lisson.constantin

At Raisin, I work on fair, effective investment solutions for private investors.

I also teach statistics, econometrics, and data science at universities, companies, or to whomever will sit through it.

Teaching

Lecture slides from an undergraduate data science course.

Writing

Using Prospect Theory to Determine Investor Risk Aversion
In: Liermann, V., Stegmann, C. (eds). The Impact of Digital Transformation and FinTech on the Finance Professional. Palgrave Macmillan · 2019
Robust Filtering for Financial Time Series
Master thesis · SSRN · 2017

Experiments

Meaningless Price Path
A freshly generated meaningless price path, based on a Brownian Motion with drift — the model that says markets are efficient and your stock picks are pure luck. Consider it an invitation to meditate on how false pattern recognition may lead one astray.
字 Radix — Learn characters without brute force →
An app Claude and I built for learning Chinese and Japanese characters without spaced repetition and without rote visual memorization. Built for my own study, shared because it might help someone.
Game of Life →
Conway’s cellular automaton — a few rules about birth and death on a grid, out of which gliders, oscillators, and deterministic chaos emerge. Cells are coloured by how crowded their neighbourhood is.
Shrinkage — Lasso, Ridge, and Elastic Net →
An interactive version of Tibshirani’s “Lasso Picture” to illustrate what the penalty parameter does in regularized regression and how shrinkage and variable selection are special cases of the elastic net idea.

Elsewhere

Find me on LinkedIn, book a time to talk, or write to public@lisson.co.