Personal Information
Entreprise/Lieu de travail
Paris Area, France France
Profession
Data Scientist | Researching and Modelling Big Data for Financial Institutions
Secteur d’activité
Technology / Software / Internet
À propos
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
Mots-clés
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
Tout plus
- Présentations
- Documents
- Infographies