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quantitative data quality, machine learning, unsupervised learning, autoencoders, financial bootstrapping, energy finance, HPFC (Hourly Price Forward Curve)
energy, optimization, green, electricity, power, commodity trading
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local correlation, Monte Carlo, Gyongy’s theorem, pairwise correlation, local in index correlation, Markovian projection.
funding liquidity, optimal capital structure, rollover risk, structural credit risk models