priced into options |
|
Dec 26 |
comment |
How to interpolate gaps in a time series using closely related time series? Cyclic Metropolis Hastings, a full answer deserves a full question here or on stats.stackexchange.com |
|
Dec 21 |
revised |
Law of an integrated CIR Process as sum of Independent Random Variables Small Latex improvements |
|
Dec 21 |
suggested | suggested edit on Law of an integrated CIR Process as sum of Independent Random Variables |
|
Dec 19 |
comment |
How do you estimate the volatility of a sample when points are irregularly spaced? Very neat. Is this often done in practice? I've never seen it. |
|
Dec 19 |
awarded | Quorum |
|
Dec 13 |
revised |
How to interpolate gaps in a time series using closely related time series? Added punctation and reference to Jones (1998) paper. |
|
Dec 12 |
answered | How to interpolate gaps in a time series using closely related time series? |
|
Dec 12 |
comment |
How to interpolate gaps in a time series using closely related time series? I'll try later today |
|
Dec 11 |
comment |
How to interpolate gaps in a time series using closely related time series? Are you familiar with this paper: citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.116.711&rep=rep1&type=pdf ? I think you can use it as a starting point. |
|
Dec 10 |
awarded | Altruist |
|
Dec 4 |
awarded | Citizen Patrol |
|
Dec 3 |
awarded | Investor |
|
Dec 3 |
comment |
How to balance two Forex crosses correctly to do a linear regression? Hopefully I'm beginning to understand but I wonder: could you also use a return series? |
|
Nov 30 |
revised |
Performance Attribution : Annualizing alpha & factor return contributions Put textrm around the variable names in the latex formula |
|
Nov 30 |
suggested | suggested edit on Performance Attribution : Annualizing alpha & factor return contributions |
|
Nov 29 |
comment |
How to generate a random price series with a specified range and correlation with an actual price? Apparently this bears repeating: "If you want to make the returns "random", then you will have to generate the whole price paths that meet your correlation criteria and then discard results that don't fit your price criteria." - ricardh |
|
Nov 27 |
awarded | Analytical |
|
Nov 27 |
awarded | Editor |
