Author: Jérémie Smaga
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Quantitative Finance and Computer Science: quick comparison between R and MATLAB
Hi everybody, It’s a few weeks without a post and I apologize for that; I am at the moment looking for a job in Geneva, and it’s a bit time consuming as you would imagine. Anyway, I kept working a bit on different projects and I had the idea to create this post. What encouraged…
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Olivier Smaga in politics
Hi everybody, Just a quick post to support my brother Olivier Smaga who is starting up his political career in Geneva, Switzerland. I sincerely wish him all the best and I am sure he will be very successful. For more information, you can look at his blog http://www.oliviersmaga.ch. See ya!
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Martingale Strategy simulation on Roulette
Good afternoon everybody, I know that most people who have a slight background in probability theory try to apply it to casinos games. I even reckon that most teachers now choose this approach to interest their students to the field. However, I have the chance to know people working in casinos, and I know too…
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“The Quants”, a great book that everybody can read.
Good morning again, I decided to create a new section in the blog dedicated to a selection of books. Indeed, I personally find it hard to find the right book to buy on a specific topic, and sometimes their are so many choices that I do not necessarily know how to pick the right one. I…
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Penalty Shots in Ice Hockey: a game-theoretic approach.
Good afternoon everybody, As I promised a few days ago, I am now uploading the first research I made regarding game theory applications to Sports. As you have probably guessed by now, the aim of this project was to model the penalty shot situation in Ice Hockey, and to find the equilibrium. This research was…