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, 2022The Virtue of Complexity
Bryan Kelly - Yale University and AQR Capital Management
4:30PM, Online
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Tuesday, April 12, 2022Optimal turnover, liquidity and autocorrelation
Bastien Baldacci and Jerome Benveniste - Quantitative Advisory Solutions and Ritter Alpha LP
4:20PM, Online
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Tuesday, April 12, 2022The Myth of Diversification, Reconsidered
Will B. Kinlaw - Head of Research, State Street Global Markets
12PM, Online
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Tuesday, April 5, 20224x4 Asset Allocation
Max Golts
4:30PM, Online
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Tuesday, March 22, 2022James Stein for eigenvectors
Lisa Goldberg - University of California, Berkeley
4:30PM, Online
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Tuesday, March 15, 2022A Robust Approach to Optimal Portfolio Choice with Parameter Uncertainty
Majeed Simaan - Steven Institute of Technology - School of Business
4:30PM, Online
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Tuesday, February 8, 2022The Tax-Smart Approach for Measuring and Maximizing After-Tax Performance
Andrew Kalotay - Kalotay Advisors
5:30PM, Online