Quantitative Finance
Lucas Morin's user avatar
Lucas Morin's user avatar
Lucas Morin's user avatar
Lucas Morin
  • Member for 10 years, 8 months
  • Last seen more than a month ago
  • France
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1,187
reputation
53k
reached
23
answers
23
questions
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About

Data & Model Audit @ SGCIB

Kaggle GM (Notebooks)

Mostly working in Python. Also decent in R/VBA.

LinkedIn, Github, Kaggle

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Top tags
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13
Score
7
Posts
15
Posts %
13
Score
3
Posts
7
Posts %
5
Score
3
Posts
7
Posts %
4
Score
4
Posts
9
Posts %
2
Score
5
Posts
11
Posts %
1
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3
Posts
7
Posts %
Top posts
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All Questions Answers
Score Newest
question
14
Quantum Computing for Quantitative Finance
May 4, 2016
answer
10
How to use PCA for trading
Apr 29, 2013
question
9
Data Synchronization
Apr 2, 2013
question
8
Malliavin Calculus
Jun 14, 2013
question
8
Multi Fractals Models
Jun 17, 2013
question
8
American Swaption Heding with Malliavin Calculus
Jun 18, 2014
question
6
(Re) normalisation of random variable in Monte-Carlo simulations
Apr 27, 2015
question
5
Machine learning for non optimal behaviour
Aug 8, 2014
answer
5
Trading days or calendar days for Black-Scholes parameters?
Apr 24, 2013
answer
4
How to develop your own interest rate model?
Aug 24, 2014
Top Meta posts
2
0
3
Why is the r tag merged into the programming tag but the python tag is not?
Top network posts
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33
Statistics Jokes
14
What can cause PCA to worsen results of a classifier?
12
How to merge monthly, daily and weekly data?
10
Avoiding social discrimination in model building
9
NLP : variations of a text without modifying it's meaning

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