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All questions asked by Javier TG

List all solved & unsolved questions asked by Javier TG

Log-likelihood of Normal Distribution: Why the term $frac{n}{2}log(2pi sigma^2)$ is not considered in the minimization of SSE?

1   Cross Validated Asked on 11/29/2020

machine learning  maximum likelihood  normal distribution  optimization 

Process for mod of a variable that follows some Stochastic Process

1   Quantitative Finance Asked on 11/28/2021

stochastic processes 

How to optimise Fixed Income portfolio (Yieldbook) based on YTM, duration, rating and exchange rate

0   Quantitative Finance Asked on 11/21/2021

duration  fixed income  fx  interest rates  yield curve 

Didier Sornette's Strategy to Exploit Return Correlations

2   Quantitative Finance Asked on 11/17/2021

correlation matrix  quant trading strategies 

Which Maximum Diversification Approach in MATLAB is correct?

1   Quantitative Finance Asked on 11/17/2021

diversification  optimization  portfolio management  programming 

Is there a good guide/mind map for factors of quantitative trading?

0   Quantitative Finance Asked on 11/17/2021

factor models 

PDs for negative credit spreads

1   Quantitative Finance Asked on 11/15/2021

credit risk  default probability  spread 

Ratios or combinations of risk measures

1   Quantitative Finance Asked on 11/15/2021

garch  risk  risk models  volatility 

PnL due to model recalibration and its relationship with hedging error

1   Quantitative Finance Asked on 11/13/2021

calibration  derivatives  hedging  modeling  risk management 

Modelling volatility for higher frequency data

0   Quantitative Finance Asked on 11/13/2021

forecasting  garch  stochastic volatility  time series  volatility 

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