Quantitative Finance
Mark Horvath
  • Member for 6 years, 6 months
  • Last seen more than 2 years ago
Profile Activity
Stats
296
reputation
29k
reached
7
answers
4
questions
Communities
View all
Badges
This user doesn’t have any gold badges yet.
1
silver badge
5
bronze badges
Top tags
View all tags
5
Score
2
Posts
18
Posts %
5
Score
2
Posts
18
Posts %
4
Score
3
Posts
27
Posts %
2
Score
1
Posts
9
Posts %
1
Score
3
Posts
27
Posts %
1
Score
2
Posts
18
Posts %
Top posts
View all questions and answers
All Questions Answers
Votes Newest
4
Is there a standard model for market impact?
Jul 19 '15
3
Bayesian estimation of asset pricing models
Jul 19 '15
3
What are examples of boosting, bagging, stacking or subspace method in quantitative finance?
Dec 17 '16
2
What is some book that is complete and easy but hard enough to serve as prerequisite for asset pricing and portfolio choice theory?
Jul 19 '15
1
How do I estimate opening call auction order book for equities?
Jun 19 '17
1
Typical coefficients uses in square-root model for market impact
Jul 18 '15
1
What are commercial impact models and transaction cost analysis models out there for simulation?
Jul 19 '15
1
Impact / slippage model for open and closing crossing auctions?
Oct 19 '15
1
How to scale $\alpha$, trading costs in a standard portfolio optimization problem
Jul 19 '15
1
How to simulate slippage
Jul 19 '15
Top network posts
View all network posts
55
Why sigmoid function instead of anything else?
12
What is the recommended compression for HDF5 for fast read/write performance (in Python/pandas)?
11
Can python doctest ignore some output lines?
11
Comparison between Modin | Dask | Data.table | Pandas for parallel processing and out of memory csv files
9
Pandas: rolling mean by time interval

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.