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Quantitative Finance
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vonjd
  • Member for 13 years, 7 months
  • Last seen more than a week ago
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About

My LinkedIn profile:
https://de.linkedin.com/in/vonjd

My blog "Learning Machines":
https://blog.ephorie.de/, ...some relevant posts:

I am the author of the OneR Machine Learning package:
Vignette: https://cran.r-project.org/web/packages/OneR/vignettes/OneR.html
Quick Start Video: https://www.youtube.com/watch?v=AGC0oRlXxgU

My latest Quant Finance paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2956257

My latest (popular) lecture (in German): https://www.youtube.com/watch?v=2kUfyCkVQwo

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question
94
Innovative ways of visualizing financial data
Feb 18, 2011
answer
83
What concepts are the most dangerous ones in quantitative finance work?
Feb 4, 2011
answer
50
What is the intuition behind cointegration?
Feb 7, 2011
question
47
Are there any good tools for back testing options strategies?
Feb 1, 2011
answer
45
What are some useful approximations to the Black-Scholes formula?
May 10, 2011
answer
40
How does the "risk-neutral pricing framework" work?
Feb 1, 2011
question
40
Why aren't econometric models used more in Quant Finance?
May 11, 2016
answer
39
How do we use option price models (like Black-Scholes Model) to make money in practice?
Jan 15, 2013
answer
34
Why Drifts are not in the Black Scholes Formula
Jun 18, 2013
question
32
Random matrix theory (RMT) in finance
Feb 15, 2011
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Will this site be closed again? Is there a possibility of continuing it elsewhere?
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manipulation in reputation numbers?
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158
Connection between Fourier transform and Taylor series
149
Does the Planck scale imply that spacetime is discrete?
140
Why is differentiating mechanics and integration art?
129
Most helpful math resources on the web
91
Difference between metric and norm made concrete: The case of Euclid