Category: General

  • Generative AI with Large Language Models: A Course Review

    Generative AI with Large Language Models: A Course Review

    After diving into the depths of Deep Learning last year, I recently embarked on a new online journey with the “Generative AI with Large Language Models” course offered by Deeplearning.AI on Coursera. At USD 49 with six months to complete it, this course promises a comprehensive introduction to Generative AI, with a focus on computational…

  • Back in the Blog Game

    Back in the Blog Game

    Dear Readers, Happy New Year 2024! As we step into a year full of potential, I find myself reflecting on the past and looking forward to new beginnings. You might recall that my last post was some time ago. The intervening years have been a blend of personal milestones and professional endeavors. Raising three amazing…

  • Why you should not use JustCloud for your backups!

    Why you should not use JustCloud for your backups!

    Today I wanted to share with you my experience using the services of JustCloud to backup my personal file. I started looking for a cloud backup solution about 2 years ago, since I had accumulated a considerable amount of personal data I did not want to lose and as I knew that personal backups such as external…

  • The early days of Quantitative Finance

    The early days of Quantitative Finance

    A lot of people start studying Quantitative Finance because they see it as a great way to earn money. It seems indeed reasonable that somebody with great mathematical skills would be looking for opportunities allowing him to make a profit — sometimes at the expense of others. I can still remember like yesterday seeing a…

  • Expected Shortfall closed-form for Normal distribution

    Expected Shortfall closed-form for Normal distribution

    Today, I would like to share a little exercise I did to compute the Expected Shortfall of a normal variable. For those of you who are not familiar with this risk measure, it evaluates the average of the $(1-\alpha)$-worst outcomes of a probability distribution (example and formal definition follow). If you have enough data, the…