- URL: https://medium.com/@ibrahimlanre1890
- Author: Ibrahim Lanre Adedimeji (https://www.linkedin.com/in/ibrahim-lanre/)
- About the author:
- Ibrahim has a dual background in applied and computational mathematics and is currently a quantitative researcher (Defi) at Celerfi.
- He develops algorithmic trading systems by combining mathematics, machine learning, high-performance computing, and distributed back-end design. His work lies at the intersection of quantitative research, competitive programming and low-latency systems
- His current interests are:
- Market microstructure and execution strategies
- Machine learning for trading and predictive modeling
- Advanced mathematical research
- Low-latency systems
- FPGA/HPC applications in quantitative finance
- About the website:
- A Medium page with posts that present mathematical models related to Quantitative Finance, accompanied by clear explanations and real-world examples.
- The page also features publications related to Computer Science: algorithms, databases, programming, etc.
- Highlights:
- From Dense to Sparse: Numerical Methods for Quant Finance
- From Diffusion to Jumps: Lévy Model in Finance
- Changing the Odds , Pricing the Future : Girsanov and Radon‑Nikodym
- Volterra Processes: Modelling Market Memory
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Academic Contributors
Alberto Bueno Guerrero
Lead Author
PhD in Banking & Finance
BSc Physics (Theoretical Physics)
BSc Economics (Quantitative Economics)
Independent Researcher in Quantitative Finance
Educational content author
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