Mathematics
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  • Member for 8 years, 5 months
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I am a freelancer and fully qualified actuary. My main areas of expertise are quantitative risk modelling (market, insurance, operational) and risk-return optimisation. LinkedIn profile

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Top posts
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All Questions Answers
Score Newest
question
7
Best approximation of sum of unit vectors by a smaller subset
Jul 21, 2020
question
7
Reproducing kernel Hilbert spaces from Sobolev spaces with weight/density functions
Apr 1, 2021
answer
7
When modelling a real world event by assuming it has probability p, what are we saying/assuming about how that event behaves?
Oct 18, 2016
question
6
The RKHS with kernel $\exp\{x y\}$
Jul 10, 2019
answer
5
Recursive relation between conditional expectations
Oct 11, 2016
answer
4
On Probability Measures on $\{-1,+1\}^n$
Jan 31, 2021
answer
4
Show that $x, y \to -\log(\operatorname{sigmoid}(x) - \operatorname{sigmoid}(y))$ is convex for $x > y$
Jan 24, 2019
answer
4
What does it mean to say that one random variable is "greater" than another?
Jan 20, 2018
answer
3
An example of high dimension (financial) integrals?
Sep 4, 2021
answer
3
The RKHS with kernel $\exp\{x y\}$
Aug 14, 2019
Top network posts
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24
Derivative of a Gaussian Process
14
Consistency of economic scenarios in nested stochastics simulation
13
Random Portfolios vs Efficient Frontier
9
Use the RBF kernel to construct a positive definite covariance matrix
8
Limitations of Monte Carlo simulations in finance

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