Raphael Douady
Paris, Île-de-France, France
13 k abonnés
+ de 500 relations
À propos
I am mathematician and economist, specialized in quantitative finance and chaos theory…
Articles de Raphael
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“Time Suspended” a Self-Organizing Solution to Ensure the Economic Recovery
“Time Suspended” a Self-Organizing Solution to Ensure the Economic Recovery
Joint work with Luca Donà To avoid the risk of a very slow, long, hard path to full economic recovery, it is critical…
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Pourquoi il faut autoriser immédiatement le traitement du Dr Raoult en médecine de ville
Pourquoi il faut autoriser immédiatement le traitement du Dr Raoult en médecine de ville
Ou tout autre traitement qui a une chance de fonctionner… English version:…
36 commentaires -
Taleb's Real World Risk Institute #11 24-28 June 2019 New York
Taleb's Real World Risk Institute #11 24-28 June 2019 New York
6 commentaires -
CFA Society Baltimore Forecast Dinner 2019
CFA Society Baltimore Forecast Dinner 2019
Glad to share keynote speaking at the CFA Society Baltimore Forecast Dinner 2019 with Rob Sharps Talking about managing…
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Assist. Prof Position at Stony Brook Univ. Quant Finance Applied Math Dept (Tenure Track)
Assist. Prof Position at Stony Brook Univ. Quant Finance Applied Math Dept (Tenure Track)
We are having a Tenure Track Assistant Professor position opening at the Applied Math and Statistics Department in…
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Nassim Nicholas Taleb's Advanced Mini-Certificate
Nassim Nicholas Taleb's Advanced Mini-Certificate
Dear friends, Nassim Nicholas Taleb, author of The Black Swan and Antifragile, founder of the Real World Risk Institute…
Contributions
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What is the best way to address outliers when sampling data?
Interesting answers, but I would take them almost in reverse order. In my experience, unless there is a good reason for it to be an error, it is much more likely to be an extreme event, which bears the most important information. An extreme event, if accepted, is worth 1000 normal events. It drives the model. Other important approaches: Validate models with cross validation (one-ahead, Jackknife). Kalman filtering or Bayesian predictions to assess outliers. Semi-parametric or Neural networks do a good job art fitting non-linear relationships. But adjustment is difficult. Least squares have pitfalls and you need to force regularity of the solution.
Activité
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Il y a trente ans, le 18 décembre 1994, trois spéléologues découvraient la grotte Chauvet. Un millier de peintures et de gravures rupestres, des…
Il y a trente ans, le 18 décembre 1994, trois spéléologues découvraient la grotte Chauvet. Un millier de peintures et de gravures rupestres, des…
Aimé par Raphael Douady
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Today, LEDs are everywhere, but until 1993, only red and green LEDs were available. This meant the only possible color combinations were red, green…
Today, LEDs are everywhere, but until 1993, only red and green LEDs were available. This meant the only possible color combinations were red, green…
Aimé par Raphael Douady
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Last Monday, together with our partners Mozilla and Columbia Institute of Global Politics we hosted a Paris Openness workshop at Ecole normale…
Last Monday, together with our partners Mozilla and Columbia Institute of Global Politics we hosted a Paris Openness workshop at Ecole normale…
Aimé par Raphael Douady
Expérience
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Formation
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Langues
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French
Bilingue ou langue natale
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English
Bilingue ou langue natale
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Russian
Compétence professionnelle limitée
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Portuguese
Compétence professionnelle limitée
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Italian
Notions
Organisations
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Friends of IHES (Institut des Hautes etudes Scientifiques)
Board member
- aujourd’huiThe role of "Friends of IHES" is to raise an endowment for the IHES along with Jim Simon's matching proposal. IHES, which was created in 1958 upon the model of its "brother" Institute for Advanced Studies in Princeton NJ is probably one of the places in France with the highest concentration of top level scientific research in mathematics and theoretical physics.
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Associationd des Anciens des Grandes Ecoles de France
Board member, representative for Ecole Normale Supérieure
- aujourd’huiENS representative at the US Alumni Association of French Grandes Ecoles 2009-2015
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Club Praxis
Member of the executive committee
- aujourd’huiClub Praxis is an independent think tank with the mission to propose concrete ideas of reforms to the French government. Created in 2007, its scope of expertise covers education, research, economy, finance and law. Most of Club Praxis members are French expatriates living in New York City. Thanks to their experience abroad and their diverse areas of expertise, they are well-positioned to bring fresh and “out of the box” ideas to the French public debate. Club Praxis recent publications have…
Club Praxis is an independent think tank with the mission to propose concrete ideas of reforms to the French government. Created in 2007, its scope of expertise covers education, research, economy, finance and law. Most of Club Praxis members are French expatriates living in New York City. Thanks to their experience abroad and their diverse areas of expertise, they are well-positioned to bring fresh and “out of the box” ideas to the French public debate. Club Praxis recent publications have covered there form of the French pension system, the reform of French institutions, the global financial regulation, the European gas market, diversity issues within the French society etc.
Recommandations reçues
12 personnes ont recommandé Raphael
Inscrivez-vous pour y accéderPlus d’activités de Raphael
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🇫🇷 19 décembre 1964, il y a 60 ans, inoubliable discours d'André Malraux lors de la cérémonie de transfert des cendres de Jean Moulin au Panthéon :…
🇫🇷 19 décembre 1964, il y a 60 ans, inoubliable discours d'André Malraux lors de la cérémonie de transfert des cendres de Jean Moulin au Panthéon :…
Aimé par Raphael Douady
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METRIPLECTIC-INFORMED NEURAL NETWORK by Thales Transverse Symplectic Foliation Structure for Thermodynamics-Informed Neural Network and Lie-Groups…
METRIPLECTIC-INFORMED NEURAL NETWORK by Thales Transverse Symplectic Foliation Structure for Thermodynamics-Informed Neural Network and Lie-Groups…
Aimé par Raphael Douady
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I am grateful for being invited to give a talk in the Special Session on "Recent advances in the n-body problem" at the 14th AIMS Conference in Abu…
I am grateful for being invited to give a talk in the Special Session on "Recent advances in the n-body problem" at the 14th AIMS Conference in Abu…
Aimé par Raphael Douady
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The legendary #Quant Prof. Alexander Lipton just released a new book from Cambridge University Press! Hydronamics of Markets: Hidden Links Between…
The legendary #Quant Prof. Alexander Lipton just released a new book from Cambridge University Press! Hydronamics of Markets: Hidden Links Between…
Aimé par Raphael Douady
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Richard Feynman at Cal Tech, “accidentally” describing institutional attendance-based religion, middle-man pharmaceuticals, lecture-based factory…
Richard Feynman at Cal Tech, “accidentally” describing institutional attendance-based religion, middle-man pharmaceuticals, lecture-based factory…
Aimé par Raphael Douady
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Catchy Trade
How Does Algorithmic Trading Work? 🤖📈 Algorithmic trading leverages the power of technology to make trading smarter and faster. Here’s a quick breakdown of the process: Data Collection 📊: Algorithms sift through vast amounts of market data—everything from price movements to trading volumes and historical trends—to gather insights. Analysis 🔍: By applying statistical models and machine learning techniques, these algorithms can identify patterns and signals that human traders might miss. Execution ⚡: Once a potential trading opportunity is identified, the algorithm springs into action, placing buy or sell orders at the optimal time and price—often in milliseconds! Risk Management ⚖️: But it doesn’t stop there! Algorithms also incorporate risk management strategies to ensure that each trade aligns with the trader’s risk tolerance. Why It Matters:- In today’s fast-paced market, the ability to execute trades with speed and precision can make a significant difference. Algorithmic trading helps reduce emotional decision-making, ensuring that strategies are executed consistently. #AlgoTrading #AlgorithmicTrading #QuantTrading #TradingAlgorithms #AutomatedTrading #AlgoTrader #AITrading #TradingBots #StockMarket #Investing #StockTrading #StockInvestor #DayTrading #Finance #StockTips #WealthBuilding #InvestmentStrategy #TradingTips www.catchytrade.com +91-9201210053
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Quant Science
[Free Python Workshop] Algorithmic Trading: From Trade Strategy to Responsible Execution This is what we're teaching live: Learn how to develop trading strategies, backtest them, and execute them all in Python. Inside the LIVE EVENT, we will demystify: 1. Which algorithmic trading strategies to avoid (and which strategies hedge funds actually use) 2. The secret to turning 1 foundational trading strategy into 100 testable trading strategies (Never run out of trading strategies again) 3. Why traders fail with "profitable strategies" (the secret to trading responsibly) 4. The Python Quant Stack: Which Python libraries we use to get 90% of our results. 5. How we automate trade execution (trade automatically just like hedge funds) BONUS Live Python Demo: How to trade a volatility targeting strategy using Python This is a Python Coding Workshop, so Python experience is a plus. What's your next step? Register here (500 seats): https://lnkd.in/eMKQPTWs
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Quantro AI
🔄 Generalization in Algorithmic Trading: A Key Challenge 🌐 One of the toughest challenges in algorithmic trading is ensuring that models generalize well across different market conditions. A strategy that works in one scenario might fail in another. Our Approach: 📊 Robust Testing: Simulate various market scenarios to ensure broad applicability. 🌍 Diverse Data: Train models on diverse datasets to capture a wide range of market behaviors. 🔧 Custom Solutions: Tailor algorithms to specific market conditions for optimal results. Discover how we tackle this at https://lnkd.in/gjMyt-Cz 🌟 #AlgorithmicTrading #DataScience #Finance #AI #MarketAnalysis
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Siteclick
Algorithmic trading transforms finance, enhancing trade efficiency and precision. Utilizing math and tech, strategies seize opportunities and manage risks, from high-frequency to trend-following approaches, in dynamic markets. Let's delve into the world of algorithmic trading strategies and uncover key insights into this dynamic field: ✅ 𝐐𝐮𝐚𝐧𝐭𝐢𝐭𝐚𝐭𝐢𝐯𝐞 𝐀𝐧𝐚𝐥𝐲𝐬𝐢𝐬: Algorithmic trading relies on quantitative analysis of market data, utilizing mathematical models and statistical techniques to identify profitable trading opportunities. ✅ 𝐇𝐢𝐠𝐡-𝐅𝐫𝐞𝐪𝐮𝐞𝐧𝐜𝐲 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 (𝐇𝐅𝐓): HFT strategies involve executing large volumes of trades at ultra-fast speeds, capitalizing on small price discrepancies and market inefficiencies. ✅ 𝐓𝐫𝐞𝐧𝐝 𝐅𝐨𝐥𝐥𝐨𝐰𝐢𝐧𝐠: Trend-following algorithms aim to capitalize on market trends by buying assets that are rising in value and selling those that are declining, based on historical price data. ✅ 𝐌𝐞𝐚𝐧 𝐑𝐞𝐯𝐞𝐫𝐬𝐢𝐨𝐧: Mean reversion strategies seek to profit from the tendency of assets to revert to their historical mean prices after experiencing temporary deviations, employing statistical measures like moving averages or standard deviations. ✅ 𝐀𝐫𝐛𝐢𝐭𝐫𝐚𝐠𝐞: Arbitrage strategies exploit price differentials between different markets or assets, executing simultaneous buy and sell orders to profit from the price gap. ✅ 𝐌𝐚𝐜𝐡𝐢𝐧𝐞 𝐋𝐞𝐚𝐫𝐧𝐢𝐧𝐠 𝐚𝐧𝐝 𝐀𝐈: Advanced algorithms powered by machine learning and artificial intelligence analyze vast datasets to identify patterns and optimize trading decisions in real-time. Algorithmic trading empowers traders with sophisticated tools, enhancing decision-making and performance in fast-paced markets. As technology evolves, it will shape finance, driving innovation and efficiency globally. #businessdevelopment #softwaredevelopment #fintech #BFSI #siteclick
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QuantMinds
Discover advancements in the joint S&P 500/ VIX smile calibration! 💡 Julien Guyon, École nationale des ponts et chaussées joined us at QuantMinds International to share his research on joint S&P 500 / VIX smile calibration, its importance in pricing and hedging derivatives, and the challenges of fitting both options using parametric models. He also dived into the profound impact of machine learning and AI on quant finance! Does its importance match that of the industrial revolution? Find out more 👉 http://spr.ly/6048tdk1e #QuantMinds #quantfinance #ML #AI #hedging
1 commentaire -
Quant Insight
The KraneShares KCAI tracks the Qi China Alpha Index. It seeks to outperform the CSI 300 Index by applying a systematic machine learning approach. KCAI’s index was developed by Quant Insight in partnership with KraneShares (Qi) to generate excess returns in China A-Shares through an alpha optimization filtering process combined with proprietary AI technology. China A-Shares are Chinese stocks listed locally on the Shanghai and Shenzhen stock exchanges. Learn more: https://hubs.li/Q02SvRyq0 #china #etfs #machinelearning #ai #stocks #investing #equities
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CQF Institute
Ghislain needed to develop a more practical quant finance skillset, so decided to enroll on the CQF. Discover how the program has enhanced his career: https://ow.ly/Ke1150UfARP #CQF #quant #finance #quantfinance #quantitativefinance #career #machinelearning #datascience #riskmanagement #portfoliomanagement #trading #technology #quantstrategies #quantresearch
Autres personnes nommées Raphael Douady
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Raphaël DOUADY
Technicien Process R&D
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Raphael Douady
Étudiant(e) (IUT1 saint Martin d'heres)
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RAPHAEL DOUADY
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3 autres personnes nommées Raphael Douady sont sur LinkedIn
Autres personnes nommées Raphael Douady