LOLML is an agile and experienced team of Machine Learning Engineers and Mathematicians. We thrive in fast-paced environments that require clear and fast thinking and focused execution towards a well-defined measurable goal.
A selection of technologies we successfully applied to solve client’s problems.
Deep learning models. Language models. Computer vision. Reinforcement learning (automated trading context). Probabilistic modeling.
Stochastic processes (discrete, continuous, jumps, etc.), SDEs, SPDEs, Time-series modeling: ARMA/GARCH and friends. Dependence modeling.
Exploratory and statistical data analysis. Data retrieval. Web scraping. Data transformation and cleaning. Batch processing of large datasets.
Convex optimization, large LP/QP problems. Discrete and mixed-integer problems. Model fitting. Global optimization. Moment-based optimization.
Classical Markowitz, risk-parity, risk-budgeting, CVaR and VaR optimization problems. LP reformulations. Regularization and denoising. Linear and exotic constraints.
Interest rate models, volatility, FX modeling. Pricing: CDSs, bonds, CDOs, other toxic garbage. Electricity markets. Algorithmic trading (low freq): Strategy backtesting. Market mechanics simulation.
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