Name: Theo Dimitrasopoulos
Type: User
Company: Instinet, Nomura Holdings
Bio: Quantitative Finance | Financial Engineering | Stevens MS '21 | Princeton BSE '17 | https://linktr.ee/theo_dmtr
Twitter: theo_dmtr
Location: New York, NY
Blog: theonovak.io
Theo Dimitrasopoulos's Projects
Full suite of dotfiles and fonts for your Linux distribution of choice.
Evolutionary Neural Networks: Neural networks with weights derived from a genetic algorithm embedded in the training process, that automates a buy/sell/hold procedure by learning from the direction of a stock within a diversified portfolio.
Implementation and analysis of a quadrilateral plate element in MATLAB
Various projects using the Finite Element method, with applications in MATLAB
A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation of Beta and its sensitivity to the length of the estimation for covariance matrix and the expected returns under different market scenarios.
Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).