Quant Girl 👩🏽‍💻🌸

Stats📊Finance🏦Programming💻 Books📚Maths🧮 #WomeninScience | Mexican in London 🇲🇽🇬🇧 @warwickuni Phd | Sígueme también en español @DialidSantiago

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

✨🎄Advent Calendar 2024 : Stochastic Processes🎄
🚀 Day 17 : Constant Elasticity Variance (CEV) process

https://t.co/bwERy09tf3

#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode

[Alexander Wei @alexwei_]

1/N I’m excited to share that our latest @OpenAI experimental reasoning LLM has achieved a longstanding grand challenge in AI: gold medal-level performance on the world’s most prestigious math competition—the International Math Olympiad (IMO).

[Psyho @FakePsyho]

Humanity has prevailed (for now!)

I'm completely exhausted. I figured, I had 10h of sleep in the last 3 days and I'm barely alive.

I'll post more about the contest when I get some rest.

(To be clear, those are provisional results, but my lead should be big enough)

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

New website🌸https://t.co/j4TOW9fify

[Barack Obama @BarackObama]

I always look forward to sharing my annual list of favorite books, movies, and music. Today I’ll start by sharing some of the books that have stuck with me long after I finished reading them.

Check them out this holiday season, preferably at an independent bookstore or library!

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

More about this process and the complete Advent Calendar 🎄📅 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog

https://t.co/bwERy09tf3

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

✨🎄Advent Calendar 2024 : Stochastic Processes🎄
🚀 Day 17 : Constant Elasticity Variance (CEV) process

https://t.co/bwERy09tf3

#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

🌟 Random Facts🌟

💫 The CEV model was first introduced by economist John Cox in 1975 in his seminal paper “Notes on Option Pricing I: Constant Elasticity of Variance Diffusions.” Cox proposed the model as a more realistic alternative to the Black-Scholes framework

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

More about this process and the complete Advent Calendar 🎄📅 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog

https://t.co/RXeDat0k4e

#AdventCalendar #AdventOfCode #Stats #Mathematics #WomenWhoCode

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

✨🎄Advent Calendar 2024 : Stochastic Processes

Day 16: Cox-Ingersoll-Ross Process

https://t.co/RXeDat0k4e

#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

🌟 Random Facts🌟

💫 The CIR model was introduced in 1985, by economists John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross as an extension of the Vasicek model, in their seminal paper “A Theory of the Term Structure of Interest Rates”

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

More about this process and the complete Advent Calendar 🎄📅 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog

https://t.co/tXCjAL2WLK

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

✨🎄Advent Calendar 2024 : Stochastic Processes
🚀Day 15 : Mixed Poisson Process

https://t.co/tXCjAL2WLK

The Mixed Poisson Process (MPP) is an extension of the classical Homogeneous Poisson process that incorporates randomness into the rate parameter

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

🌟 Random Fact🌟

💫 Mixed Poisson processes were first introduced in 1938 by French 🇫🇷mathematician J. Dubourdieu, who wanted to describe the number of claims, in fixed periods, occurring in sickness and accident insurance

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

✨🎄Advent Calendar 2024 : Stochastic Processes

🚀Day 14 : Non-homogeneous Poisson Process

https://t.co/o9GBSyhkEq

#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

More about this process and the complete Advent Calendar 🎄📷 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog

https://t.co/uoT3mmEVga

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

✨🎄Advent Calendar 2024 : Stochastic Processes

#HappyFriday everyone🩵

https://t.co/uoT3mmEVga

🚀Day 13 : Vasicek Model

#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode

[Quant Girl 👩🏽‍💻🌸 @Quant_Girl]

💫The model has closed-form solutions for bond prices, making it computationally efficient and widely adopted in practice