PinnedFundamental probability problems #1The teaching approach in universities tends to be very linear: you start by mastering the basics and, once mastered, rarely revisit them…Jun 8, 2024Jun 8, 2024
PinnedFundamental probability problems #2On every ticket we can either lost 2 dollars or win 68, that is 70–2.Jun 8, 2024Jun 8, 2024
PinnedIntroduction to copulas [ Part 1]These are notes that I wrote while preparing for exams at Sorbonne University. This was meant to be a gentle introduction to Copulas.May 12, 2024May 12, 2024
PinnedAdjusting for Selection Bias in Credit Scoring Models Using PythonWhen building credit scoring models, one common challenge is selection bias. This bias occurs because financial institutions only observe…Apr 3, 2024Apr 3, 2024
What is it like to be a Parisian during the OlympicsWhen we are not complaining about parisian summer rain or grisaille, you may find us complaining about the heat and how “inferanle” it is…Aug 12, 2024Aug 12, 2024
Quantile Regression Random ForestsOn the 5th of august researchers at blackrock have published a paper named Quantile Regression using Random Forest Proximities on Arxiv, I…Aug 10, 20241Aug 10, 20241
The water problemYesterday, His Majesty the King of Morocco, a country located at the apex of Africa with access to both the Atlantic and the Mediterranean…Jul 31, 2024Jul 31, 2024
Stochastic Calculus: Applying Itô’s Lemma to solving finding SDEsBrownian motion has unique properties that set it apart from deterministic processes. One key property is its quadratic variation…Jun 4, 20241Jun 4, 20241
Introduction to Bienaymé–Galton–Watson (BGW) Trees [Part I]The history of Bienaymé–Galton–Watson (BGW) trees is an interesting one, with contributions from several mathematicians spread out over…May 20, 2024May 20, 2024
Can Sentiment and Similarity in Central Bank Statements Predict the Stock Market?When the Federal Reserve (FED) or the European Central Bank (ECB) gives out monetary policy announcements, the accompanying statements are…May 14, 20241May 14, 20241
![Introduction to copulas [ Part 1]](https://miro.medium.com/v2/resize:fill:160:106/1*3wGIHGa4vcC_jbv3qal7cg.png)
![Introduction to copulas [ Part 1]](https://miro.medium.com/v2/resize:fill:320:214/1*3wGIHGa4vcC_jbv3qal7cg.png)
![Introduction to Bienaymé–Galton–Watson (BGW) Trees [Part I]](https://miro.medium.com/v2/resize:fill:160:106/1*OVZQPezyPmqteGoSBcRz4A.png)
![Introduction to Bienaymé–Galton–Watson (BGW) Trees [Part I]](https://miro.medium.com/v2/resize:fill:320:214/1*OVZQPezyPmqteGoSBcRz4A.png)
