Apply Machine Learning to address complex business challenges.
LOLML is an agile and experienced team of Machine Learning Engineers and Mathematicians. We thrive in fast-paced environments that require clear and fast thinking and focused execution towards a well-defined measurable goal.
Capabilities
A selection of technologies we successfully applied to solve client’s problems.
Machine Learning
Deep learning models. Language models. Computer vision. Reinforcement learning (automated trading context). Probabilistic modeling.
Simulation
Stochastic processes (discrete, continuous, jumps, etc.), SDEs, SPDEs, Time-series modeling: ARMA/GARCH and friends. Dependence modeling.
Data
Exploratory and statistical data analysis. Data retrieval. Web scraping. Data transformation and cleaning. Batch processing of large datasets.
Optimization
Convex optimization, large LP/QP problems. Discrete and mixed-integer problems. Model fitting. Global optimization. Moment-based optimization.
Portfolio optimization
Classical Markowitz, risk-parity, risk-budgeting, CVaR and VaR optimization problems. LP reformulations. Regularization and denoising. Linear and exotic constraints.
Financial Modeling
Interest rate models, volatility, FX modeling. Pricing: CDSs, bonds, CDOs, other toxic garbage. Electricity markets. Algorithmic trading (low freq): Strategy backtesting. Market mechanics simulation.
Reach out to us
Have questions? Feel free to contact us using the form below. We're here to help!
Email us
lol@lolml.com
Call us
+49 1514 339 5804