10 Sigma Risk

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10 Sigma Risk is a personal blog providing commentary on risk management and data analysis/machine learning in the financial industry. Please contact me at "datasciY.info @ gmail. com" (without spaces) for direct messages. The title, 10 σ risk, (pronounced ten sigma risk), stands for a focus on extreme market events. If we were to call a quiet market volatility level a one-sigma event, then a ten-sigma event is an extremely high volatility event. This type of event is relatively rare, and has occured once every 7 to 20 years in the securities market. The market crash of October 2008 following Lehman Brother's bankruptcy was an extreme event. The October 1987 U.S. stock market crash was another extreme event.

Jennifer Yoon Bio

Jennifer Yoon I am a Data Science student with a deep financial industry knowledge. I hold an MBA from the University of Chicago, Booth School of Business, and I am a certified FRM (Financial Risk Manager). I received a B.A. with High Honors in Economics from Mount Holyoke College.

Contact email: "datasciY.info @ gmail. com" (without spaces)
Jennifer Yoon's Resume: data science resume-PDF
GitHub Profile: GitHub.com/JennEYoon
Stack Overflow Profile: user:4693491, user name: Jennifer Yoon
Linkedin.com profile: jenniferyoon

Language and Subject Tags:

Python, Pandas, NumPy, MatplotLib, Jupyter-iPython, SciPy, Scikit-Learn, R, SQL, Excel-VBA, MATLAB
Machine Learning, Bayesian Classifiers, k-Means Clustering, Decision Trees, Random Forests, Dimensionality Reduction
Regression, Time-Series, ARIMA, GARCH, Instrumental Methods, dummy variables, factor analysis, principal component analysis (PCA) Monte Carlo method, numerical methods
stochastic processes, stochastic calculus, extreme value theory, non-normal probability density functions, skew (3rd moment), kurtosis (4th moment), Ito's Lemma, linear algebra, discrete math, vector calculus, ordinary differential equations, partial differential equations