Emiel Lemahieu
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Emiel Lemahieu

Quant Researcher

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  • Research Projects
  • Robo Trader Demo
  • SPT
  • MSc Theses and Supervision

    • Recent updates

  • Generating drawdown-realistic financial price paths using path signatures
  • Explainable data-driven portfolio construction with conditional bootstrapped Shapley values
  • R/Finance 2022 - Portfolio drawdown optimization with generative machine learning
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