Advanced
Data Science &
Machine Learning for
Investment and Risk Analytics
Finance, Banking,
and Consulting
(see here for latest research:
Opdyke, JD (2023), Invited
Speaker,
QuantMindsEdge
- AlphaGen and Quant Investing,
"Beyond Correlation:
Positive Definite Measures for Robust Inference, Flexible Scenarios, and Stress
Testing of Financial Portfolios," 11/23.
Excel Workbook, Fully Analytic Gaussian Identity Matrix,
derived on pp.37-40,
Summary Article1 (with ties to Causal Models),
Summary Article2,
Relation to Causal Models--QuantStrats Roundtable
Opdyke, JD (2023), Guest
Lecturer,
Columbia University:
Machine Learning for Risk
Management
"Beating
the
Correlation Breakdown: Robust Inference and Flexible
Scenarios and Stress Testing for Financial Portfolios," March 14, 2023.
Summary Article1 (with
ties to Causal Models),
Summary Article2,
Relation to Causal Models--QuantStrats Roundtable