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I am a freelancer and fully qualified actuary. My main areas of expertise are quantitative risk modelling (market, insurance, operational) and risk-return optimisation. LinkedIn profile

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All Questions Answers
Score Newest
answer
24
Derivative of a Gaussian Process
Nov 9, 2015
answer
9
Use the RBF kernel to construct a positive definite covariance matrix
Jan 12, 2019
question
7
Justification of acceptance probability in simulated annealing
Dec 7, 2018
answer
7
Why does Bayesian Optimization perform poorly in more than 20 Dimensions?
Feb 16, 2022
answer
6
Copulas with Regression
Nov 11, 2014
answer
6
Gaussian processes with finite sampling area
Apr 30, 2016
answer
6
What is the copula of a variable with itself?
Aug 26, 2020
answer
6
Are there examples of covariance functions used in Gaussian processes with negative non-diagonal elements?
Jul 16, 2019
question
5
Gaussian Process Regression for piecewise linear response functions
Jun 12, 2015
question
5
Prescribing asymptotic shape in Gaussian process regression
Oct 23, 2016
Top network posts
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14
Consistency of economic scenarios in nested stochastics simulation
13
Random Portfolios vs Efficient Frontier
8
Limitations of Monte Carlo simulations in finance
7
When modelling a real world event by assuming it has probability p, what are we saying/assuming about how that event behaves?
7
Best approximation of sum of unit vectors by a smaller subset

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