Zhongmin Luo has not received any gifts yet
Posted on December 5, 2018 at 1:00am 0 Comments 1 Like
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…
ContinuePosted on November 26, 2018 at 5:00am 0 Comments 3 Likes
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.
Posted on November 21, 2018 at 2:30pm 2 Comments 2 Likes
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…
ContinuePosted on February 24, 2018 at 2:00am 0 Comments 1 Like
Each year, Risk Quant Europe Conference, a conference well-attended by practitioners from banking, asset management, insurers as well as academics from Europe, selects two papers to present in their annual conference.
For 2018, our paper is lucky to be one of the two winning papers selected by the Advisory Board for the conference to be held in London. Please feel free to check out our paper titled CDS Rate Construction Methods by Machine Learning…
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