e*******e
发帖数: 1144 | 1 Some people say that many quants in Wall Street don't use PDE/SDE at all.
It that true? If so, what is the technique they mainly use?
Thanks. | h***z
发帖数: 233 | 2 regression, statistical learning/machine learning, data mining, etc
【在 e*******e 的大作中提到】
: Some people say that many quants in Wall Street don't use PDE/SDE at all.
: It that true? If so, what is the technique they mainly use?
: Thanks.
| h**********k
发帖数: 168 | 3 anything can be useful... anything can be useless... all depends on what you
do.... | e*******e
发帖数: 1144 | 4 Thanks for your answer.
It is surprising if somebody tells me quants in the Wall Street are using
SVM everyday. My question is that i don't see learning techniques working
very well in finance. Several years ago, there are workshops about "
computational finance"/"learning in finance", but later all these activities
disappear.
In leading journal/conference of learning, very few papers are about the
applications on financial derivatives. Perhaps it is because PDE/SDE works
well, but learning tech
【在 h***z 的大作中提到】
: regression, statistical learning/machine learning, data mining, etc
| h***z
发帖数: 233 | 5 Learning techniques are probably not useful for derivatives pricing, but
they are certainly useful for quant trading.
activities
Boosting
【在 e*******e 的大作中提到】
: Thanks for your answer.
: It is surprising if somebody tells me quants in the Wall Street are using
: SVM everyday. My question is that i don't see learning techniques working
: very well in finance. Several years ago, there are workshops about "
: computational finance"/"learning in finance", but later all these activities
: disappear.
: In leading journal/conference of learning, very few papers are about the
: applications on financial derivatives. Perhaps it is because PDE/SDE works
: well, but learning tech
|
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