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Josep Rubió Piqué

This is my website.

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My development setup using LXC Containers

I work on side projects almost all the time. Not like all the time, but I mean I always have some side thing going on. I have tried different things during all these years, but what ended up working for me after trying half a dozen setups is basically a laptop as my frontend and a server as the engine. Specifically: Laptop with IDE on the frontend. Currently, I use a 16’’ MacBook Pro. I tried a…

Public Companies Merton Probabilities of Default with public data

The views and opinions expressed in this post are solely my own and do not necessarily reflect those of my employer. This content is for general informational purposes only and does not constitute professional advice. This is a simplified but (hopefully) useful explanation of what the Merton probability of default (PD) model is and why it matters. Let’s start with why this is needed and then dig…

How LLMs Simplify and Improve Model Validation in Banking

The views and opinions expressed in this post are solely my own and do not necessarily reflect those of my employer. This content is for general informational purposes only and does not constitute professional advice. TL;DR: This post walks through the steps of a banking Model Validation assisted by LLMs. There's already tons of LLM-related material and the results might seem obvious to some…

A not so fast implementation of cosine similarity in C++ and SIMD

Edit: This post made it to the front page of Hacker News! You can find the discussion here.

Playing with genetic algorithms in python

Edit: This post made it to the front page of Hacker News! You can find the discussion here.

I invented a board game and played against Chat GPT

A few weeks ago in a HN thread about chat GPT and chess this happened: