Skip to main content
Quantitative Finance
Dmitriy's user avatar
Dmitriy's user avatar
Dmitriy's user avatar
Dmitriy
  • Member for 9 years, 8 months
  • Last seen more than a week ago
  • no
  • Moscow, Russia
Profile Activity

Stats

243
reputation
4k
reached
0
answers
12
questions
Communities

About

Risk manager, algotrader, programmer, researcher.

Badges

This user doesn’t have any gold badges yet.
2
silver badges
9
bronze badges

Top tags

View all tags
0
Score
8
Posts
67
Posts %
0
Score
5
Posts
42
Posts %
0
Score
3
Posts
25
Posts %
0
Score
2
Posts
17
Posts %
0
Score
2
Posts
17
Posts %
0
Score
2
Posts
17
Posts %

Top posts

View all questions and answers
question
2
ARMA-GARCH model, bset model selection and confidence levels calculations
Mar 22, 2016
question
2
distribution of AR, MA coefficients estimation in ARMA-GARCH models
Apr 6, 2016
question
2
Problem with Hurst exponent estimation for ARFIMA models
May 2, 2019
question
2
Reducing possible models count for calibration in ARFIMA-GARCH models
May 7, 2024
question
1
Misunderstanding of time series autocovariance
May 6, 2019
question
1
Log transformation of TS-stationary time series
May 7, 2019
question
1
Distribution of AR and MA polynoms roots in ARMA/ARMA-GARCH models
Apr 14, 2016
question
1
Information criteria via different GARCH models
Jun 27, 2017
question
0
Condition expectation calculation examples and theory [closed]
May 28, 2019
question
0
Black-Litterman model with only positive weights
May 11, 2021

Top network posts

View all network posts
15
Asynchronous Where Filter with Linq
12
How to add global exception handler for gRPC services in ASP.NET Core?
7
Problem with owned types mapping in EF Core 3.0
6
Rscript running trouble with TMPDIR via plink -ssh on Windows
6
Build R with OpenBLAS