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…2 min read·Jan 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…2 min read·Jan 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…3 min read·Jan 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…5 min read·May 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…5 min read·May 27, 2022----
Bruce HaydonSources of Liquidity Risk in Financial ServicesSources & Types of Liquidity Risk8 min read·May 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…3 min read·May 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…2 min read·May 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…8 min read·May 17, 2022----