Vivek PalaniappaninEngineer QuantMigration to SubstackI am moving this blog to Substack!Jul 5, 2023Jul 5, 2023
Vivek PalaniappaninEngineer QuantInferring Stock Price Distribution from Option QuotesExploring going from Option Quotes to a probability distribution of the price of the underlying at expiry.Dec 21, 20204Dec 21, 20204
Vivek PalaniappaninEngineer QuantClassical Electromagnetism, with an exploration of InvarianceDiscussion of principles of classical electromagnetism with a sneak peak into invariance and field theoryApr 2, 2020Apr 2, 2020
Vivek PalaniappaninEngineer QuantThe Asymmetric Top: Tackling Rigid Body DynamicsHow can the motion of everyday objects be more complicated than the motions of stars and atoms?Sep 23, 2019Sep 23, 2019
Vivek PalaniappaninEngineer QuantPCA Factors most sensitive to distributional changesThis article is a summary and exploration of the research paper “Which principal components are most sensitive to distributional changes?”Jun 6, 2019Jun 6, 2019
Vivek PalaniappaninEngineer QuantSolarSVM: How Machine Learning can help Global WarmingWill AI and Machine Learning be the solution we have been searching for all this while?Apr 25, 2019Apr 25, 2019
Vivek PalaniappaninEngineer QuantGeodesics: Paths of Shortest DistanceWhat is the shortest path between two points in a sphere? How about even more complex geometries?Apr 16, 2019Apr 16, 2019
Vivek PalaniappaninEngineer QuantGram-Schmidt: Tying together matrices and functionsA discussion of how two seemingly unrelated topics have an intimate connection.Apr 12, 20191Apr 12, 20191
Vivek PalaniappaninEngineer QuantBlack-Scholes: A Quantum PerspectiveAn investigation into how the Black-Scholes equation is actually embedded in the dynamics of quantum particles.Apr 11, 20192Apr 11, 20192
Vivek PalaniappaninDataDrivenInvestorCVaR OptimizationWhen an investor or a trader has a portfolio of stocks, it is necessary to understand how to allocate his capital among them. However…Apr 8, 20192Apr 8, 20192
