Category: Computer Science
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Pycorrelation: Building and Sharing My First Python Package on PyPi!
Recently, I have been working on several personal projects related to quantitative finance. These projects often require the manipulation of covariance or correlation matrices for analyses or optimizations. In academic settings, such matrices are typically computed directly from historical data within a script, often stored in Numpy arrays or Pandas DataFrames to be reused later…
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Exploring Python’s Software Engineering Capabilities with a Correlation Matrix Example
Python is often celebrated for its simplicity and accessibility, especially in scientific and mathematical applications. However, it’s also equipped with robust software engineering features that allow for the creation of well-structured and maintainable code. In this post, I’ll illustrate some of these capabilities through the implementation of a helper class that allows for the easy…
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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…
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LINQPad, an essential tool for .Net programmers
Good evening everyone, Since I started this blog I wrote a few posts about computer science and programming in particular, but I recently realized that I hardly ever discuss which tools I recommend. The reason why I thought it was a waste of time is because most of the time, blogger will talk about a…
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C# Parallel Processing for Stock Paths simulation
Good evening everyone! 2013 hasn’t started very well for me as I’ve been sick for the past week and completely unable to work on anything even on a bit of CFA. Thankfully, I’m now starting to get better and I can again put a few words – or pieces of code – together. I decided…