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, December 7, 2021Machine Learning in Banking
Agus Sudjianto - EVP Head of Corporate Model Risk, Wells Fargo & Company
5:30PM, Online
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Tuesday, November 30, 2021Is 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
5:30PM, Location TBA
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Tuesday, November 23, 2021Calibrating FX local Volatility or leverage functions with standard Monte-Carlo simulations
Orcan Ogetbil - Wells Fargo
5:30PM, Location TBA
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Tuesday, November 16, 2021SciPhy RL: Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs
Igor Halperin - VP of AI Asset Management, Fidelity Investments
5:30PM, Location TBA
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Tuesday, November 9, 2021Advances in Alternative Data Technology
Gene Ekster - AltDG CEO, NYU
5:30PM, Online
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Tuesday, November 2, 2021How the Pandemic Taught Us to Turn Smart Beta into Real Alpha
Dan diBartolomeo - President, Northfield Information Services, Inc.
5:30PM, Online
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Tuesday, October 26, 2021Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Nicholas Westray - NYU Courant Institute
5:30PM, Online
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Tuesday, October 19, 2021Leveraging "Nowcasting frameworks" across a dynamic recovery within fundamental research
Dan Duggan - VP Global Investment Research, Goldman Sachs
5:30PM, Warren Weaver Hall
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Tuesday, October 12, 2021Crypto Assets and their Derivatives
Amir Sadr and Jason Thelen - CorePoint Partners and RelativeValue LLC
5:30PM, Location TBA
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Tuesday, September 28, 2021Systematic Pricing and Trading of Municipal Bonds
Sudar Purushothaman
4:15PM, Warren Weaver Hall