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Keen on QF FX & IRDQ
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Keen on QF FX & IRDQ
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AKToure/README.md
Alpha Stochastic Research Logo

Alpha Kabinet TOURE

Founder & CEO · Alpha Stochastic Research
Quant Research Trainee · D+A Strategies

Fixed Income Quantitative Finance · Interest Rate Derivatives
Term Structures · Stochastic Modelling · Pricing & Hedging · Scientific Computing




Quantitative Profile

I work primarily in Fixed Income Quantitative Finance, with a particular focus on Interest Rate Derivatives.

My interests sit at the intersection of term-structure modelling, stochastic processes, derivatives pricing, hedging, numerical methods, and quantitative research infrastructure. I am particularly interested in turning mathematical models into transparent, reproducible implementations that can be tested against financial data and clearly audited.

Alongside my engineering studies at the Université de Technologie de Troyes, I founded Alpha Stochastic Research (ASR) and participate in quantitative research and systematic strategy work through D+A Strategies.

Core Focus

Rates & Derivatives

  • Yield-curve construction
  • Discounting & forward rates
  • Bonds, FRAs & swaps
  • Caps, floors & swaptions
  • Interest-rate risk & hedging
  • Multi-curve frameworks

Quantitative Modelling

  • Short-rate models
  • Stochastic processes
  • Monte Carlo methods
  • Calibration & validation
  • Numerical optimization
  • Statistical modelling

Research Engineering

  • Reproducible research
  • Scientific Python
  • Backtesting & evaluation
  • Numerical experiments
  • Open-source research software
  • Technical documentation

Research Record

Selected SSRN Research

Research Area Record
Joint Learning of Local-Stochastic Volatility Calibration: A Projection-Constrained Neural Operator Approach Derivatives · LSV · Neural Operators SSRN 7240319
ASRQuant: From Scientific Literature to Auditable Quantitative Decisions and Algorithmic Trading Quant Research Infrastructure · Scientific Computing SSRN 7217798
From Forecast-Centric to Trading-Aware: A Risk-Constrained Decision Layer for Agentic Financial Time-Series Workflows Time Series · Risk · Agentic Systems SSRN 7217521
Non-Asymptotic Stability and Turnover of Risk-Parity Allocations: ERC Smoothness and Hierarchical Boundary Effects Portfolio Risk · ERC · Hierarchical Allocation SSRN 7187538
Bachelier’s Theory of Speculation Revisited: A Reproducible Reconstruction of the Origins of Quantitative Finance Financial Mathematics · Reproducibility SSRN 7089998

Research Software & Open Work

Project Focus Access
Deep Hedging under Transaction Costs Neural hedging · CVaR · Transaction costs · Stochastic simulation Paper · GitHub · PyPI
Bachelier’s Theory of Speculation Revisited Brownian motion · Option pricing · Reproducibility DOI
ASR Open Research & Reproducibility Framework Research governance · Open science · Reproducibility DOI
asr-open-sc Scientific research infrastructure DOI

Technical Stack

Scientific Computing



Quantitative Modelling & ML



Research Engineering

Current Roles

Organization Role Focus
Alpha Stochastic Research Founder & CEO Quantitative research · Research infrastructure · Scientific direction
D+A Strategies Quant Research Trainee Systematic research · Market analysis · Strategy development & backtesting
Université de Technologie de Troyes Engineering Student Engineering · Mathematics · Operational research

Alpha Stochastic Research

I founded Alpha Stochastic Research to build a structured environment for quantitative research, reproducible modelling, technical training, and open scientific work.

ASR develops research projects, software, notebooks, publications, and collaborative workflows across quantitative finance and scientific computing.

Alpha Kabinet TOURE
Fixed Income Quantitative Finance · Interest Rate Derivatives



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