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
Past Events
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Tuesday, April 26, 20224:30PM, Online
The Virtue of Complexity
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Tuesday, April 12, 20224:20PM, Online
Optimal turnover, liquidity and autocorrelation
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Tuesday, April 12, 202212PM, Online
The Myth of Diversification, Reconsidered
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Tuesday, April 5, 20224:30PM, Online
4x4 Asset Allocation
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Tuesday, March 22, 20224:30PM, Online
James Stein for eigenvectors
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Tuesday, March 15, 20224:30PM, Online
A Robust Approach to Optimal Portfolio Choice with Parameter Uncertainty
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Tuesday, February 8, 20225:30PM, Online
The Tax-Smart Approach for Measuring and Maximizing After-Tax Performance