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Quantitative Finance
Karol J. Piczak's user avatar
Karol J. Piczak's user avatar
Karol J. Piczak's user avatar
Karol J. Piczak
  • Member for 13 years, 7 months
  • Last seen more than a month ago
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About

Machine learning scientist focusing on deep learning and sound classification with some background in finance & hobbyist cinematic composition.

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question
82
Efficiently storing real-time intraday data in an application agnostic way
Apr 8, 2011
question
60
Switching from C++ to R - limitations/applications
Mar 15, 2011
question
31
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Feb 1, 2011
answer
12
Are public historical time series available for ratings of sovereign debt?
Mar 16, 2011
answer
9
Keeping a track record honest
Mar 20, 2011
answer
8
GJR-GARCH Model In R
May 10, 2012
answer
7
What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
Jan 31, 2011
answer
6
Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
Jun 5, 2011
answer
6
What .NET library can I use to solve optimization problems?
Apr 13, 2011
answer
5
Should Sharpe ratio be computed using log returns or relative returns?
May 1, 2011
Top Meta posts
3
8
6
Is this site on track?
6
Are CFA questions on topic?
5
Quoting reference
4
What is the scope of Quant SE?
4
Will this site be closed again? Is there a possibility of continuing it elsewhere?
Top network posts
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69
When to use Perfekt and Präteritum?
59
Apache ab: please explain the output
56
How reliable is a write protection switch on a USB flash drive?
45
Why does redirecting 'script' to /dev/null/ allow 'screen' to work while su'ed as another user?
25
Why does FTP passive mode require a port range as opposed to only one port?