Quantitative Finance Weekly Seminar

Dear All, You are cordially invited to attend the NYU FRE Lecture Series on Thursday, October 10th in the Dibner Auditorium (5 MetroTech Center - 1st Floor) at 6 p.m. Dr. Mykhaylo Shkolnikov will present a talk on the following topic: Title: From Systemic Risk to Supercooling and Back Abstract: I will explain how structural … Continue reading NYU FRE Lecture Series: Mykhaylo Shkolnikov →

Systematic Strategies and Machine Learning   A Talk by Kevin Noel Wednesday, October 16 5:45 PM Registration 6:00 PM Seminar Begins 7:30 PM Reception   Abstract Systematic strategies have a long history in the field of investment area, encompassing the high-frequency ones as well as low-frequency strategies. Over the last decade, the rise of ETF, … Continue reading IAQF/THALESIANS – SYSTEMATIC STRATEGIES AND MACHINE LEARNING →

Dear All, You are cordially invited to attend the FRE Lecture Series on Thursday, October 17th in the Pfizer Auditorium  on the 1st Floor of the Dibner Library (5 MetroTech Center) at 6PM. Dr. John Crosby will present a talk on the following topic: Title: Unspanned Risks, Negative Local Time Risk Premiums, and Empirical Consistency … Continue reading NYU FRE Lecture Series: John Crosby →

The mathematical finance seminar covers a broad range of topics in mathematical and quantitative finance, including: Data science and machine learning in finance Big data and econometric techniques Quantitative finance Portfolio and risk management Pricing and risk models Regulation and regulatory models Trading strategies and back testing Presenters include invited visitors and NYU Courant faculty. … Continue reading NYU Courant: Mathematical Finance Seminar →

Dear All, You are cordially invited to attend the FRE Lecture Series on Thursday, October 24th in the Pfizer Auditorium  on the 1st Floor of the Dibner Library (5 MetroTech Center) at 6:30PM. Dr. Nassim N. Taleb will present a talk on the following topic: Title: The Statistical Consequences of Fat Tails Abstract: While everyone … Continue reading NYU FRE Lecture Series: Nassim Nicholas Taleb →

The mathematical finance seminar covers a broad range of topics in mathematical and quantitative finance, including: Data science and machine learning in finance Big data and econometric techniques Quantitative finance Portfolio and risk management Pricing and risk models Regulation and regulatory models Trading strategies and back testing Presenters include invited visitors and NYU Courant faculty. … Continue reading NYU Courant: Mathematical Finance Seminar →

Dear All, You are cordially invited to attend the FRE Lecture Series on Thursday, October 31st, 6 MetroTech Center),at 6:00PM. Dr. Pasquale Cirillo will present a talk on the following topic: Title: The Distortions of Finance Abstract: Finance is a world of distortions. Many tools we use, many findings we know are actually the result … Continue reading NYU FRE Lecture Series: Pasquale Cirillo →

Recent Trends and Challenges in Treasury and Capital Markets From A Practitioner's Viewpoint Speaker: Tat Sang Fung, President and Senior Advisor, Finch Lead Location: Warren Weaver Hall 1302 Date: Tuesday, November 5, 2019, 5:30 p.m. Synopsis: We will discuss recent trends and challenges has demanded expertise from different areas including big data, data science, economics … Continue reading Mathematical Finance & Financial Data Science Seminar →

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Bloomberg Center at Cornell Tech, Room 061/071. Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance. 2 West Loop Road New York, NY 10044 All seminars are … Continue reading Cornell – Citi Financial Data Science Seminar →

Dear All, You are cordially invited to attend the FRE Lecture Series on Thursday, November 7th in LC 400, Bern Dibner Library, 4th Floor (5 MetroTech Center), at 6:00PM. Dr. Aparna Gupta will present a talk on the following topic: Title: Identifying the Risk Culture of Banks Using Machine Learning Abstract: We introduce text mining … Continue reading NYU FRE Lecture Series: Aparna Gupta →