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Quantitative Finance
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mic
  • Member for 9 years, 3 months
  • Last seen more than 3 years ago
  • Hong-Kong, Hong Kong
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About

French doing some machine learning research in the buy-side industry.

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Top posts
answer
7
Where to get price data on Credit Default Swaps?
Jun 8, 2016
answer
3
What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
Jun 6, 2015
question
2
Information on Weather Derivatives
Feb 4, 2016
question
2
VAR models for log-returns?
Feb 24, 2016
question
1
Use of ACD to model transaction durations
Jan 16, 2017
question
1
Literature on credit risk premia
Jul 19, 2017
answer
1
Extracting Default probability from a single CDS
Nov 3, 2015
question
1
Where can I find bonds time series?
Dec 16, 2015
question
0
What is a definition of "Benchmark"?
May 25, 2016
answer
-1
dataset on Credit Default Swap
Dec 20, 2016
Top network posts
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116
What is the relation between k-means clustering and PCA?
58
Intuition on the Kullback–Leibler (KL) Divergence
22
Sampling from von Mises-Fisher distribution in Python?
18
How to use Pearson correlation correctly with time series
17
How to understand the drawbacks of Hierarchical Clustering?