Indifference Strategies and Viscosity Solutions in Worst-Case Portfolio Optimization
24 Feb 2026
Learn how viscosity solutions and stochastic volatility models like Heston and Bates define worst-case optimal trading strategies.
BSDE Characterization of Indifference Strategies for Worst-Case Portfolios
24 Feb 2026
Learn how backward stochastic differential equations ensure existence and uniqueness in optimal portfolio models.
Optimizing Pre-Crash Portfolios: Indifference Strategies and Stochastic Market Coefficients
24 Feb 2026
Learn how super- and subindifference strategies define the optimal worst-case investment frontier.
LSEnet & Market Defense: Hyperbolic AI and Crash-Proof Portfolios (2026)
22 Feb 2026
Master automated graph clustering with LSEnet and discover worst-case portfolio optimization strategies for Heston and Kim-Omberg market models.
Worst-Case Portfolio Optimization & Hyperbolic Graph Clustering
21 Feb 2026
Learn about worst-case portfolio optimization under market crash scenarios and LSEnet, a deep graph clustering model utilizing Lorentz hyperbolic space
Smart Trading Under Fire: Portfolio Defense Against Market Crashes
20 Feb 2026
Learn how to manage Knightian uncertainty and market crashes using logarithmic preferences, BSDEs, and stochastic volatility models like Heston and Bates.
What to Do While I Wait for ChatGPT
13 Jun 2025
Laid-off teams, AI ops, and slow GPT replies—one exec vents about replacing staff with ChatGPT while waiting painfully for it to load.
What to Do While I Wait for Claude
6 Jun 2025
Waiting for Claude like it's jury duty? Here's a dead-serious list of 11 things I do to feel productive while my AI soulmate buffers into oblivion.
The Bloated State of Web Development
6 Oct 2023
The web development landscape keeps getting crowded and crowded but there are no signs of improvement, only of heavy and bloated web apps.