Quantitative Finance Weekly Seminar

Join us for the Brooklyn Quant Experience (BQE) Lecture Series on Thursday, November 11th at 6 pm ET on Zoom.  "A Factor Model of Company Valuation" Liuren Wu Distinguished Professor of Finance Baruch College   Attend Virtually >> *Please note a meeting password is required for this event. Meeting ID: 982 6827 3041 Password: BQELW1111

Featuring Machine Learning experts from Cornell, Citi, and more… You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Webinars. Through online talks in Fall 2021, we are excited to collaborate with Citi in highlighting machine learning applications in finance. Our upcoming talk builds on the neural network modeling topic … Continue reading Cornell – Citi Financial Data Science Webinars →

Join us for the Brooklyn Quant Experience (BQE) Lecture Series on Thursday, November 18th at 6 pm ET on Zoom. Only NYU students, faculty, and staff are allowed to attend in person. All other guests can attend synchronously via Zoom. "Market Liquidity Risk in Financial Markets" Naresh Malhotra Director/Supervisor Societe Generale Attend Virtually >> *Please note a … Continue reading Brooklyn Quant Experience Lecture Series: Naresh Malhotra →

Join us for the Brooklyn Quant Experience (BQE) Lecture Series on Thursday, December 2nd at 6 pm ET on Zoom. Only NYU students, faculty, and staff are allowed to attend in person. All other guests can attend synchronously via Zoom. "Machine Learning in Financial Services" Frederic Siboulet Adjunct Professor NYU Tandon FRE Attend Virtually >> *Please note … Continue reading Brooklyn Quant Experience Lecture Series: Frederic Siboulet →

Join us for last the Brooklyn Quant Experience (BQE) Lecture Series for the Fall 2021 semester on Thursday, December 9th at 6 pm ET on Zoom. Only NYU students, faculty, and staff are allowed to attend in person. All other guests can attend synchronously via Zoom. "Tradable Carbon Permits Auctions Under Regulation and Competition" Bruno … Continue reading Brooklyn Quant Experience Lecture Series: Bruno Kamdem →

The Brooklyn Quant Experience (BQE) Lecture Series returns for the Spring 2022 semester on Thursday, February 10th at 6 pm ET on Zoom. A Gentle Introduction to Adjoint Algorithmic Differentiation (AAD): (How to Better Hedge Financial Risk, Crack Some Puzzles of Condensed Matters and Much More with Upside-Down Derivatives) Luca Capriotti Global Head of Quantitative … Continue reading Brooklyn Quant Experience Lecture Series: Luca Capriotti →

Featuring Machine Learning experts from Cornell, Citi, and more… You and your colleagues are invited to attend the Cornell Financial Data Science Webinars. Through online talks in Spring 2022, we are excited to collaborate with various guest speakers in highlighting machine learning applications in finance. All webinars are from 5:00 pm to 6:00 pm ET. … Continue reading Cornell Financial Data Science Webinars →

Join us for the Brooklyn Quant Experience (BQE) Lecture Series on Thursday, February 17th at 6 pm ET on Zoom. "James-Stein Estimation of Minimum Variance Portfolios" Alex Shkolnik Assistant Professor University of California Santa Barbara Attend Virtually >> *Please note a meeting password is required for this event. Meeting ID: 984 1537 6549 Password: BQEAS217 Abstract In quantitative finance, estimated covariance … Continue reading Brooklyn Quant Experience Lecture Series: Alex Shkolnik →

Join us for the Brooklyn Quant Experience (BQE) Lecture Series on Thursday, February 24th at 6 pm ET on Zoom. "Dependent Stopping Times and an Application to Credit Risk Theory" Alejandra Quintos Lima Ph.D. Candidate in Statistics Columbia University Attend Virtually >> *Please note a meeting password is required for this event. Meeting ID: 983 0682 8534 … Continue reading Brooklyn Quant Experience Lecture Series: Alejandra Quintos Lima →

It is with indescribable sadness that we write to inform you that Professor Peter Carr passed away last week. Peter touched so many lives in the FRE Department, NYU Tandon community, and within the finance industry. Our BQE Lecture Series was created by Peter when he joined the department in 2016. We will keep his … Continue reading Brooklyn Quant Experience Lecture Series: Laura Leal →