The Aftermaths

Quantum technology in France: key developments, insights from industry leaders, and its future trajectory

Maxime Hardy

15 Jan 2024

Notes, insights, key players Previously: Fanny Bouton, Octave Klaba (OVHcloud): «We should build Quantum ecosystem on a European scale». «The businnesses, in order not to compromise their future, must commit 1M€ to quantum technology for...

Interpretability in Machine learning from a Responsible AI perspective (3): best practices

Maxime Hardy

27 Feb 2023

Interpretable machine learning models and debugging, explanation, and fairness techniques offer tremendous intellectual, social, and commercial potential (please refer to the two previous posts: 1. Context and 2. State of the art). This post addresses...

Interpretability in Machine learning from a Responsible AI perspective (1): the context

Maxime Hardy

20 Feb 2022

This post opens a sequence on Interpretable machine learning addressing its context, nomenclature and definitions. The continuation follows: 2. State of the art and 3. Limitations and best practices. Contents Definitions, examples Machine Learning Interpretability:...

Interpretability in Machine learning from a Responsible AI perspective (2): Overview of techniques

Maxime Hardy

13 Feb 2022

This post presents modern mechanisms and techniques for training interpretable models, it continues the series on interpretable models (please refer to the neighboring posts: 1. Context and 3. Best practices). The motivation for the used...

Reverse Engineering the source code of the BioNTech/Pfizer SARS-CoV-2 Vaccine

Bert Hubert

25 Dec 2020

In this blog post, Bert Hubert takes a character-by-character look at the source code of the BioNTech/Pfizer SARS-CoV-2 mRNA vaccine. Now, these words may be somewhat jarring - the vaccine is a liquid that gets...

Financial Engineering and Risk Management tutorials: 2. Interest Rate Instruments

Maxime Hardy

22 Nov 2018

This tutorial is a guide to do regression analysis on Libor rates data, both analytically and using gradient descent. C’est un support des travaux dirigés pour le cours de M1/M2 “Financial Engineering and Risk Management”...

Financial Engineering and Risk Management tutorials: 1. Interest Rate Instruments

Maxime Hardy

15 Nov 2018

This tutorial is a guide for a data analysis on the Libor rates data (similar to the one done in class for swap rates). C’est un support des travaux dirigés pour le cours de M2...

Financial Engineering and Risk Management tutorials: Model Calibration

Maxime Hardy

05 Nov 2018

This tutorial gives hands-on experience on descriptive analysis (visualization, implied volatility) for option pricing, and model calibration on virtual option data (finding optimal initial start point for optimization routine, calibrating stochastic models on a dataset)....

Financial Engineering and Risk Management tutorials: Option Pricing

Maxime Hardy

25 Oct 2018

This tutorial is a guide for pricing European put option using either numerical integration or FFT. The second approach is useful since one only needs to specify the model’s characteristic function, instead of the density...

Fast and precise writing methodology: How To Write A Thesis When You’re Short On Time

Dora Farkas

23 Jul 2014

TLDR: Always know what your hypothesis is or what questions your thesis is asking. You must be able to summarize your thesis in one sentence such as: “The purpose of this thesis is to….” If...

Protecting the core banking system: Volcker, Vickers and beyond

Maxime Hardy

13 Jan 2012

TLDR: The 2008 financial crisis prompted global regulatory reforms like the US Volcker Rule and the UK’s Vickers Report to separate risky trading from retail banking, aiming to protect taxpayers and stabilize the core banking...

About this blog

Maxime Hardy

01 Jul 1900

Hello and welcome to the “AfterMaths”! This blog is Maxime Hardy’s medium to produce, accumulate and store content. It contains notes, teaching materials or analyses on: applications of applied mathematics in industry: algorithms, financial modeling,...