E-Library is all about the research papers, theory, empirical practice, quantitative methods and codes that I collected from all kinds of sources. Some of them are from my own contributions. It covers all analytical areas that I am interested in...

  • Quantitative Finance (e.g., Asset Pricing Model, Time Series Forecasting and Event Study)
  • Risk Management  (e.g., Credit Risk Model and Hedging Strategies, Value at Risk Model, Real Options Applications, credit scorecard, and Basel Accord Application in ALM in banking industry)
  • Data Mining (e.g., Highly quantitative database marketing model development, scorecard development, directly marketing campaign measurement, customer behaviour profile, and life value survival analysis)
  • Market Research (e.g., GIS marketing, Survey methods, Survey data analysis)
  • Energy Market (Energy Pricing, Demand Supply Analysis, Market Forecasting, Load Forecasting, Risk Management and Derivatives Trading)
  • Trading Analytics ( Trading Practice, Risk Management, and Technical/Foundamental Analysis)

Poll

Do you think Quantitative Methods are REALLY valuable to financial industry?

Yes (348)
87%

No (52)
13%

Total votes: 400