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nikol


Total Posts: 1172
Joined: Jun 2005
 
Posted: 2020-09-12 10:16
Can be interesting to many.

https://amp-theguardian-com.cdn.ampproject.org/c/s/amp.theguardian.com/science/2020/sep/10/uk-mathematician-martin-hairer-wins-richest-prize-in-academia-breakthrough

doomanx


Total Posts: 88
Joined: Jul 2018
 
Posted: 2020-09-12 10:56
I took a stochastic analysis course he taught. He really is a genius, broke it down in such a simple way. Nice guy too.

did you use VWAP or triple-reinforced GAN execution?
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