Personal website of Aurélien Vermylen

The 2048 game

A while ago, I got temporarily addicted to 2048. So much, that I even managed to get a 8192 tile (as you can see from my highscore below).

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Brussels Attacks

As was expected by many terror experts, Brussels has now been hit by terror attacks just yesterday. Two bombs exploded at the international airport of Zaventem. Then, a bomb exploded in a metro that was moving between the Schuman and Maelbeek station.

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Cross-sectional methods for Proxy Credit Spreads

“Nomura” method

Recently, I’ve been working on the so-called “Nomura” method for proxy credit spreads (see this paper). The paper, published in February 2013, basically proposes to model a credit spread by a multiplication of different factors:

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