Passionate about: Mathematical Statistics, Financial Mathematics, Data Science, AI, and all things related to Software Engineering.
How to reach me: LinkedIn
- Machine Learning
- Statistics
- Data Analysis
- Stochastic Finance
- Computational Methods for Quantitative Finance
- Mathematical Modeling of Financial Markets
- Quantitative Portfolio Management and Optimization
- Risk Management
- Financial Mathematics
- Statistical Learning Algorithms for Alpha Generation
- Convex Optimization
Computation of Conditional Expectations with Guarantees
Springer, Journal of Scientific Computing
Patrick Cheridito and Balint Gersey
02/2023
Link to paper
Link to GitHub Repository
Quantitative Research: Alpha Signal Generation, Asset Management, Quantitative Risk Management, Portfolio Management
Mathematical Skills: Computational Statistics, Mathematical Optimization, Convex Analysis, Stochastic Analysis, Stochastic Optimal Control, Financial Mathematics
Programming: Python, R, C++, SQL
Libraries: Pandas, NumPy, SciPy, statsmodels, Scikit-Learn, Keras, TensorFlow, PyTorch
Visualization: Matplotlib, Seaborn, Plotly
Optimization Tools: MOSEK, CVXOPT, CVXPY
Version Control: Git / GitLab
Deployment: Docker, Azure, CI / CD pipeline
Soft Skills: My technical skill set is complemented by strong communication skills developed through academic teaching and a very down to earth empathic personality.
Sports have taught me high precision, determination, and a willingness to never give up.
Reading nurtures personal growth, fostering lifelong learning and curiosity.