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, November 26, 20195:30PM, Warren Weaver Hall 1302
Anomaly Detection for Financial Time Series
Michael Rabadi, quantPORT -
Wednesday, November 20, 20193:30PM, 60 Fifth Avenue Room 527
Natural Language Processing and its Applications in Finance
Peter Hafez, RavenPack -
Wednesday, November 13, 20194PM, Warren Weaver Hall (Email organizer for room location)
Improving Reinforcement Learning Algorithms: Towards Optimal Learning Rate Policies
Charles-Albert Lehalle, Capital Fund Management (CFM) -
Tuesday, November 12, 20195:30PM, Warren Weaver Hall 1302
Model Risk Management for Alpha Strategies created with Deep Learning
Ben Steiner, Global Fixed Income, BNP Paribas Asset Management -
Tuesday, November 5, 20195:30PM, Warren Weaver Hall 1302
Recent Trends and Challenges in Treasury and Capital Markets From A Practitioner's Viewpoint
Tat Sang Fung, President and Senior Advisor, Finch Lead -
Tuesday, October 29, 20195:30PM, Warren Weaver Hall 1302
Relearning the Lessons of the Global Financial Crisis
David M. Rowe, President of David M. Rowe Risk Advisory -
Wednesday, October 23, 20193:30PM, 60 Fifth Avenue Room 527
Learning Hidden Markov Models by Penalizing Jumps
Peter Nystrup, Postdoctoral Fellow, Lund University & Visiting Researcher at NYU Courant -
Tuesday, October 22, 20195:30PM, Warren Weaver Hall 1302
Increasing After-tax Returns in Wealth Management - Tax Optimization
Eric Bronnenkant, Head of Tax, Betterment -
Tuesday, October 8, 20195:30PM, Warren Weaver Hall 1302
Big Data and AI Strategies: Machine Learning and Alternative Data Approaches to Investing
Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America -
Tuesday, September 24, 20195:30PM, Warren Weaver Hall 1302
An Enhanced Initial Margin Methodology to Manage Tail Credit Risk
Lucia Cipolina Kun, Morgan Stanley