Bruce HaydonWhat is a Tensor?A tensor is a multi-dimensional array of data in TensorFlow. They are the fundamental building blocks of the library and are used to…Jan 29, 2023Jan 29, 2023
Bruce HaydonWhat is a Tensor?A tensor is a multi-dimensional array of data in TensorFlow. They are the fundamental building blocks of the library and are used to…Jan 29, 2023Jan 29, 2023
Bruce HaydonReinforcement Learning in Financial ModelingReinforcement learning (RL) is a type of machine learning that focuses on training agents to make decisions in an environment in order to…Jan 29, 2023Jan 29, 2023
Bruce HaydonBacktesting Value-at-Risk (VaR)Value at Risk (VaR) is used to model risk. VaR models are used to approximate the changes in value that a portfolio would experience in…May 30, 2022May 30, 2022
Bruce HaydonValue-at-Risk (VaR): Non-Parametric ApproachesThe key difference between non-parametric and parametric (e.g.: delta-normal, lognormal) approaches is that with non-parametric approaches…May 27, 2022May 27, 2022
Bruce HaydonSources of Liquidity Risk in Financial ServicesSources & Types of Liquidity RiskMay 26, 2022May 26, 2022
Bruce HaydonExtreme Value Theory using Parametric ApproachesExtreme values are considered critical in the field of risk management because they are associated with catastrophic events such as the…May 24, 2022May 24, 2022
Bruce HaydonServerless Data Engineering“Serverless” is an architecture which uses an abstraction where the system designer or software developer doesn’t have to worry about the…May 24, 2022May 24, 2022
Bruce HaydonParametric vs Non-Parametric VaRValue at Risk (VaR) is a common coherent measure in the banking and insurance industry of tail risk in terms of a financial loss event…May 17, 2022May 17, 2022
