# About me
class QuantitativeResearcher:
def __init__(self):
self.name = "Juraj Zelman"
self.role = "Quantitative Researcher"
self.uni = "ETH Zürich & UZH, Charles University"
def get_interests(self):
self.finance = "Alpha Research, Market Making, Portfolio Optimization"
self.comp_science = "Statistical Learning, (Deep) Reinforcement Learning"
self.math = "Math. Finance, Statistics, Numerical Methods, Optimal Control"
return f"{finance} and {comp_science} and {math}"
def say_hi(self):
print("Thanks for stopping by, hope you find some of my (public) work interesting!")
me = QuantitativeResearcher()
me.say_hi()
Pinned Loading
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airl-market-making
airl-market-making PublicThe official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the ICAIF'24 conference.
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distortion-risk-measures
distortion-risk-measures PublicBSc thesis focused on distortion risk measures and reward-risk ratios.
Jupyter Notebook 1
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multi-armed-bandits
multi-armed-bandits PublicSeveral multi-armed bandit strategies with additional holding option for smoother exploration.
Jupyter Notebook 1
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siamese-neural-net
siamese-neural-net PublicSiamese neural network based on a pre-trained ResNet-18 convolutional neural network for image comparison.
Python
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py-parallelization
py-parallelization PublicTemplate for parallelizing tasks in Python with the multiprocessing module.
Python
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