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Quantuple
  • Member for 8 years, 5 months
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Front office quant (sell-side)

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113
On the importance of the i.i.d. assumption in statistical learning
May 19, 2016
question
10
LASSO regularisation parameter from LARS algorithm
Apr 15, 2016
answer
7
LASSO regularisation parameter from LARS algorithm
Apr 15, 2016
answer
7
Simple question about Ornstein-Uhlenbeck process
May 2, 2016
question
6
Box constraints with BFGS algorithm
Mar 19, 2018
question
4
Pipeline and data snooping in scikit-learn
Jan 26, 2017
question
3
Penalised linear regression - residuals distribution assumptions
Aug 8, 2017
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3
Lasso modification for LARS
Apr 25, 2016
answer
1
Why is standard deviation defined as sqrt(var(x)) and not as abs(X-u)?
Apr 4, 2016
Top network posts
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49
How to estimate real-world probabilities
32
Why aren't econometric models used more in Quant Finance?
24
Delta-Hedging Exotic Options
23
Local Stochastic Volatility - Break even levels
22
How do different models impact option Greeks?