10 Sigma Risk

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10 Sigma Risk LLC provides consulting services to risk managers and data analysts in the financial industry. Please contact me at "jyoon@10sigmarisk.com" for a free consultation. The company's name, 10 σ risk (pronounced ten sigma risk), stands for our 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 Scientist 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.

Linkedin.com profile (external) LinkedIn.com/in/JenniferYoon

GitHub account (external) GitHub.com/JennEYoon

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