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Engineer Quant

Medley of Engineering and Quantitative Analysis

  • Quantitative Analysis
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    Migration to Substack

    Migration to Substack

    I am moving this blog to Substack!
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Jul 5
    Inferring Stock Price Distribution from Option Quotes

    Inferring Stock Price Distribution from Option Quotes

    Exploring going from Option Quotes to a probability distribution of the price of the underlying at expiry.
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Dec 20, 2020
    Quantitative Analysis
    AIAlpha: Using machine learning to predict stocks

    AIAlpha: Using machine learning to predict stocks

    Machine learning and deep learning have found their place in financial institution for their power in predicting time series data with…
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Oct 18, 2018
    Black-Scholes: A Quantum Perspective

    Black-Scholes: A Quantum Perspective

    An investigation into how the Black-Scholes equation is actually embedded in the dynamics of quantum particles.
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Apr 11, 2019
    SolarSVM: How Machine Learning can help Global Warming

    SolarSVM: How Machine Learning can help Global Warming

    Will AI and Machine Learning be the solution we have been searching for all this while?
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Apr 24, 2019
    Engineering
    The Asymmetric Top: Tackling Rigid Body Dynamics

    The Asymmetric Top: Tackling Rigid Body Dynamics

    How can the motion of everyday objects be more complicated than the motions of stars and atoms?
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Sep 23, 2019
    Gram-Schmidt: Tying together matrices and functions

    Gram-Schmidt: Tying together matrices and functions

    A discussion of how two seemingly unrelated topics have an intimate connection.
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Apr 11, 2019
    PDEs using Fourier Analysis II

    PDEs using Fourier Analysis II

    In my previous post, PDEs using Fourier Analysis I, I investigated solving PDEs, in particular the wave equation, on a membrane using…
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Sep 25, 2018
    Volumes of Hyper-Spheres

    Volumes of Hyper-Spheres

    The formulas for the volume of a sphere, or the area of a circle is something we take for granted without fully understanding why it is…
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Sep 17, 2018
    Geodesics: Paths of Shortest Distance

    Geodesics: Paths of Shortest Distance

    What is the shortest path between two points in a sphere? How about even more complex geometries?
    Go to the profile of Vivek Palaniappan
    Vivek Palaniappan
    Apr 16, 2019
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