Quantitative Finance Weekly Seminar

Please join us for a lecture with David Shimko, professor, Finance and Risk Engineering, NYU Tandon. Thursday, February 21, 2019 at 6:00pm – Thursday, February 21, 2019 at 7:30pm Event MakerSpace 6 MetroTech Center, 1st floor Brooklyn, NY 11201

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, Room 131 (ground floor). Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance. 11 E Loop Road New York, NY 10044 All seminars are from 6:00pm … Continue reading Incorporation of Text News Analytics in Risk Assessment →

Dear All, You are cordially invited to attend the upcoming FRE Lecture on Thursday, February 28th at 6PM in  5 MetroTech Center, room LC 400 (4th Floor) Brooklyn, NY 11201 Dr. Bob Kricheff will present a talk on the following topic: Title:  The Danger of Averages, Indexes and the Power of Goodhart’s Law Abstract:  Investors … Continue reading The Danger of Averages, Indexes and the Power of Goodhart’s Law →

You are invited to attend the Mathematical Finance Seminar @ NYU Courant on March 5, 5:30PM: Repo Haircut and Pricing Speaker: Wujiang Lou Location: NYU Courant, Warren Weaver Hall, 251 Mercer St., room 1302 (on the 13th floor) Date: Tuesday, March 5, 2019, 5:30 PM Schedule: 5:10 PM: Registration 5:30 PM: Presentation 6:30 PM: Networking 7:00 PM: The END Abstract Repo … Continue reading Repo Haircut and Pricing →

Dear All, You are cordially invited to attend the upcoming FRE Lecture on Thursday, March 7th at 6PM in  Room LC400 5 MetroTech Center, 4th floor Brooklyn, NY 11201 Dr. Jifei Wang will present a talk on the following topic: Title:  Deep Residual Learning for Portfolio Optimization: With Attention and Switching Modules Abstract:  This paper studies … Continue reading Deep Residual Learning for Portfolio Optimization: With Attention and Switching Modules →

Please join us for a lecture with Carey Caginalp, University of Pittsburgh Friday, March 8, 2019 at 1:00pm – 2:30pm Room LC400 5 MetroTech Center, 4th floor Brooklyn, NY 11201

Thalesians Seminar (New York) — Dmitriy Muravyev — Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees   Dmitriy Muravyev Agenda Tuesday, March 12, 2019: 5:45 PM Registration (Register … Continue reading Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees →

You are cordially invited to attend the upcoming FRE Lecture on Thursday, March 14, 2019 at 6:00pm – 7:30pm Event MakerSpace 6 MetroTech Center, 1st floor Brooklyn, NY 11201 Dr. David … Continue reading Neural Network Mortgage Prepayment Model →

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, 5th Floor Conference Room. Through the talks this semester, we are … Continue reading Reinforcement Learning and the Discovery of Arbitrage Opportunities →

>You are cordially invited to attend the upcoming FRE Lecture on Thursday, March 28th at 6PM in the Event MakerSpace - Rogers Hall, 1st Floor. Dr. Antigoni Polychroniadou will present … Continue reading Privacy Preserving Predictions →