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

Wednesday, November 20, 2019
3:30PM, 60 Fifth Avenue Room 527
Natural Language Processing and its Applications in Finance
Peter Hafez, RavenPack

Past Events

Wednesday, November 13, 2019
4PM, Warren Weaver Hall (Email organizer for room location)
Improving Reinforcement Learning Algorithms: Towards Optimal Learning Rate Policies
Charles-Albert Lehalle, Capital Fund Management (CFM)
Tuesday, November 12, 2019
5:30PM, Warren Weaver Hall 1302
Model Risk Management for Alpha Strategies created with Deep Learning
Ben Steiner, Global Fixed Income, BNP Paribas Asset Management
Tuesday, November 5, 2019
5:30PM, Warren Weaver Hall 1302
Recent Trends and Challenges in Treasury and Capital Markets From A Practitioner's Viewpoint
Tat Sang Fung, President and Senior Advisor, Finch Lead
Tuesday, October 29, 2019
5:30PM, Warren Weaver Hall 1302
Relearning the Lessons of the Global Financial Crisis
David M. Rowe, President of David M. Rowe Risk Advisory
Wednesday, October 23, 2019
3:30PM, 60 Fifth Avenue Room 527
Learning Hidden Markov Models by Penalizing Jumps
Peter Nystrup, Postdoctoral Fellow, Lund University & Visiting Researcher at NYU Courant
Tuesday, October 22, 2019
5:30PM, Warren Weaver Hall 1302
Increasing After-tax Returns in Wealth Management - Tax Optimization
Eric Bronnenkant, Head of Tax, Betterment
Tuesday, October 8, 2019
5:30PM, Warren Weaver Hall 1302
Big Data and AI Strategies: Machine Learning and Alternative Data Approaches to Investing
Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America
Tuesday, September 24, 2019
5:30PM, Warren Weaver Hall 1302
An Enhanced Initial Margin Methodology to Manage Tail Credit Risk
Lucia Cipolina Kun, Morgan Stanley