Quantitative Finance Weekly Seminar

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 … Continue reading NYU Courant: Mathematical Finance Seminar →

Dear All, You are cordially invited to attend the FRE Lecture Series on Thursday, November 14th in the Event MakerSpace (6 MetroTech Center, Brooklyn, NY) at 6:00 p.m. Dr. David Shimko will present a talk on the following topic: Title: A Structural Model for Capital Market Equilibrium Bio: Dr. David Shimko is an Industry full … Continue reading NYU FRE Lecture Series: David Shimko →

Please join us for the next installment of the Bloomberg Quant (BBQ) Seminar Series. The seminar takes place every month and covers a wide range of topics in quantitative finance. In this session chaired by Bruno Dupire, Peter Carr will present his current research, followed by several “lightning talks” of 5 minutes each in quick … Continue reading Bloomberg Quant (BBQ) Seminar Series →

Dear All, You are cordially invited to attend the FRE Lecture Series on Thursday, November 21st in LC 400 Dibner Library - 4th Floor (5 MetroTech Center, Brooklyn, NY) at 6:00 p.m. Dr. Ben Steiner will present a talk on the following topic: Title: Model Risk Management for Trading Strategies Built with Deep Learning Abstract … Continue reading NYU FRE Lecture Series: Ben Steiner →

Dear All, You are cordially invited to attend the last FRE Lecture Series for the Fall 2019 semester on Thursday, December 5th in the Event MakerSpace (6 MetroTech Center, Brooklyn, NY) at 6:00 p.m. Dr. Yuewu Xu will present a talk on the following topic: Title: A New Approach to Recover Risk-Neutral Distributions From Options … Continue reading NYU FRE Lecture Series: Yuewu Xu →

FinTech Applications of AI & Machine Learning in B2B space With its formidable datasets within domain sets like credit default, economic, security ratings, firmographic & people data, Moody’s is well positioned to develop new products to serve the needs of its clients. The Moody’s Analytics Accelerator group aims to identify, research and develop new business … Continue reading FinTech Seminar Series →

Dear All, We are delighted to announce the new Brooklyn Quant Experience (BQE) Lecture Series (formerly known as the FRE Lecture Series), which will begin Thursday, January 30th at 6PM in the Event MakerSpace, 6 Metrotech Center, 1st Floor. To kickoff our first lecture this spring, we have invited Dr. Milind Sharma who will present … Continue reading BROOKLYN QUANT EXPERIENCE LECTURE SERIES: MILIND SHARMA →

  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, February 6th at 6PM in LC 400, Dibner Building, 5 Metrotech Center - 4th Floor. Title: Practical Deep Reinforcement Learning Abstract We present a Deep Reinforcement Learning approach to solving a dynamic periodic review inventory system with stochastic … Continue reading Brooklyn Quant Experience Lecture Series: Dhruv Madeka →

  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, February 13th at 6PM in LC 400, Dibner Building, 5 Metrotech Center - 4th Floor. Dr. Harvey Stein will present a talk on the following topic: Title: A Unified Framework for Default Modeling Abstract Credit risk models largely … Continue reading Brooklyn Quant Experience Lecture Series: Harvey Stein →

  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, February 20th at 6PM in the Event MakerSpace - 6 MetroTech Center, 1st Floor. Dr. Claudio Tebaldi will present a talk on the following topic: Title: Arbitrage Pricing Implications of Cascade Risk Abstract Traditional approach to valuation by … Continue reading Brooklyn Quant Experience Lecture Series: Claudio Tebaldi →