Articles

Time Series Database Review: RayforceDB

This article reviews RayforceDB, a game changer for ultra fast time series analysis in Python.

Apr 16 • Anton Vorobets

Sequential Entropy Pooling Article

This post contains the latest version of the Sequential Entropy Pooling Heuristics article by Anton Vorobets.

Apr 9 • Anton Vorobets

Geopolitical Investment Risk Analysis

This article presents how the Causal and Predictive Market Views and Stress Testing framework can be used to analyze geopolitical risks.

Mar 26 • Anton Vorobets

Stop Using SSRN

This article explains why I will stop updating my SSRN author page and where you can find my scientific work in the future.

Mar 19 • Anton Vorobets

Conditional Maximum Loss Limits

This article examines how large Conditional Maximum Loss (CML) problems we can solve on normal-sized servers.

Feb 27 • Anton Vorobets

Conditional Maximum Loss Article

This post contains the latest version of the Conditional Maximum Loss Portfolio Optimization article by Kristensen and Vorobets (2026).

Feb 19 • Anton Vorobets

Resampling Benefits for Investment Simulation

This article summarizes the benefits of resampling methods for high-dimensional investment market simulation.

Feb 12 • Anton Vorobets

Conditional Maximum Loss Portfolio Optimization

This article summarizes the new Conditional Maximum Loss (CML) investment risk measure and presents an exclusive risk budgeting Python case study.

Jan 30 • Anton Vorobets

Major Book Update

This article describes some of the recent and forthcoming updates to the Portfolio Construction and Risk Management book.

Jan 22 • Anton Vorobets

Sequential Entropy Pooling @ University of Hohenheim

Guest lecture presenting the Sequential Entropy Pooling (SeqEP) method by Anton Vorobets at University of Hohenheim.

Jan 15 • Anton Vorobets

50:03

Optimal Gold Allocation

This article performs CVaR portfolio optimization to assess the size of the optimal gold allocation for portfolios with various risk targets.

Dec 30, 2025 • Anton Vorobets

Fully Flexible Resampling Python code

This article presents the Fully Flexible Resampling (FFR) functionality from the fortitudo.tech Python package.

Dec 18, 2025 • Anton Vorobets

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