vonjd
27,437
reputation
11
102
165
My LinkedIn profile:
https://de.linkedin.com/in/vonjd
My blog "Learning Machines":
https://blog.ephorie.de/, ...some relevant posts:
- https://blog.ephorie.de/backtest-trading-strategies-like-a-real-quant
- https://blog.ephorie.de/financial-engineering-static-replication-of-any-payoff-function
- https://blog.ephorie.de/inverse-statistics-and-how-to-create-gain-loss-asymmetry-plots-in-r
I am the author of the OneR Machine Learning package:
Vignette: https://cran.r-project.org/web/packages/OneR/vignettes/OneR.html
Quick Start Video: https://www.youtube.com/watch?v=AGC0oRlXxgU
My latest Quant Finance paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2956257
My latest (popular) lecture (in German): https://www.youtube.com/watch?v=2kUfyCkVQwo