Zhongmin Luo's Page

Bhupinder S Sood liked Zhongmin Luo's blog post An Application of Data Science and Mathematics in Finance

Dec 9

Zhongmin Luo's blog post was featured

Inverted yield curve followed by 800-point plunge in Dow next day; how about inverted CDS curves?

On 3 Dec 2018 when the US treasury yield curves inverted (a short-term US government bond yield is higher than its long-term yield), Economists quickly warned the stock market of an impending economic slowdown or even a recession. The following…See More

Dec 5

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MAURIZIO MANSUETI liked Zhongmin Luo's blog post Applying Machine Learning Techniques in Quantitative Finance

Nov 30

Zhongmin Luo liked Zhongmin Luo's blog post Applying Machine Learning Techniques in Quantitative Finance

Nov 28

Zhongmin Luo's blog post was featured

Applying Machine Learning Techniques in Quantitative Finance

Two weeks ago, I was invited to present about Machine Learning and its applications in Quantitative Finance at a conference in London, UK.Without a break, I went through four research papers which I completed over the last two years with my co-author; here is one page of the presentation. CDS Rate Construction Methods by Machine Learning Techniques: Methodology and Results; Brummelhuis and Luo, forthcoming in peer-reviewed journal,…See More

Nov 28

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Nurur Rahman liked Zhongmin Luo's blog post An Application of Data Science and Mathematics in Finance

Nov 27

Zhongmin Luo commented on Zhongmin Luo's blog post An Application of Data Science and Mathematics in Finance

"Hi Vincent, Fantastic book and thanks for sharing! Real-world finance problems depend heavily on understanding and applying stochastic processes, your book is a great addition to the literature from someone with a lot of real-world experience.…"

Nov 25

Zhongmin Luo commented on Vincent Granville's blog post Free Book: Applied Stochastic Processes

"Many thanks and congrats, Vincent! Mathematics connects people from various background and different professions. In finance, Black-Scholes formula for options pricing, which won Fisher Black and Myron Scholes Nobel prize, was derived from solving…"

Nov 25

Vincent Granville commented on Zhongmin Luo's blog post An Application of Data Science and Mathematics in Finance

"Hi Zhongmin, There is one thing in this chart that surprises me a lot. I have produced plenty of charts that look very similar to yours, but come from my number theory investigations. I am sure some of them can be found in my new book on…"

Nov 25

Zhongmin Luo updated their profile

Nov 25

Zhongmin Luo commented on Vincent Granville's blog post Weekly Digest, November 26

"Ok, please allow me to add a bit of descriptions to this picture presenting the daily CDS prices for Microsoft. 1. The line highlighted in Green color stands for 5-year CDS against the default of Microsoft, which is an insurance contract protecting…"

Nov 25

Zhongmin Luo liked Vincent Granville's blog post Weekly Digest, November 26

Nov 25

Zhongmin Luo posted blog posts

Nov 24

Zhongmin Luo's blog post was featured

An Application of Data Science and Mathematics in Finance

Imagine that one day, you see people are queuing up in front of Bank A; so you ask the staff at the counter, you are told that they are offering anyone (regardless of their credit history) a loan of $100,000 at a fixed annual rate at 2%. You then look around, the Bank B next door offers 1-year term deposit with a fixed annual rate at 3% for the same amount ($100,000). After 5 minutes' waiting, you sign for the loan from Bank A and immediately, you deposit the borrowed $100,000 in Bank B,…See More

Nov 22

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Zhongmin Luo liked Vincent Granville's discussion Top 10 Machine Learning Algorithms

Nov 1

Zhongmin Luo liked Vincent Granville's blog post Hitchhiker's Guide to Data Science, Machine Learning, R, Python

Oct 16