Fernando Suarez

• Master of Science
• Portfolio manager at Fintual

We propose a new approach to portfolio optimization that utilizes a unique combination of synthetic data generation and a CVaR-constraint. We formulate the portfolio optimization problem as an asset allocation problem in which each asset class is accessed through a passive (index) fund. The asset-class weights are determined by solving an optimizat...

Despite the fact that JSON is currently one of the most popular formats for exchanging data on the Web, there are very few studies on this topic and there is no agreement upon a theoretical framework for dealing with JSON. Therefore in this paper we propose a formal data model for JSON documents and, based on the common features present in availabl...

Despite the fact that JSON is currently one of the most popular formats for exchanging data on the Web, there are very few studies on this topic and there are no agreement upon theoretical framework for dealing with JSON. There- fore in this paper we propose a formal data model for JSON documents and, based on the common features present in availab...

JSON -- the most popular data format for sending API requests and responses -- is still lacking a standardized schema or meta-data definition that allows the developers to specify the structure of JSON documents. JSON Schema is an attempt to provide a general purpose schema language for JSON, but it is still work in progress, and the formal specifi...