Mathematical Finance & Financial Data Science Seminar
The mathematical finance & financial data science 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
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This seminar series is part of the Quantitative Finance & Financial Data Science Working Group's activities at NYU Courant, organized by Petter Kolm (email: petter DOT kolm AT nyu DOT edu).
Presenters include invited visitors and NYU Courant faculty. Seminar presentations often cover original research. The seminar meets monthly on Tuesdays at 5:30 pm to 7 pm in room 1302 of Warren Weaver Hall at 251 Mercer Street, unless specified otherwise. Please make sure to check the exact schedule and room assignment.
Seminar Organizer(s): Petter Kolm
Tuesday, September 28, 20215:30PM, Online Zoom access provided to registrants
Systematic Pricing and Trading of Municipal Bonds
Sudar Purushothaman, Foundation Credit
Tuesday, October 12, 20215:30PM, Online Zoom access provided to registrants
Crypto Assets and their Derivatives
Amir Sadr and Jason Thelen, CorePoint Partners and RelativeValue LLC
Tuesday, October 19, 20215:30PM, Online Zoom access provided to registrants
Leveraging “Nowcasting frameworks” across a dynamic recovery within fundamental research
Dan Duggan, Vice President · Global Investment Research Goldman Sachs
Tuesday, November 2, 20215:30PM, Online Zoom access provided to registrants
How the Pandemic Taught Us to Turn Smart Beta into Real Alpha
Dan diBartolomeo, President, Northfield Information Services, Inc.
Tuesday, November 16, 20215:30PM, Online Zoom access provided to registrants
SciPhy RL: Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs
Igor Halperin, VP of AI Asset Management, Fidelity Investments
Tuesday, December 7, 20215:30PM, Online Zoom access provided to registrants
Machine Learning in Banking
Agus Sudjianto, Ph.D, EVP Head of Corporate Model Risk, Wells Fargo & Company