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 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 -
Tuesday, November 30, 20215:30PM, Online Zoom access provided to registrants
Is Information Extracted from Earnings Call Transcripts Using Natural Language Processing Predictive of Future Stock and bond Returns?
Arik Ben Dor, Head of Quantitative Equity Research, Barclays -
Tuesday, November 23, 20215:30PM, Online Zoom access provided to registrants
Calibrating FX local volatility or leverage functions with standard Monte-Carlo simulations
Orcan Ogetbil, Wells Fargo -
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, November 9, 20215:30PM, Online Zoom access provided to registrants
Advances in Alternative Data Technology
Gene Ekster, AltDG CEO, NYU adjunct professor. -
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, October 26, 20215:30PM, Online Zoom access provided to registrants
Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Nicholas Westray, Alliance Bernstein - Multi-Asset Solutions & NYU-Courant Institute -
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, 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, September 28, 20215:30PM, Online Zoom access provided to registrants
Systematic Pricing and Trading of Municipal Bonds
Sudar Purushothaman, Foundation Credit