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Quantitative Finance
Lucas Morin's user avatar
Lucas Morin's user avatar
Lucas Morin's user avatar
Lucas Morin
  • Member for 11 years, 3 months
  • Last seen more than a month ago
  • France
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About

Data & Model Audit @ SGCIB

Kaggle GM (Notebooks)

Mostly working in Python. Also decent in R/VBA.

LinkedIn, Github, Kaggle

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13
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7
Posts
15
Posts %
13
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3
Posts
6
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5
Score
4
Posts
9
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4
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4
Posts
9
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2
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5
Posts
11
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4
Posts
9
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Top posts
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14
Quantum Computing for Quantitative Finance
May 4, 2016
10
How to use PCA for trading
Apr 29, 2013
9
Data Synchronization
Apr 2, 2013
8
Malliavin Calculus
Jun 14, 2013
8
Multi Fractals Models
Jun 17, 2013
8
American Swaption Heding with Malliavin Calculus
Jun 18, 2014
6
(Re) normalisation of random variable in Monte-Carlo simulations
Apr 27, 2015
5
Machine learning for non optimal behaviour
Aug 8, 2014
5
Trading days or calendar days for Black-Scholes parameters?
Apr 24, 2013
4
Getting the next price of a GBM with reversion
Jul 9, 2014
Top Meta posts
2
0
3
Why is the r tag merged into the programming tag but the python tag is not?
Top network posts
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33
Statistics Jokes
15
What can cause PCA to worsen results of a classifier?
12
How to merge monthly, daily and weekly data?
11
Avoiding social discrimination in model building
9
NLP : variations of a text without modifying it's meaning