Here is a summary of the papers and books I have written, all of books are available on Amazon Kindle Unlimited (and of course, you can also get the paperback version if you don’t mind paying for it).
Papers
- A Filtered Historical Simulation Approach to Macroeconomic Scenario Analysis
- A Quantum Mechanical Financial Time Series Model
- A Simulation Methodology Consistent with the Prices of Plain Vanilla, One Touch and VIX Options
- On the Kelly Criterion in Stock Investment