ºÝºÝߣshows by User: StefanDuprey / http://www.slideshare.net/images/logo.gif ºÝºÝߣshows by User: StefanDuprey / Wed, 21 Feb 2024 16:32:10 GMT ºÝºÝߣShare feed for ºÝºÝߣshows by User: StefanDuprey Dynamical smart liquidity on decentralized exchanges for lucrative market making /slideshow/dynamical-smart-liquidity-on-decentralized-exchanges-for-lucrative-market-making/266423034 smartdynamicalliquidity-240221163210-44d1d31a
Dynamical smart liquidity on decentralized exchanges for lucrative market making]]>
Dynamical smart liquidity on decentralized exchanges for lucrative market making]]> Wed, 21 Feb 2024 16:32:10 GMT /slideshow/dynamical-smart-liquidity-on-decentralized-exchanges-for-lucrative-market-making/266423034 StefanDuprey@slideshare.net(StefanDuprey) Dynamical smart liquidity on decentralized exchanges for lucrative market making StefanDuprey Dynamical smart liquidity on decentralized exchanges for lucrative market making <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/smartdynamicalliquidity-240221163210-44d1d31a-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Dynamical smart liquidity on decentralized exchanges for lucrative market making
Dynamical smart liquidity on decentralized exchanges for lucrative market making from Stefan Duprey
]]> 14 0 https://cdn.slidesharecdn.com/ss_thumbnails/smartdynamicalliquidity-240221163210-44d1d31a-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Smart systematic short strangle /slideshow/smart-systematic-short-strangle/253998998 smartcoveredcall-221104083629-aff387e8
Smart systematic short strangle]]>
Smart systematic short strangle]]> Fri, 04 Nov 2022 08:36:29 GMT /slideshow/smart-systematic-short-strangle/253998998 StefanDuprey@slideshare.net(StefanDuprey) Smart systematic short strangle StefanDuprey Smart systematic short strangle <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/smartcoveredcall-221104083629-aff387e8-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Smart systematic short strangle
Smart systematic short strangle from Stefan Duprey
]]> 24 0 https://cdn.slidesharecdn.com/ss_thumbnails/smartcoveredcall-221104083629-aff387e8-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Short Term Intraday Long Only Crypto Strategies /slideshow/short-term-intraday-long-only-crypto-strategies/253998987 shorttermstrategies-221104083528-63995a6c
Short Term Intraday Long Only Crypto Strategies]]>
Short Term Intraday Long Only Crypto Strategies]]> Fri, 04 Nov 2022 08:35:28 GMT /slideshow/short-term-intraday-long-only-crypto-strategies/253998987 StefanDuprey@slideshare.net(StefanDuprey) Short Term Intraday Long Only Crypto Strategies StefanDuprey Short Term Intraday Long Only Crypto Strategies <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/shorttermstrategies-221104083528-63995a6c-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Short Term Intraday Long Only Crypto Strategies
Short Term Intraday Long Only Crypto Strategies from Stefan Duprey
]]> 13 0 https://cdn.slidesharecdn.com/ss_thumbnails/shorttermstrategies-221104083528-63995a6c-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 On Chain Weekly Rebal Low Expo Strategy /slideshow/on-chain-weekly-rebal-low-expo-strategy/253998974 onchainweeklyreballowexpostrategy-221104083435-c9190b40
On Chain Weekly Rebal Low Expo Strategy]]>
On Chain Weekly Rebal Low Expo Strategy]]> Fri, 04 Nov 2022 08:34:35 GMT /slideshow/on-chain-weekly-rebal-low-expo-strategy/253998974 StefanDuprey@slideshare.net(StefanDuprey) On Chain Weekly Rebal Low Expo Strategy StefanDuprey On Chain Weekly Rebal Low Expo Strategy <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/onchainweeklyreballowexpostrategy-221104083435-c9190b40-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> On Chain Weekly Rebal Low Expo Strategy
On Chain Weekly Rebal Low Expo Strategy from Stefan Duprey
]]> 7 0 https://cdn.slidesharecdn.com/ss_thumbnails/onchainweeklyreballowexpostrategy-221104083435-c9190b40-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Stable_pool_optimal_allocation.pdf /slideshow/stablepooloptimalallocationpdf/252006206 stablepooloptimalallocation-220617102225-4c4de1bc
Optimal allocation for stable coin leveraged farming on Aave]]>
Optimal allocation for stable coin leveraged farming on Aave]]> Fri, 17 Jun 2022 10:22:25 GMT /slideshow/stablepooloptimalallocationpdf/252006206 StefanDuprey@slideshare.net(StefanDuprey) Stable_pool_optimal_allocation.pdf StefanDuprey Optimal allocation for stable coin leveraged farming on Aave <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/stablepooloptimalallocation-220617102225-4c4de1bc-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Optimal allocation for stable coin leveraged farming on Aave
Stable_pool_optimal_allocation.pdf from Stefan Duprey
]]> 35 0 https://cdn.slidesharecdn.com/ss_thumbnails/stablepooloptimalallocation-220617102225-4c4de1bc-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Curve_fairness_IOUs.pdf /StefanDuprey/curvefairnessiouspdf curvefairnessious-220617102117-1ca4ed2d
Curve fairness IOUs for a multiple pool allocation]]>
Curve fairness IOUs for a multiple pool allocation]]> Fri, 17 Jun 2022 10:21:17 GMT /StefanDuprey/curvefairnessiouspdf StefanDuprey@slideshare.net(StefanDuprey) Curve_fairness_IOUs.pdf StefanDuprey Curve fairness IOUs for a multiple pool allocation <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/curvefairnessious-220617102117-1ca4ed2d-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Curve fairness IOUs for a multiple pool allocation
Curve_fairness_IOUs.pdf from Stefan Duprey
]]> 25 0 https://cdn.slidesharecdn.com/ss_thumbnails/curvefairnessious-220617102117-1ca4ed2d-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Financial quantitative strategies using artificial intelligence /slideshow/financial-quantitative-strategies-using-artificial-intelligence/249954084 napoleonxcryptoai-210810124612
Quantitative strategies using artificial intelligence, machine learning and alternative data]]>
Quantitative strategies using artificial intelligence, machine learning and alternative data]]> Tue, 10 Aug 2021 12:46:12 GMT /slideshow/financial-quantitative-strategies-using-artificial-intelligence/249954084 StefanDuprey@slideshare.net(StefanDuprey) Financial quantitative strategies using artificial intelligence StefanDuprey Quantitative strategies using artificial intelligence, machine learning and alternative data <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/napoleonxcryptoai-210810124612-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Quantitative strategies using artificial intelligence, machine learning and alternative data
Financial quantitative strategies using artificial intelligence from Stefan Duprey
]]> 78 0 https://cdn.slidesharecdn.com/ss_thumbnails/napoleonxcryptoai-210810124612-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Intraday news event_study /slideshow/intraday-news-eventstudy/249953264 intradaynewseventstudy-210810102729
Study of the market impact of financial textual news]]>
Study of the market impact of financial textual news]]> Tue, 10 Aug 2021 10:27:28 GMT /slideshow/intraday-news-eventstudy/249953264 StefanDuprey@slideshare.net(StefanDuprey) Intraday news event_study StefanDuprey Study of the market impact of financial textual news <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/intradaynewseventstudy-210810102729-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Study of the market impact of financial textual news
Intraday news event_study from Stefan Duprey
]]> 90 0 https://cdn.slidesharecdn.com/ss_thumbnails/intradaynewseventstudy-210810102729-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Multi risk factor model /slideshow/multi-risk-factor-model/54556176 presentationfactormodel-151030080123-lva1-app6892
We here detail how to build through variance optimization a range of portfolio over a multi risk framework factor. This methodology is much used by practitioner as the factors covariance is non singular even with few observations and more stable.]]>
We here detail how to build through variance optimization a range of portfolio over a multi risk framework factor. This methodology is much used by practitioner as the factors covariance is non singular even with few observations and more stable.]]> Fri, 30 Oct 2015 08:01:23 GMT /slideshow/multi-risk-factor-model/54556176 StefanDuprey@slideshare.net(StefanDuprey) Multi risk factor model StefanDuprey We here detail how to build through variance optimization a range of portfolio over a multi risk framework factor. This methodology is much used by practitioner as the factors covariance is non singular even with few observations and more stable. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/presentationfactormodel-151030080123-lva1-app6892-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> We here detail how to build through variance optimization a range of portfolio over a multi risk framework factor. This methodology is much used by practitioner as the factors covariance is non singular even with few observations and more stable.
Multi risk factor model from Stefan Duprey
]]> 643 4 https://cdn.slidesharecdn.com/ss_thumbnails/presentationfactormodel-151030080123-lva1-app6892-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Impact best bid/ask limit order execution /slideshow/impact-best-bidask-limit-order-execution/54255212 impactorderexecution-151022103640-lva1-app6891
Assessing the impact of best bid/ask limit order submission]]>
Assessing the impact of best bid/ask limit order submission]]> Thu, 22 Oct 2015 10:36:40 GMT /slideshow/impact-best-bidask-limit-order-execution/54255212 StefanDuprey@slideshare.net(StefanDuprey) Impact best bid/ask limit order execution StefanDuprey Assessing the impact of best bid/ask limit order submission <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/impactorderexecution-151022103640-lva1-app6891-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Assessing the impact of best bid/ask limit order submission
Impact best bid/ask limit order execution from Stefan Duprey
]]> 449 5 https://cdn.slidesharecdn.com/ss_thumbnails/impactorderexecution-151022103640-lva1-app6891-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Optimal order execution /slideshow/optimal-order-execution/54255196 optimalorderexecution-151022103549-lva1-app6892
Optimal order execution of portfolio transactions]]>
Optimal order execution of portfolio transactions]]> Thu, 22 Oct 2015 10:35:49 GMT /slideshow/optimal-order-execution/54255196 StefanDuprey@slideshare.net(StefanDuprey) Optimal order execution StefanDuprey Optimal order execution of portfolio transactions <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/optimalorderexecution-151022103549-lva1-app6892-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Optimal order execution of portfolio transactions
Optimal order execution from Stefan Duprey
]]> 386 7 https://cdn.slidesharecdn.com/ss_thumbnails/optimalorderexecution-151022103549-lva1-app6892-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 A new axisymmetric finite element /slideshow/slides-efef/45644730 slidesefef-150310030533-conversion-gate01
An original finite axisymmetric element in its own weighted Sobolev spaces (Compte rendu à l'académie des sciences françaises)]]>
An original finite axisymmetric element in its own weighted Sobolev spaces (Compte rendu à l'académie des sciences françaises)]]> Tue, 10 Mar 2015 03:05:33 GMT /slideshow/slides-efef/45644730 StefanDuprey@slideshare.net(StefanDuprey) A new axisymmetric finite element StefanDuprey An original finite axisymmetric element in its own weighted Sobolev spaces (Compte rendu à l'académie des sciences françaises) <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/slidesefef-150310030533-conversion-gate01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> An original finite axisymmetric element in its own weighted Sobolev spaces (Compte rendu à l&#39;académie des sciences françaises)
A new axisymmetric finite element from Stefan Duprey
]]> 903 3 https://cdn.slidesharecdn.com/ss_thumbnails/slidesefef-150310030533-conversion-gate01-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Page rank optimization to push successful URLs or products for e-commerce /StefanDuprey/page-rank-optimization-to-push-successful-urls-by-matching-with-traffic pagerankoptimization-150225113811-conversion-gate02
Page rank optimization to push successful URLs or products for e-commerce]]>
Page rank optimization to push successful URLs or products for e-commerce]]> Wed, 25 Feb 2015 11:38:11 GMT /StefanDuprey/page-rank-optimization-to-push-successful-urls-by-matching-with-traffic StefanDuprey@slideshare.net(StefanDuprey) Page rank optimization to push successful URLs or products for e-commerce StefanDuprey Page rank optimization to push successful URLs or products for e-commerce <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/pagerankoptimization-150225113811-conversion-gate02-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Page rank optimization to push successful URLs or products for e-commerce
Page rank optimization to push successful URLs or products for e-commerce from Stefan Duprey
]]> 562 1 https://cdn.slidesharecdn.com/ss_thumbnails/pagerankoptimization-150225113811-conversion-gate02-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Compounded autoregressive processes for Credit Risk modelling https://fr.slideshare.net/slideshow/compounded-autoregressive-processes-for-credit-risk-modelling/45075504 presentationeconometrie-150224090533-conversion-gate02
Compounded autoregressive processes for Credit Risk modelling]]>
Compounded autoregressive processes for Credit Risk modelling]]> Tue, 24 Feb 2015 09:05:33 GMT https://fr.slideshare.net/slideshow/compounded-autoregressive-processes-for-credit-risk-modelling/45075504 StefanDuprey@slideshare.net(StefanDuprey) Compounded autoregressive processes for Credit Risk modelling StefanDuprey Compounded autoregressive processes for Credit Risk modelling <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/presentationeconometrie-150224090533-conversion-gate02-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Compounded autoregressive processes for Credit Risk modelling
from Stefan Duprey
]]> 657 59 https://cdn.slidesharecdn.com/ss_thumbnails/presentationeconometrie-150224090533-conversion-gate02-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Thesis presentation https://fr.slideshare.net/slideshow/thesis-presentation-43095011/43095011 thesispresentation-141230085918-conversion-gate01
]]>
]]> Tue, 30 Dec 2014 08:59:18 GMT https://fr.slideshare.net/slideshow/thesis-presentation-43095011/43095011 StefanDuprey@slideshare.net(StefanDuprey) Thesis presentation StefanDuprey <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/thesispresentation-141230085918-conversion-gate01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br>
from Stefan Duprey
]]> 718 9 https://cdn.slidesharecdn.com/ss_thumbnails/thesispresentation-141230085918-conversion-gate01-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Algorithmic trading /slideshow/algorithmic-trading-37945283/37945283 algorithmictrading-140813050642-phpapp01
A review of some algorithmic trading methodologies]]>
A review of some algorithmic trading methodologies]]> Wed, 13 Aug 2014 05:06:41 GMT /slideshow/algorithmic-trading-37945283/37945283 StefanDuprey@slideshare.net(StefanDuprey) Algorithmic trading StefanDuprey A review of some algorithmic trading methodologies <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/algorithmictrading-140813050642-phpapp01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> A review of some algorithmic trading methodologies
Algorithmic trading from Stefan Duprey
]]> 2193 5 https://cdn.slidesharecdn.com/ss_thumbnails/algorithmictrading-140813050642-phpapp01-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 Machine learning for_finance /slideshow/machine-learning-forfinance/37945140 machinelearningforfinance-140813050409-phpapp01
Machine learning for finance]]>
Machine learning for finance]]> Wed, 13 Aug 2014 05:04:09 GMT /slideshow/machine-learning-forfinance/37945140 StefanDuprey@slideshare.net(StefanDuprey) Machine learning for_finance StefanDuprey Machine learning for finance <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/machinelearningforfinance-140813050409-phpapp01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Machine learning for finance
Machine learning for_finance from Stefan Duprey
]]> 1968 5 https://cdn.slidesharecdn.com/ss_thumbnails/machinelearningforfinance-140813050409-phpapp01-thumbnail.jpg?width=120&height=120&fit=bounds presentation 000000 http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 https://cdn.slidesharecdn.com/profile-photo-StefanDuprey-48x48.jpg?cb=1730285441 Applied mathematician/physicist (PhD), software developer, quant researcher and data scientist Broad range of interests : functional analysis, continuum mechanics physics, partial differential equation, probability, mathematical finance, graph theory, statistical and machine learning, functional data analysis Computer scientist : C/C++,Java,Python,Matlab, R & parallel/concurrent programming https://github.com/sduprey http://www.slideshare.net/StefanDuprey https://twitter.com/stefanduprey https://cdn.slidesharecdn.com/ss_thumbnails/smartdynamicalliquidity-240221163210-44d1d31a-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/dynamical-smart-liquidity-on-decentralized-exchanges-for-lucrative-market-making/266423034 Dynamical smart liquid... https://cdn.slidesharecdn.com/ss_thumbnails/smartcoveredcall-221104083629-aff387e8-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/smart-systematic-short-strangle/253998998 Smart systematic short... https://cdn.slidesharecdn.com/ss_thumbnails/shorttermstrategies-221104083528-63995a6c-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/short-term-intraday-long-only-crypto-strategies/253998987 Short Term Intraday Lo...