Jonathan Seror

Independent

SCHOLARLY PAPERS

4

DOWNLOADS
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in Total Papers Downloads

111

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Ideas:
“  Applied systematic alpha research is a fantastic playground for rigorous statistical analysis and machine learning. Volatility clustering in particular is exceptionally interesting and offers great practical depth.  ”

Scholarly Papers (4)

1.

Intraday Long Gamma Investing Via Hidden Markov Models

Number of pages: 17 Posted: 23 Aug 2020
Jonathan Seror
Independent
Downloads 66 (380,333)

Abstract:

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HMM, Hidden Markov Models, Trend, Momentum, Gamma, Systematic Trading, Trading, Sharpe, Quantitative Research

2.

VADER Natural Language Processing in Market Sentiment Analysis

Number of pages: 11 Posted: 16 Sep 2020 Last Revised: 18 Sep 2020
Jonathan Seror
Independent
Downloads 20 (583,320)

Abstract:

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VADER, NLP, Natural Language Processing, Market Sentiment, Sentiment Analysis, Machine Learning, Trading

3.

Limites Theoriques du Photovoltaique (Quantum Efficiency Theoretical Limits)

Number of pages: 18 Posted: 23 Jul 2020 Last Revised: 17 Aug 2020
Jonathan Seror
Independent
Downloads 13 (630,628)

Abstract:

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quantum efficiency, electron, photon, photovoltaic, doping, junction, shockley, queisser, shockley-queisser, nanomaterials, electron, photon

4.

Modelisation des Marches avec Defauts de Paiements et Evaluation des Credits Defaults Swaps (Credit Default Swap Pricing in Default-prone Markets)

Number of pages: 47 Posted: 23 Jul 2020
Jonathan Seror and Julien Menard
Independent and affiliation not provided to SSRN
Downloads 12 (637,898)

Abstract:

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Credit Default Swap, Default, Pricing, CDS, Black, Cox, Stochastic Rate, Vasicek, default-prone