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mathtick

Mostly desk-work.

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  • machine learning
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  • finance
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  • Member for 8 years, 9 months
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  • Last seen Jun 29 at 11:57

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4 Is there a clear mathematical statement of what problem Hierarchical Risk Parity is solving? Jun 28
1 Understanding Cover's Universal Portfolio Algorithm Feb 25
1 What is the importance of alpha, beta, rho in the SABR volatility model? Feb 29
1 How much shall we bet on head/tail with $1m bankroll? Feb 29
1 Predicting time series based on another Mar 16
1 Is there a differentiable formulation of Prado's HRP algo? Mar 17
0 What is a clear and broad statement about stationarity requirements on features, and then on target for some type of learning to be possible? Apr 2
0 xperi tivo and metis buyout deal Feb 25
0 What the most general but precise description one can make about mean-reversion and momentum strategies? Feb 29
0 Problem with the maximum likelihood for a GARCH-type of model Apr 3

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