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 29, 20225:30PM, Online Zoom access provided to registrants
The Algorithmic Learning Equations: Evolving Strategies in Dynamic Games
José Penalva, Department of Business, Universidad Carlos III -
Tuesday, November 22, 20225:30PM, Online Zoom access provided to registrants
A Sparsity Algorithm for Finding Optimal Counterfactual Explanations: Application to Corporate Credit Rating
Dan Wang, Moody’s Analytics Inc. -
Tuesday, November 15, 20225:30PM, Online Zoom access provided to registrants
AI driven liquidity provision in OTC financial markets
Roel Oomen, Deutsche Bank & London School of Economics -
Tuesday, November 8, 20225:30PM, Online Zoom access provided to registrants
Expected Returns and Foundation Models of Language
Dacheng Xiu, Booth School of Business, University of Chicago -
Tuesday, November 1, 20225:30PM, Online Zoom access provided to registrants
Conditional Portfolio Optimization - Adapting Capital Allocations to Market Regimes via Machine Learning
Ernest Chan, Founder and CEO, Predictnow.ai Inc. -
Tuesday, October 25, 20225:30PM, Online Zoom access provided to registrants
The Informational Content of Cross-Sectional Multi-level Order Flow Imbalance in US Equity Markets
Nicholas Westray, Head of Execution Research, Multi-Asset Solutions - AllianceBernstein & NYU Courant -
Tuesday, October 18, 20225:30PM, Online Zoom access provided to registrants
Modelling prices and volatilities at mesoscopic scales using feedback. A talk in fond memory of Marco Avellaneda (1955-2022)
Mike Lipkin, NYU Tandon, FRE -
Tuesday, October 11, 20225:30PM, Online Zoom access provided to registrants
An Introduction to causal AI for Institutional Investment Managers
Ben Steiner, General Manager, causaLens -
Tuesday, October 4, 20225:30PM, Online Zoom access provided to registrants
Getting more for less - better A/B testing via causal regularization
Kevin Webster, Citadel -
Tuesday, September 27, 20225:30PM, Online Zoom access provided to registrants
EXPLO: A Unified Model of Investor Utility, Valuation, and Liquidity
Emilian Belev, CFA, ARPM, NORTHFIELD