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…

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

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. …

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. …

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…

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…

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

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…

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