Advanced
Data Science &
Machine Learning for
Investment and Risk Analytics
Finance, Banking,
and Consulting
(see here for latest research:
Opdyke, JD (2023), Invited Speaker, QuantMindsEdge - AlphaGen and Quant Investing, "Beating the Correlation Breakdown, for Pearson's and Beyond: Robust Inference and Flexible Scenarios and Stress Testing for Financial Portfolios," Nov, 2023. Excel Workbook, Fully Analytic Gaussian Identity Matrix, derived on pp.24-27,
Opdyke, JD (2023), Guest
Lecturer,
Columbia University:
Machine Learning for Risk
Management
"Beating the Correlation Breakdown: Robust Inference and Flexible Scenarios and Stress Testing for Financial Portfolios," March 14, 2023. Summary Article)