Applied Mathematician working as a Data Scientist
- Mérida, México
- https://vidalalcala.appspot.com/
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SABR-calibration
SABR-calibration PublicCalibration of Hagan'a SABR stochastic volatility model using QuantLib
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pairs-trading
pairs-trading PublicImplementación de la estrategia "pairs trading" en MATLAB
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sopt-ols
sopt-ols PublicStochastic optimization using ordinary least squares to approximate the Hessian.
C++
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source-recovery
source-recovery PublicRecovery from one time measurements of source and constant velocity in the advection diffusion equation.
Python
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