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
- Market microstructure and trading costs
- Portfolio and risk management
- Pricing, hedging 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. All seminars are held online as per the schedule below.
Seminar Organizer(s): Prof. Petter Kolm
Past Events
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Tuesday, December 4, 20185:30PM, Warren Weaver Hall 1302
Collateralized Networks
Samim Ghamami, Goldman Sachs -
Tuesday, November 13, 20185:30PM, Warren Weaver Hall 1302
The Impact of Disputes on Financial Markets – Two Recent Case Studies
Rick Grove and Bob Selvaggio, Rutter Associates -
Tuesday, November 6, 20185:30PM, Warren Weaver Hall 1302
Time Scales in Finance & Event-Driven Modeling
Mike Lipkin -
Tuesday, October 23, 20185:30PM, Warren Weaver Hall 1302
In-depth Dive into Short-term Alpha Profiling of Portfolio Managers
Vlad Rashkovich, Bloomberg LP -
Tuesday, October 2, 20185:30PM, Warren Weaver Hall 1302
Incorporation of Text News Analytics in Risk Assessment
Dan diBartolomeo, Northfield Information Services, Inc.