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C# programming, machine learning, quantitative finance, numerical methods

Greetings, my blog readers! This is my first post in 2018. In this post I will share with you a very simple way of performing inference using Approximate Bayesian Computation (ABC) – not to be confused with Approximate Bootstrap Confidence … Continue reading

Posted in Numerical Analysis, Python Programming
Tagged Bayesian, Data science

Greetings, my blog readers! It will be a safe assumption to make that people who read my blogs work with data. In finance, the data is often in form of asset prices or other market indicators like implied volatility. Analyzing … Continue reading

Posted in Home, Numerical Analysis
Tagged Data science, finance

Last week I was lucky enough to attend the Strata Conference London 2017 for one day. The venue and the event are impressive in scale, participants and content. The quality of tutorials and talks, in general, was very good, and … Continue reading

Posted in Machine Learning
Tagged Data science, Machine Learning

Sharing a link to the KDNuggets article with thoughts provided by a few data scientists on main 2016 developments and what the trends for 2017 look like. Reinforcement Learning is mentioned more than once! http://www.kdnuggets.com/2017/01/ai-data-science-machine-learning-key-trends.html

Posted in Home
Tagged Data science

Sharing a KDNuggets article on some examples of how PCA, Monte Carlo and linear regression are used in quantitative finance and risk management: Source: Data Analytics Models in Quantitative Finance and Risk Management

Posted in Home, Machine Learning
Tagged Data science, Machine Learning