Stefan Duprey

14 Seguidores

17 SlideShares 14 Seguidores 11 Seguindos

Applied mathematician/physicist (PhD), software developer, quant researcher and data scientist Broad range of interests : functional analysis, continuum mechanics physics, partial differential equation, probability, mathematical finance, graph theory, statistical and machine learning, functional data analysis Computer scientist : C/C++,Java,Python,Matlab, R & parallel/concurrent programming https://github.com/sduprey http://www.slideshare.net/StefanDuprey https://twitter.com/stefanduprey

machine learning defi smart liquidity dex defi aave lend/borrow optimal defi curve amm proof of performance blockchain financial strategies quantitative finance artificial intelligence lstm market impact financial news natural language processing multi risk factor model market neutral long/short numerical analysis finite element partial derivatives equation genetic algorithms regression trees finance big data

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Stefan Duprey

Apresentações

Machine learning for_finance

Algorithmic trading

Thesis presentation

Compounded autoregressive processes for Credit Risk modelling

Page rank optimization to push successful URLs or products for e-commerce

A new axisymmetric finite element

Optimal order execution

Impact best bid/ask limit order execution

Multi risk factor model

Financial quantitative strategies using artificial intelligence

On Chain Weekly Rebal Low Expo Strategy

Short Term Intraday Long Only Crypto Strategies

Smart systematic short strangle

Documentos

Intraday news event_study

Curve_fairness_IOUs.pdf

Stable_pool_optimal_allocation.pdf

Dynamical smart liquidity on decentralized exchanges for lucrative market making

Gostaram

Lambda Architecture with Spark Streaming, Kafka, Cassandra, Akka, Scala

Apache Hadoop YARN