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balintg1994/README.md

👋 Hi there! I'm Balint Binkert (born Gersey),

a Quantitative Researcher and Developer based in Switzerland.

Passionate about: Mathematical Statistics, Financial Mathematics, Data Science, AI, and all things related to Software Engineering.

How to reach me: LinkedIn

Academic Background:

  • Machine Learning
  • Statistics
  • Data Analysis
  • Stochastic Finance
  • Computational Methods for Quantitative Finance

Professional Experience:

  • Mathematical Modeling of Financial Markets
  • Quantitative Portfolio Management and Optimization
  • Risk Management
  • Financial Mathematics
  • Statistical Learning Algorithms for Alpha Generation
  • Convex Optimization

Publications:

Computation of Conditional Expectations with Guarantees
Springer, Journal of Scientific Computing
Patrick Cheridito and Balint Gersey
02/2023
Link to paper
Link to GitHub Repository

Skills:

Quantitative Research: Alpha Signal Generation, Asset Management, Quantitative Risk Management, Portfolio Management
Mathematical Skills: Computational Statistics, Mathematical Optimization, Convex Analysis, Stochastic Analysis, Stochastic Optimal Control, Financial Mathematics
Programming: Python, R, C++, SQL
Libraries: Pandas, NumPy, SciPy, statsmodels, Scikit-Learn, Keras, TensorFlow, PyTorch
Visualization: Matplotlib, Seaborn, Plotly
Optimization Tools: MOSEK, CVXOPT, CVXPY
Version Control: Git / GitLab
Deployment: Docker, Azure, CI / CD pipeline
Soft Skills: My technical skill set is complemented by strong communication skills developed through academic teaching and a very down to earth empathic personality.

Passions (outside of math and software engineering 😉):

Sports have taught me high precision, determination, and a willingness to never give up.
Reading nurtures personal growth, fostering lifelong learning and curiosity.

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  1. conditional_expectation_with_guarantees conditional_expectation_with_guarantees Public

    This repository presents a novel approach developed by Prof. Patrick Cheridito and myself for computing conditional expectations with numerical guarantees.

    Python 2