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Roman Paolucci
Roman Paolucci

3.8K Followers

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Published in Quant Guild

·Pinned

Parallelizing Randomized Singular Value Decomposition using GPUs

divitiae et educatione — Singular value decomposition is among the most powerful and widely used matrix decompositions in applied linear algebra. Though useful for extracting key features and patterns from data (e.g. Principal Component Analysis) it quickly becomes challenging to execute this algorithm on increasingly large matrices. Randomized numerical linear algebra offers an interesting…

Data Science

7 min read

Parallelizing Randomized Singular Value Decomposition using GPUs
Parallelizing Randomized Singular Value Decomposition using GPUs
Data Science

7 min read


Published in Towards Data Science

·Pinned

How to Build a Neural Network for NLP Tasks with PyTorch and GPU

A framework for modeling text data using Google Colab — This article is meant to serve as a framework to solve natural language processing (NLP) problems using Python, neural networks, and GPU. Though a high level of math is required to understand everything herein, I wrote this article with the intent that an absolute beginner or seasoned veteran would get…

Data Science

8 min read

How to Build a Neural Network for NLP Tasks with PyTorch and GPU
How to Build a Neural Network for NLP Tasks with PyTorch and GPU
Data Science

8 min read


Published in Towards Data Science

·Pinned

Q-Fin: A Python Library

A Working Library for Securities Pricing — Quantitative Finance In the past, I have written extensively on the topic of securities pricing… Black-Scholes Algorithmic Delta Hedging What Is Implied Volatility? Martingales and Markov Processes Stochastic Integrals Deriving the Black-Scholes Model Python for Pricing Exotics Volatility Trading 101 Risk-Neutral Portfolio Management Black-Scholes Option Pricing is Wrong

Python

3 min read

Q-Fin: A Python Library
Q-Fin: A Python Library
Python

3 min read


Published in Quant Guild

·Dec 22, 2022

Statistical Moments and the Stylized Facts of the Market

divitiae et educatione — Welcome to Quant Guild’s AI blog! Here we will be asking and answering interesting questions using AI to generate solutions and explanations. Let’s get started! Statistical Moments In basic statistics, the first four statistical moments are measures that provide insight into the characteristics of a distribution of data. …

Finance

4 min read

Statistical Moments and the Stylized Facts of the Market
Statistical Moments and the Stylized Facts of the Market
Finance

4 min read


Published in Quant Guild

·Dec 18, 2022

Parallelizing Functions in Python

divitiae et educatione — Welcome to Quant Guild’s AI blog! Here we will be asking and answering interesting questions using AI to generate solutions and explanations. Let’s get started! Parallelization in Python is a technique for running multiple tasks concurrently, either by using multiple threads or processes. …

Data Science

3 min read

Parallelizing Functions in Python
Parallelizing Functions in Python
Data Science

3 min read


Published in Quant Guild

·Dec 15, 2022

Principal Component Analysis (PCA) Explained in a Financial Context

divitiae et educatione — Welcome to Quant Guild’s AI blog! Here we will be asking and answering interesting questions using AI to generate solutions and explanations. Let’s get started! Principal component analysis (PCA) is a statistical technique used to reduce the dimensionality of data, which often results in a more manageable and interpretable set…

Data Science

5 min read

Principal Component Analysis (PCA) Explained in a Financial Context
Principal Component Analysis (PCA) Explained in a Financial Context
Data Science

5 min read


Published in Quant Guild

·Dec 11, 2022

Characteristic Function for Pricing Vanilla Options using Rust (Heston)

divitiae et educatione — Welcome to Quant Guild’s AI blog! Here we will be asking and answering interesting questions using AI to generate solutions and explanations. Let’s get started! What is the Heston (1993) Model? The Heston model is a stochastic volatility model that is used to price options in financial markets. It is a mathematical model that describes the…

Data Science

3 min read

Characteristic Function for Pricing Vanilla Options using Rust (Heston)
Characteristic Function for Pricing Vanilla Options using Rust (Heston)
Data Science

3 min read


Published in Quant Guild

·Nov 29, 2022

Join Quant Guild’s Discord Server!

divitiae et educatione — Quant guild recently launched a Discord server! We are striving to build a community of students, academics, and industry practitioners to facilitate the education of topics including quantitative finance, mathematics, statistics, machine learning, and artificial intelligence. Join the Quant Guild Discord Server! Check out the Quant Guild community on Discord - hang out with 16 other members and enjoy free voice and text chat.discord.gg

Data Science

3 min read

Join Quant Guild’s Discord Server!
Join Quant Guild’s Discord Server!
Data Science

3 min read


Published in Quant Guild

·Jul 17, 2022

Cholesky Decomposition using Singular Value Decomposition

divitiae et educatione — As previously exhibited in our article on simulating correlated Brownian motions, the Cholesky decomposition is a very useful matrix decomposition. In practice we usually intend to impose correlation and covariance structures on large spaces, generating a common computational problem: time complexity. Generally speaking, the time complexity of the Cholesky decomposition…

Data Science

3 min read

Cholesky Decomposition using Singular Value Decomposition
Cholesky Decomposition using Singular Value Decomposition
Data Science

3 min read


Published in Quant Guild

·Jun 28, 2022

Introduction to Python

divitiae et educatione —

Python

2 min read

Introduction to Python
Introduction to Python
Python

2 min read

Roman Paolucci

Roman Paolucci

3.8K Followers

Course Director @ Quant Guild

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