Stats📊Finance🏦Programming💻 Books📚Maths🧮 #WomeninScience | Mexican in London 🇲🇽🇬🇧 @warwickuni Phd | Sígueme también en español @DialidSantiago
Joined May 2016
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17 Dec 2024
✨🎄Advent Calendar 2024 : Stochastic Processes🎄
🚀 Day 17 : Constant Elasticity Variance (CEV) process
quantgirl.blog/advent-calend…
#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode
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Quant Girl 👩🏽💻🌸 retweeted
19 Jul 2025
1/N I’m excited to share that our latest @OpenAI experimental reasoning LLM has achieved a longstanding grand challenge in AI: gold medal-level performance on the world’s most prestigious math competition—the International Math Olympiad (IMO).
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Quant Girl 👩🏽💻🌸 retweeted
16 Jul 2025
Humanity has prevailed (for now!)
I'm completely exhausted. I figured, I had 10h of sleep in the last 3 days and I'm barely alive.
I'll post more about the contest when I get some rest.
(To be clear, those are provisional results, but my lead should be big enough)
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Quant Girl 👩🏽💻🌸 retweeted
20 Dec 2024
I always look forward to sharing my annual list of favorite books, movies, and music. Today I’ll start by sharing some of the books that have stuck with me long after I finished reading them.
Check them out this holiday season, preferably at an independent bookstore or library!
ALT My favorite books of 2024: The Anxious Generation - Jonathan Haidt Intermezzo - Sally Rooney Patriot - Alexei Navalny Orbital - Samantha Harvey The Anthropologists - Ayşegül Savaş Stolen Pride - Arlie Russell Hochschild In Ascension - Martin MacInnes Growth - Daniel Susskind Someone Like Us - Dinaw Mengestu The Work of Art - Adam Moss
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17 Dec 2024
✨🎄Advent Calendar 2024 : Stochastic Processes🎄
🚀 Day 17 : Constant Elasticity Variance (CEV) process
quantgirl.blog/advent-calend…
#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode
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17 Dec 2024
🌟 Random Facts🌟
💫 The CEV model was first introduced by economist John Cox in 1975 in his seminal paper “Notes on Option Pricing I: Constant Elasticity of Variance Diffusions.” Cox proposed the model as a more realistic alternative to the Black-Scholes framework
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17 Dec 2024
More about this process and the complete Advent Calendar 🎄📅 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog
quantgirl.blog/advent-calend…
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16 Dec 2024
✨🎄Advent Calendar 2024 : Stochastic Processes
Day 16: Cox-Ingersoll-Ross Process
quantgirl.blog/advent-calend…
#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode
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16 Dec 2024
🌟 Random Facts🌟
💫 The CIR model was introduced in 1985, by economists John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross as an extension of the Vasicek model, in their seminal paper “A Theory of the Term Structure of Interest Rates”
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16 Dec 2024
More about this process and the complete Advent Calendar 🎄📅 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog
quantgirl.blog/advent-calend…
#AdventCalendar #AdventOfCode #Stats #Mathematics #WomenWhoCode
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15 Dec 2024
✨🎄Advent Calendar 2024 : Stochastic Processes
🚀Day 15 : Mixed Poisson Process
quantgirl.blog/advent-calend…
The Mixed Poisson Process (MPP) is an extension of the classical Homogeneous Poisson process that incorporates randomness into the rate parameter
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15 Dec 2024
🌟 Random Fact🌟
💫 Mixed Poisson processes were first introduced in 1938 by French 🇫🇷mathematician J. Dubourdieu, who wanted to describe the number of claims, in fixed periods, occurring in sickness and accident insurance
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15 Dec 2024
More about this process and the complete Advent Calendar 🎄📅 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog
quantgirl.blog/advent-calend…
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14 Dec 2024
✨🎄Advent Calendar 2024 : Stochastic Processes
🚀Day 14 : Non-homogeneous Poisson Process
quantgirl.blog/advent-calend…
#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode
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13 Dec 2024
✨🎄Advent Calendar 2024 : Stochastic Processes
#HappyFriday everyone🩵
quantgirl.blog/advent-calend…
🚀Day 13 : Vasicek Model
#AdventCalendar #AdventOfCode #Statistics #Mathematics #DataViz #WomenWhoCode
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13 Dec 2024
💫The model has closed-form solutions for bond prices, making it computationally efficient and widely adopted in practice
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13 Dec 2024
More about this process and the complete Advent Calendar 🎄📷 with links for further reading and the source code (which will be available in my GitHub at the end of the countdown) in my blog
quantgirl.blog/advent-calend…
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