I am a research scientist working in the financial and technology industries.
Over the past two decades, I have looked for using applied maths, robust data science methods and statistical learning algorithms to solve real life challenges.
On this web site, you may find diverse resources, mostly related to personal research notes and algorithms focused on solving statistical challenges, portfolio construction or asset pricing issues.
If you want to know more, here is a short bio.
Quote of the Day
“I can calculate the motion of heavenly bodies, but not the madness of people.”
Sir Isaac Newton