1,602 reputation
2724
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 2 years, 11 months
seen 9 hours ago
  • Consultant @ Veneficus
  • Looking for new opportunities
  • Interested in the combination of Finance and Computer Science

Jan
24
awarded  Electorate
Jan
23
comment Free database for storing intraday tick data and querying bar (candle) data on budget hardware
How many rows do you have? This seems slow even on that hardware, unless your core is oversubscribed, then anything is possible.
Jan
18
comment Pricing options under restricted domain
Why didn't it work?
Jan
18
comment Derivation of the Nelson-Siegel model and proof of arbitrage
Regarding your second question: Did you also look at the Filipovic paper?
Jan
17
revised Inflation modelling
Remove weasel intro and courtesy
Jan
16
reviewed Reject suggested edit on What data sources are available online?
Jan
14
revised Calculate Daily Returns for Sharpe Ratio
Put comma on formula line
Jan
14
reviewed Edit suggested edit on Calculate Daily Returns for Sharpe Ratio
Jan
14
revised Calculate Daily Returns for Sharpe Ratio
The formula in the question the answer refers to has been updated + minor spelling
Dec
29
reviewed Approve suggested edit on Multilayer Perceptron (Neural Network) for Time Series Prediction
Dec
19
revised Drawbacks of Black-Scholes option pricing model
At link from comment, remove courtesy
Dec
19
comment How is holding an European call option equivalent to holding an asset-or-nothing call option and writing a cash-or-nothing call option?
Did you plot the payoff diagrams?
Dec
19
comment How is holding an European call option equivalent to holding an asset-or-nothing call option and writing a cash-or-nothing call option?
Is this homework?
Dec
12
revised How to use Merton model to calculate default probability with monthly stock prices?
Clean up
Dec
11
comment Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Don't you need to specify what optimal means?
Dec
6
comment Java limitbook implementation?
The good thing is: quant.SE is Googles first pick for 'limit order book data structure'
Dec
6
reviewed Excellent Risk Neutral Probability
Dec
6
reviewed Needs Improvement ADF test in R yielding perfect cointegration. How is this possible?
Dec
6
reviewed Excellent Is Vasicek risk neutral?
Dec
6
reviewed Excellent Integration of stochastic total derivative