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
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
Upcoming Events
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Tuesday, March 28, 2023Level 3 orderbook data, and the contrasting microstructure of US and European equity markets
Elliot Banks - BMLL Technologies
5:30PM, Online
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Tuesday, April 4, 2023zk-SNARK proofs of solvency
Aaron Carl Brown
5:30PM, Online
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Tuesday, April 18, 2023Call Options on Tax-Exempt Bonds Are Pricey
Andrew Kalotay - Kalotay Advisors
5:30PM, Online
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Tuesday, April 25, 2023Excess out-of-sample risk, fleeting modes and Random Matrix Theory
Jean-Philippe Bouchaud - Capital Fund Management
5:30PM, Online
Past Events
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Tuesday, March 21, 2023Empirical deep hedging
Juho Kanniainen - Tampere University, Finland
5:30PM, Online
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Tuesday, March 7, 2023Brokers and Informed Traders: Dealing With Toxic Flow and Extracting Trading Signals
Alvaro Cartea - University of Oxford
5:30PM, Online
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Tuesday, February 21, 2023Deep Learning Statistical Arbitrage
Markus Pelger - Stanford University
5:30PM, Online
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Tuesday, February 14, 2023Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting?
Lisa Goldberg - University of California, Berkeley
5:30PM, Online
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Tuesday, February 7, 2023Towards a Normative Framework for Decumulation Investing
Martellini Lionel - EDHECRisk Institute
5:30PM, Online
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Tuesday, January 31, 2023Uncommon Factors for Bayesian Asset Clusters
Will Cong - Cornell University
5:30PM, Online