Quantitative Finance
Robert Szóstakowski's user avatar
Robert Szóstakowski's user avatar
Robert Szóstakowski's user avatar
Robert Szóstakowski
  • Member for 10 years, 2 months
  • Last seen more than 2 years ago
  • Warsaw, Poland
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730
reputation
32k
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13
answers
3
questions
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About

PHD student and software developer. https://twitter.com/RobSzostak

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12
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4
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25
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10
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3
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19
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7
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2
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12
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7
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2
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12
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6
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3
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19
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6
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2
Posts
12
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Top posts
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All Questions Answers
Score Newest
question
10
How to forecast high-frequency data?
Sep 8, 2015
answer
7
How to calculate volatility on intraday data?
Sep 7, 2015
answer
6
Does Kalman filter always improve over linear regression?
Sep 21, 2015
answer
5
How to use physics models in Time Series Analysis and Forecasting.
Sep 6, 2015
answer
5
Research topics - neural networks and market liquidity
Sep 3, 2015
answer
4
Multivariate GARCH in Python
Sep 9, 2015
answer
3
Kurtosis in asset logarithmic returns
Sep 23, 2015
answer
2
Estimating an appropriate haircut for illiquid stocks
Sep 9, 2015
answer
2
Modeling credit utilization and stock market growth
Sep 4, 2015
question
2
How to find optimal noise covariance matrices Q & R
Aug 30, 2015
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5
Why Nobel prize winners studied economics?

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