Industry-leading

Seminars

Promoting thought leadership

Thought Leadership

Leaders in business and STEM

Relevance

Novel and pertinent titles

Global

Tens of cities around the world

State of the Art

The Thalesian Seminar Series

Ever since our first Thalesian Seminar in London, which took place on 2009.01.29, the Thalesians have been organizing industry-leading seminars in tens of cities around the world.

The focus of the Thalesian Seminar series is on quantitative finance, analysis, and development; machine learning and artificial intelligence; high-performance computing; and, more broadly, science, technology, engineering, and mathematics.

Our meticulously chosen Thalesian Speakers are thought leaders in their respective fields; they are at the forefront of the academia and/or industry. The Thalesian Speakers have included some of the most famous names in machine learning, electronic trading, quantitative finance, and more broadly, mathematics, computer science, engineering, finance, economics, and psychology.

The Thalesian Seminars are administered via Meetup.com. To attend, please register on the Thalesians Meetup.

5/5
In quantitative finance, the most important edge is to stay updated with the latest research in the field and during the quest I found the Thalesians' seminar series. The organizers hosted several online seminars with top researchers and industry experts, explaining their research on AI/ML in finance to extraordinary topics of computing, biotech and cryptocurrency. The most exciting part for me is that I get to interact with the speakers during Q&A seasons. The seminars helped me find new ideas and resources to aid my research work and in building trading systems.
Complete

List of Thalesian Seminars

NumberDateLocationPartnerVenueSpeakerTitle
3462020.12.02LondonOnlineJohannes RufHedging with Linear Regressions and Neural Networks
3452020.11.30New YorkIAQFOnlineMark JansenHuman versus Machine: Underwriting Decisions in Finance
3442020.11.25LondonOnlineChristina QiStarting a Modern Hedge Fund
3432020.11.18LondonOnlineRobin WigglesworthPassive Aggressive: Birth, Growth, and Future of Index Investing
3422020.11.11LondonOnlineCetin KarakusAnatomy of a Distributed Options Market Making System
3412020.10.29LondonOnlineMichael ImermanPandemic Exposure, Credit Market Reaction, Corporate Default Risk
3402020.10.28New YorkIAQFOnlineCorey WeistuchLearning Complex Dynamical Patterns from Simple Models
3392020.10.21LondonOnlineUri LeeComplex Networks in Finance
3382020.10.21LondonOnlineDavid Munoz ConstantineSynthetic Data Generation with MlFinLab
3372020.10.21LondonOnlineValeriia PervushynaStatistical Arbitrage with the Ornstein-Uhlenbeck Model
3362020.10.14LondonOnlineRyan FergusonRecent Progress in Accelerating Derivatives Models
3352020.10.07LondonOnlineDavid FosterGenerative Deep Learning - The Key to Unlocking AGI
3342020.09.30LondonOnlineJens NordvigForecasting the Dollar Using Capital Flow Data
3332020.09.29New YorkIAQFOnlineBud MishraSeeking the Self amidst COVID's Cytokine Cyclones
3322020.09.23LondonOnlineLuigi BallabioA Short Introduction to QuantLib
3312020.09.16LondonOnlineGrady BoochSoftware Architecture for AI-intensive Systems
3302020.09.09LondonOnlineJay CaoDeep Hedging Using RL
3302020.09.09LondonOnlineJacky ChenDeep Hedging Using RL
3302020.09.09LondonOnlineJohn HullDeep Hedging Using RL
3302020.09.09LondonOnlineZissis PoulosDeep Hedging Using RL
3292020.09.02LondonOnlineAlexander DenevThe Book of Alternative Data
3282020.09.02LondonOnlineSaeed AmenThe Book of Alternative Data
3272020.08.19LondonOnlineMaria Grazia VigliottiThe Executive Guide to Blockchain
3262020.08.13LondonOnlineMatthew DixonML in Finance
3262020.08.13LondonOnlineIgor HalperinML in Finance
3262020.08.13LondonOnlinePaul BilokonML in Finance
3252020.08.12LondonOnlineErnest ChanTail Hedging in the Age of Machine Learning
3242020.08.05LondonOnlineDaniel DuffySome Perspectives on Computational Finance and ML
3232020.07.16LondonOnlineDaniele BernardiBitcoin's Price Prediction
3222020.07.09LondonOnlineJörg KienitzGeneral Stochastic Volatility - New Models and DNN
3212020.07.08LondonOnlineAlex ZhavoronkovMachine Learning and Drug Discovery
3202020.06.24LondonOnlineTomas SabatGrakn & Query Language in Finance and Drug Discovery
3192020.06.17LondonOnlineBharath RamsundarMachine Learning and the Fight against COVID-19
3182020.06.16New YorkIAQFOnlinePetter KolmGreedy Online Classification of Persistent Market States
3172020.06.11LondonOnlineMarkus HoferQuantifying Systemic Risk using Bayesian Statistics
3162020.06.03LondonOnlineMarcos López de PradoML Solutions to Bias-Variance Dilemma
3152020.05.28LondonOnlineNikolaus HautschLimits to Arbitrage in Blockchain-Based Markets
3142020.05.21LondonOnlineJason TattonThe Concurnas Programming Language
3132020.05.14LondonOnlineBlanka HorvathA Data-driven Market Simulator
3122020.05.06LondonOnlineYves HilpischRL: From Games to Intraday Algorithmic Trading
3112020.05.05New YorkIAQFOnlineJosef TeichmannDeep Hedging
3102020.04.30LondonOnlineMatthew DixonDeep Local Volatility
3092020.04.23LondonOnlineMehdi TomasHow to Build a Cross-Impact Model from First Principles
3082020.04.16LondonOnlineAlexandre AntonovNeural Networks with Asymptotics Control
3072020.04.08LondonOnlineClaudio AlbaneseModel Risk and Reverse Stress Testing
3062020.04.06New YorkIAQFOnlineJonathan SchachterWeaning Ourselves Off LIBOR
3052020.03.02New YorkIAQFFordham University Gabelli School of BusinessRyan FergusonDeeply Learning Derivatives
3042020.02.26LondonLevel39David HandDark Data, What You Don't Know, Why It Matters, What to Do about It
3032020.02.03New YorkIAQFFordham University Gabelli School of BusinessStephan SturmPortfolio Selection Using the Distribution Builder
3022020.01.27LondonInformaInforma/EPFRGreg ZuckermanBook Talk on Renaissance Technologies: Jim Simons - The Man Who Solved the Market
3012020.01.15LondonLevel39Ulrich NogelIt's all about Liquidity - Europe Cash Equity Trading Trends
3002020.01.07New YorkIAQFFordham University Gabelli School of BusinessAndrew PapanicolaouPCA for Implied Volatility Surfaces
2992019.12.10New YorkIAQFFordham University Gabelli School of BusinessKeywan RasekhschaffeMachine Learning for Stock Selection
2982019.12.09LondonLevel39Jan NovotnyMachine Learning and Big Data with kdb+/q
2972019.11.20LondonLondon Marriott Hotel Canary WharfMark SalmonThe Importance of Causal Machine Learning in Asset Management
2962019.11.05New YorkIAQFFordham University Gabelli School of BusinessRajesh T. KrishnamachariBig Data and AI Strategies
2952019.10.30LondonLondon Marriott Hotel Canary WharfSayad BaronyanFund Flows and Allocations as Predictors of Asset Returns
2942019.10.16New YorkIAQFFordham University Gabelli School of BusinessKevin NoelSystematic Strategies and Machine Learning
2932019.09.25LondonLondon Marriott Hotel Canary WharfSaeed AmenMaking Python Parallel with Large Datasets
2922019.09.10New YorkIAQFFordham University Gabelli School of BusinessRicardo A. ColladoTime Series Forecasting with a Learning Algorithm
2912019.09.05ViennaUniversity of ViennaChristian DonningerFrom the Chess Monster Hydra to VIX Futures Trading
2902019.07.17LondonLondon Marriott Hotel Canary WharfAbbas EdalatAlgorithmic Human Development
2892019.06.26LondonLondon Marriott Hotel Canary WharfFernando de MeerMachine Learning to Create Synthetic Financial Time Series
2882019.06.11New YorkIAQFFordham University Gabelli School of BusinessMatthew DixonBlockchain Analytics for Intraday Financial Risk Modelling
2872019.05.22LondonLondon Marriott Hotel Canary WharfSaeed AmenIntroduction to Natural Language Processing
2862019.05.16ViennaUniversity of ViennaSlawek SmylMachine Learning in Time Series Forecasting created by Uber Engineering
2852019.05.07New YorkIAQFFordham University Gabelli School of BusinessPaolo GuasoniOptions Portfolio Selection
2842019.04.24LondonKing's College LondonBlanka HorvathDeep Learning Volatility
2832019.04.08New YorkIAQFFordham University Gabelli School of BusinessTerry BenzschawelFinancial Applications of Machine Learning
2822019.03.26LondonLondon Marriott Hotel Canary WharfMarcos CarreiraLearning Interest Rate Interpolation
2812019.03.13LondonCity University ClubDilip MadanRisk Management using the Valuation of Risk Exposure Variation
2802019.03.12New YorkIAQFFordham University Gabelli School of BusinessDmitriy MuravyevUsing Options to Explain Short Selling Returns
2792019.02.26LondonLondon Marriott Hotel Canary WharfDouglas Machado VieiraHigh-frequency Options Market Making and Stochastic Volatility
2782019.02.18LondonLevel39Paul BilokonWorkshop: Introduction to Data Science and Machine Learning
2772019.02.12New YorkIAQFFordham University Gabelli School of BusinessYixiao (Ethan) JiangSemiparametric Estimation of a Credit Rating Model
2762019.01.30LondonLondon Marriott Hotel Canary WharfRama ContFlash Crash: Algorithmic Execution and Market Dynamics
2752019.01.15New YorkIAQFFordham University Gabelli School of BusinessJoy ZhangAgency MBS Prepayment Model using Neural Networks
2742018.12.11New YorkIAQFFordham University Gabelli School of BusinessR. Douglas MartinFama-French 1992 Redux with Robus Statistics
2732018.12.10LondonTechila TechnologiesLondon Marriott Hotel Canary WharfSaeed AmenAnnual Festive Dinner Talk: Trading Thalesians
2732018.12.10LondonTechila TechnologiesLondon Marriott Hotel Canary WharfPaul BilokonAnnual Festive Dinner Talk: Neocybernetics
2732018.12.10LondonTechila TechnologiesLondon Marriott Hotel Canary WharfDario ScarcellaAnnual Festive Dinner Talk: Blockchain and a Decentralized Debt Capital Market
2722018.11.21LondonTechila TechnologiesLondon Marriott Hotel Canary WharfRob CarverPortfolio Optimization with Uncertainty
2712018.11.14New YorkIAQFNYU Kimmel CenterGordon RitterThe Usefulness of Reinforcement Learning in Finance
2702018.10.24LondonTechila TechnologiesLondon Marriott Hotel Canary WharfSwati MitalEquity Derivatives Trading and Modelling
2692018.10.15New YorkIAQFFordham University Gabelli School of BusinessMarzena RostekFinancial Innovation in Decentralized Markets
2682018.10.10LondonTechila TechnologiesCity University ClubPasquale Della CorteCross-Section of Currency Volatility Premia
2672018.09.19LondonTechila TechnologiesLondon Marriott Hotel Canary WharfBjorn StielMaking Python Parallel, Distributing Monte Carlo with Celery
2662018.09.04New YorkIAQFNYU Kimmel CenterArik Ben DorThe Low Volatility Phenomenon across the Capital Structure
2652018.07.25LondonTechila TechnologiesLondon Marriott Hotel Canary WharfEsther WershofExplaining and Stopping Pattern Formation in Tumours
2642018.07.11LondonTechila TechnologiesCity University ClubSophie BismuthQuantum Computation: Basics and Applications
2632018.07.27LondonTechila TechnologiesLondon Marriott Hotel Canary WharfDamiano BrigoRogue Traders with S-shaped Utility versus VaR and Expected Shortfall
2622018.06.20New YorkIAQFNYU Kimmel CenterKasper LarsenSmart TWAP Trading in Continuous-Time Equilibria
2612018.06.13LondonTechila TechnologiesCity University ClubIan KhrashchevskyiIs There a Reward for Macroeconomic Risk in Higher Moment Risk Premia?
2602018.05.30LondonTechila TechnologiesLondon Marriott Hotel Canary WharfSvetlana BorovkovaAI: Sentiment in News and Social Media for Investment and Trading
2592018.05.28ViennaUniversity of ViennaDouglas Machado VieiraMachine Learning in Finance
2592018.05.28ViennaUniversity of ViennaIvan ZhdankinMachine Learning in Finance
2582018.05.15New YorkIAQFNYU Kimmel CenterAlbert S. KyleThe Market Impact Puzzle
2572018.04.25LondonTechila TechnologiesLondon Marriott Hotel Canary WharfPaula RowińskaWhat's behind My Energy Bill?
2562018.04.09New YorkIAQFFordham University Gabelli School of BusinessLeif AndersenFunding and Counterparty Credit Costs
2552018.03.21LondonTechila TechnologiesLondon Marriott Hotel Canary WharfBlanka HorvathVolatility Is Rough? Just Learn It!
2542018.03.15New YorkIAQFNYU Kimmel CenterCelso BrunettiCommon Holdings and Systemic Risk
2532018.02.22New YorkIAQFNYU Kimmel CenterRonnie SircarStochastic and Implied Sharpe Ratio
2522018.02.22LondonTechila TechnologiesLondon Marriott Hotel Canary WharfPaul BilokonWorkshop: Data Science, Machine Learning, and Python
2512018.02.21LondonTechila TechnologiesLondon Marriott Hotel Canary WharfPaul BilokonFrom AI to ML, from Logic to Probability
2502018.01.24LondonTechila TechnologiesLondon Marriott Hotel Canary WharfGiles HeywoodUK Residential Property Modelling
2492018.01.09New YorkIAQFNYU Kimmel CenterAlexander VeygmanJump on Default for Multiple Default Contingent Claims
2482017.12.11LondonLondon Marriott Hotel Canary WharfTomaso AsteAnnual Festive Dinner Talk: Can Artificial Intelligence Predict the Behaviour of Markets and Societies?
2472017.12.05New YorkIAQFBank of ChinaLasse PedersenGeneralized Recovery
2462017.11.22LondonLondon Marriott Hotel Canary WharfDouglas Machado VieiraOptimal Market Making across Assets
2452017.11.15LondonLondon Marriott Hotel Canary WharfJochen PapenbrockFinancial Networks and AI
2442017.11.15New YorkIAQFNYU Kimmel CenterAndrey ItkinModelling Stochastic Skew of FX Options
2432017.11.09LondonCity University ClubBlanka HorvathRough Volatility Models: Pricing and Simulations
2422017.10.25LondonLondon Marriott Hotel Canary WharfMark DavisModel-Free Finance
2412017.10.11LondonCity University ClubMalcolm SherringtonFractals, Finance, and Fractured Fairy Tales
2402017.10.10New YorkIAQFNYU Kimmel CenterDavid ZhangModel House Price Volatility
2392017.09.27LondonLondon Marriott Hotel Canary WharfJustin ChanForward Simulating Initial Margin with AAD
2382017.09.12New YorkIAQFNYU Kimmel CenterDavid ShimkoTotal Risk and Project Valuation
2372017.09.06LondonCity University ClubJason RicciStochastic Control in Algorithmic Trading
2362017.07.05LondonLevel39Paul BilokonThe Moon, the Robot, and Python
2352017.06.26LondonLondon Marriott Hotel Canary WharfHarvey SteinBig Data's Dirty Secret
2342017.06.14San FranciscoQuiotaKeiran ThompsonGaussian Processes for Portfolio Optimization
2332017.06.14New YorkIAQFNYU Kimmel CenterHarrison G. HongClimate Risks and Market Efficiency
2322017.06.07LondonCity University ClubFrank BerkshireChaotic Cards/Dynamic Dice: Profitable, but Risky
2312017.05.24LondonLondon Marriott Hotel Canary WharfLynda WhiteLife Is a Game!
2302017.05.15New YorkIAQFNYU Kimmel CenterSebastian JaimungalTrading Algorithms with Learning in Alpha Models
2292017.04.26LondonLondon Marriott Hotel Canary WharfSaeed AmenFlash People - Introduction to HFT
2282017.04.26StockholmKräftriketPaul BilokonBayesian Methods in Electronic Trading
2272017.04.25New YorkIAQFNYU Kimmel CenterAndrew PapanicolaouTrading in VIX Derivatives
2262017.04.19LondonCity University ClubMarc HenrardSIMM and SA FRTB: Algorithmic Differentiation
2252017.03.29LondonLondon Marriott Hotel Canary WharfChris GodfreyBehavioural Finance: Current State of Play
2242017.03.16New YorkIAQFNYU Kimmel CenterLingjiong ZhuA Reduced-Form Model for Level-1 Limit Order Books
2232017.03.13San FranciscoQuiotaSteve PavThe Pitfalls of Backtesting
2232017.03.13San FranciscoQuiotaMatthew DixonQueue Position and Order Flow Imbalance
2232017.03.13San FranciscoQuiotaScott LocklinPredicting with Confidence
2222017.03.09LondonCity University ClubIain ClarkEfficient Methods for Simulation of FX Volatility Surface
2212017.03.06FrankfurtQuant Finance Germany Group (QFGG)PPI AG OfficeJacques du ToitInnovations in Quant Finance from NAG
2202017.02.22LondonLondon Marriott Hotel Canary WharfSaeed AmenUsing Python to Analyse Financial Markets
2192017.02.15New YorkIAQFNYU Kimmel CenterAlan MoreiraVolatility Managed Portfolios
2182017.01.25LondonLondon Marriott Hotel Canary WharfOskar MencerMultiscale Dataflow Risk on Hybrid Cloud
2172017.01.24New YorkIAQFNYU Kimmel CenterTai-Ho WangProbability Density of Lognormal Fractional SABR Model
2162016.12.14New YorkIAQFNYU Kimmel CenterHongzhong ZhangIntraday Market Making with Overnight Inventory Costs
2152016.12.12LondonLondon Marriott Hotel Canary WharfIain ClarkAnnual Festive Dinner Talk: Implied Distribution of FX Risk Reversals in Brexit/Trump
2142016.11.23LondonLondon Marriott Hotel Canary WharfVlasios VoudourisFlexible Machine Learning for Finance
2132016.11.17New YorkIAQFNYU Kimmel CenterMichael B. ImermanA Data-Driven Analysis of the Volatility Risk Premium
2122016.10.24LondonLondon Marriott Hotel Canary WharfDavid HandThe Improbability Principle
2112016.10.20New YorkIAQFNYU Kimmel CenterErik VogtGlobal Variance Term Premia and Intermediary Risk Appetite
2102016.09.28LondonLondon Marriott Hotel Canary WharfNick BaltasTrading Multi Asset Carry
2092016.09.15New YorkIAQFNYU Kimmel CenterArun VermaStatistical Arbitrage Using News and Social Sentiment
2082016.07.20LondonLondon Marriott Hotel Canary WharfScott CogswellInitial Margin Model
2072016.06.29LondonLondon Marriott Hotel Canary WharfSteve HuttAdvances in Deep Learning and Usage in Markets
2062016.06.16New YorkIAQFNYU Kimmel CenterTobias AdrianNonlinearity and Flight-to-Safety
2052016.06.09ZurichPlattenstrasse 14Felix ZumsteinPython in Quantitative Finance
2042016.05.25LondonLondon Marriott Hotel Canary WharfPaul BilokonHow to Run an Electronic Market Making Business?
2032016.05.12New YorkIAQFNYU Kimmel CenterLuis SecoAre Negative Hedge Fund Fees on the Horizon?
2022016.05.11FrankfurtQuant Finance Germany Group (QFGG)PPI AG OfficeThomas WieckiPredict Out-of-Sample Performance
2012016.05.09BudapestInterContinental Hotel BudapestSaeed AmenThalesian Workshop at Global Derivatives
2002016.05.09BudapestInterContinental Hotel BudapestPaul BilokonThalesian Workshop at Global Derivatives
1992016.04.20LondonLondon Marriott Hotel Canary WharfJacob BartramCan Option Trading Strategies Enhance CTA/Trend Following Trading Strategies?
1982016.04.14New YorkIAQFNYU Kimmel CenterLawrence GlostenLimit Order Book Tail Expectations
1972016.03.21LondonLevel39Robin HansonEconomics when Robots Rule the Earth
1962016.03.15New YorkNYU Kimmel CenterAlexander LiptonModern Monetary Circuit Theory
1952016.03.14San FranciscoQuiotaBerkeley City ClubScott LocklinHigh-performance Columnar Databases
1952016.03.14San FranciscoQuiotaBerkeley City ClubHugh EdmundsonData Science for Market Place Lending
1952016.03.14San FranciscoQuiotaBerkeley City ClubMatthew DixonMachine Learning for Algorithmic Trading
1942016.02.29LondonLondon Marriott Hotel Canary WharfJessica JamesTrading FX Options
1932016.02.16New YorkIAQFNYU Kimmel CenterHarry MamayskyDoes Unusual News Forecast Market Stress?
1922016.02.08LondonQuantopianThomson Reuters BuildingSaeed AmenHow to Build a CTA - Creating a Trend Following Fund
1922016.02.08LondonQuantopianThomson Reuters BuildingDelaney Granizo-MackenziePair Trading Strategies
1912016.01.29BudapestPalack BorbárRobin HansonEconomics when Robots Rule the Earth
1902016.01.20LondonLondon Marriott Hotel Canary WharfNick FiroozyeManaging Uncertainty, Mitigating Risk
1892016.01.12New YorkIAQFNYU Kimmel CenterNick CostanzinoPricing and Hedging Recovery Risk
1882015.12.14LondonLa TascaMatthew DixonAnnual Festive Dinner Talk: Machine Learning in Trading
1872015.12.14New YorkIAQFNYU Kimmel CenterYakov AmihudThe Pricing of the Illiquidity Factor's Systematic Risk
1862015.11.26ZurichPlattenstrasse 14Thomas SchmelzerPortfolio Optimization, Regression, and Conic Programming
1852015.11.25LondonLondon Marriott Hotel Canary WharfSaeed AmenGlobal Macro Markets Discussion
1842015.11.12New YorkIAQFNYU Kimmel CenterAndrey ItkinEfficient Solution of Structural Default Models
1832015.10.21LondonLondon Marriott Hotel Canary WharfRobert CarverLessons from Systematic Trading
1822015.10.14New YorkIAQFNYU Kimmel CenterDan PirjolCan One Price Eurodollar Futures in Black-Derman-Toy?
1812015.10.09BudapestPalack BorbárTaylor SpearsOn the Sociology of CVA
1802015.10.01New YorkIAQFShark Tank, Grind Broadway, 22nd FloorSaeed AmenCreating Trend Following Fund / PyThalesians Demo
1792015.09.23LondonLondon Marriott Hotel Canary WharfStephen PulmanMulti-Dimensional Sentiment Analysis
1782015.09.21New YorkIAQFNYU Kimmel CenterAgostino CapponiArbitrage-Free Pricing of XVA
1772015.09.10San FranciscoQuiotaBerkeley City ClubSteven PavPortfolio Inference and Portfolio Overfit
1762015.09.08ZurichETH Swiss Federal Institute of TechnologySaeed AmenCreating a Trend Following Fund / Python Demo
1752015.09.07FrankfurtQuant Finance Germany Group (QFGG)PPI AG OfficeSaeed AmenQuant Trading in FX and PyThalesians
1752015.09.07FrankfurtQuant Finance Germany Group (QFGG)PPI AG OfficeJochen PapenbrockCorrelation Networks
1752015.09.07FrankfurtQuant Finance Germany Group (QFGG)PPI AG OfficeMiguel VazNetworks with Python/Spark
1752015.09.07FrankfurtQuant Finance Germany Group (QFGG)PPI AG OfficeAdrian ZymolkaMulti-Period Optimization
1742015.07.22LondonLondon Marriott Hotel Canary WharfPaul BilokonStochastic Filtering in Electronic Trading
1732015.07.15BudapestPalack BorbárBruce PackardEmerging Alternative Finance
1722015.07.18New YorkIAQFNYU Kimmel CenterTim LeungExchange-Traded Funda and Related Trading Strategies
1712015.06.17LondonAHLAHLSaeed AmenUsing Python to Build Trading Strategies
1702015.06.03FrankfurtQuant Finance Germany Group (QFGG)Die ZentraleSaeed AmenTrading Thalesians Book Talk / Python FX Intraday Demo
1692015.05.29PragueKonferenční sály Akademie věd ČRSaeed AmenTrading Thalesians Book Talk / Python FX Intraday Demo
1682015.05.27LondonLondon Marriott Hotel Canary WharfArtur SeppGaining the Alpha Advantage in Volatility Trading
1672015.05.14New YorkIAQFNYU Kimmel CenterAndrew KalotayTax-Efficient Trading of Municipal Bonds
1662015.04.29LondonLondon Marriott Hotel Canary WharfSaeed AmenGlobal Macro and UK Election Panel
1652015.04.22New YorkIAQFNYU Kimmel CenterLasse PedersenHow Smart Money Invests and Market Prices Are Determined
1642015.04.17BudapestPalack BorbárTamas BlummerImpact of Bitcoin
1632015.03.25LondonLondon Marriott Hotel Canary WharfMatthew DixonFinancial Modelling in Parallel with a High Level Language
1622015.03.16New YorkIAQFNYU Kimmel CenterTravis FisherA Numeraire-Independent Fundamental Theorem
1612015.02.23LondonLondon Marriott Hotel Canary WharfAlexander DenevGraphical Models for Risk Management and Asset Allocation
1602015.02.23New YorkIAQFNYU Kimmel CenterRoger LeeTransformations of Volatility Skews into Leveraged Volatility Skews
1592015.02.03GenevaInterContinental Hotel GenevaSaeed AmenThalesians Workshop and AlphaScope Quant Trade Conference
1582015.01.20LondonLondon Marriott Hotel Canary WharfSaeed AmenNews Based Systematic Trading of Bonds and FX
1572015.01.12New YorkIAQFNYU Kimmel CenterAndrew WeismanLiquidations, Fire Sales, and the Cost of Illiquidity
1562014.12.10LondonLa TascaTomas PetricekAnnual Festive Dinner Talk: Deedle: Data and Time Series
1552014.11.25LondonLondon Marriott Hotel Canary WharfTiziana Di MatteoStructure and Scaling of Financial Time Series
1542014.11.24New YorkIAQFNYU Kimmel CenterMichael LipkinThe Curious Case of Non-Equilibrium Finance
1532014.11.21BudapestART IX-XI GalleryDetlev SchlichterPaper Money Collapse
1522014.11.12LondonLondon Marriott Hotel Canary WharfDamiano BrigoOptimal Execution
1512014.11.12New YorkIAQFNew York Public Library - Science, Industry, and BusinessSaeed AmenTrading Thalesians New York Book Launch
1502014.11.03LondonLondon Marriott Hotel Canary WharfSaeed AmenTrading Thalesians London Book Launch
1492014.10.22New YorkIAQFNYU Kimmel CenterOlympia HadjiliadisDrawdowns as Insurance and Risk Measures
1482014.10.15LondonLondon Marriott Hotel Canary WharfPierre LequeuxFX Market Structural Changes and Implications
1472014.09.24LondonBloombergBloomberg, City Gate HouseSaeed AmenHow Social Media Is Changing News
1462014.09.03LondonLondon Marriott Hotel Canary WharfMark CudmoreMacro Discretionary FX Trading
1452014.07.25BudapestPalack BorbárGeorge CooperFixing the Broken Science of Economics
1442014.07.15New YorkIAQFNew York Public Library - Science, Industry, and BusinessUwe NaumannOn Adjoint Algorithmic Differentiation
1432014.07.02LondonLondon Marriott Hotel Canary WharfSaeed AmenSystematic FX Gamma Trading
1422014.06.18LondonLondon Marriott Hotel Canary WharfGeorge CooperHerding Cats
1412014.06.04LondonLondon Marriott Hotel Canary WharfHaim BodekHFT: What's It All About?
1402014.05.21LondonLondon Marriott Hotel Canary WharfTom Wickham-JonesCoding in the Cloud
1392014.05.20New YorkIAQFNYU Kimmel CenterPeter CarrVariable Volatility and Financial Failure
1382014.05.19BudapestPalack BorbárCsaba TothPolitical Risk
1372014.05.07LondonLondon Marriott Hotel Canary WharfIain ClarkJump Diffusion and Regime Switching Models for Election and FX
1362014.04.28New YorkIAQFNYU Kimmel CenterAllan MalzRisk-Neutral Systemic Risk Indicators
1352014.04.07LondonLondon Marriott Hotel Canary WharfChiara AlbaneseSpring Market Views Panel
1342014.03.26LondonDockmaster's HouseDidrik PintePython and Quantitative Finance
1332014.03.20New YorkIAQFNYU Kimmel CenterCiamac MoallemiHigh-Frequency Trading and Modern Market Microstructure
1322014.03.12LondonDockmaster's HouseVytautas SavickasDive into Basis Spreads and FR Replication
1312014.02.26LondonDockmaster's HouseChia Chiang TanCVA, DVA, and FVA - Where They Matter
1302014.02.12LondonDockmaster's HouseSaeed AmenImpact of Events on FX Volatility
1292014.01.31BudapestPalack BorbárSaeed AmenImpact of Events on FX Volatility
1282014.01.29LondonDockmaster's HouseKatie MartinMarket Views - 5 Year Anniversary
1272014.01.15LondonDockmaster's HouseBrian SpectorImplied Volatility Using Python's Pandas Library
1262014.01.13New YorkIAQFNYU Kimmel CenterMarcos López de PradoOn Pseudo-Mathematics and Financial Charlatanism
1252013.12.17LondonDockmaster's HouseMatthew DixonScalable Financial Computations on Parallel Platforms using Python or R
1252013.12.17LondonDockmaster's HouseMohammad ZubairScalable Financial Computations on Parallel Platforms using Python or R
1242013.12.09New YorkIAQFNYU Kimmel CenterProf. MuthuswamyComputational Issues in the Near Future for Traders to Ponder
1232013.12.03LondonDockmaster's HouseGreg ZuckermanThe Frackers
1222013.11.14New YorkIAQFNew York Public Library - Science, Industry, and BusinessSaeed AmenThe Impact of Scheduled Events on FX Implied Volatility
1212013.11.13New YorkIAQFNYU Kimmel CenterLuca CapriottiReal-time Counterparty Credit Risk Management
1202013.11.06LondonDockmaster's HouseSaeed AmenFX Beta, Trading Google, Bloomberg News, and Chinese Data
1192013.10.16LondonMSCIDockmaster's HousePaul WardManager Crowding and Portfolio Construction
1182013.10.14New YorkIAQFNYU Kimmel CenterAntonio MeleThe Price of Fixed Income Market Volatility
1172013.10.02LondonDockmaster's HouseTiziana Di MatteoFinancial Markets as Complex Systems
1162013.09.24New YorkIAQFNYU Kimmel CenterJulien GuyonParticle Method for Solving Your Smile Calibration Problem
1152013.09.18LondonDockmaster's HouseCassio NeriOverview of C++14
1142013.09.04LondonDockmaster's HousePaul BilokonA Brief Introduction to Stochastic Filtering
1132013.07.16New YorkNew York Public Library - Science, Industry, and BusinessAttila Vrabeczkdb+/q in Practice
1122013.07.11FrankfurtQuant Finance Germany Group (QFGG)AtosSaeed AmenCurrency Hedging of Bonds and Equities
1112013.07.10LondonDockmaster's HouseEllie DobsonSearching for New Physics at the LHC
1102013.06.26LondonDockmaster's HouseUwe WystupOverview of Product and Model Trends in FX Options
1092013.06.19New YorkIAQFNYU Kimmel CenterEmilian BelevStructural Model of Sovereign Credit and Bank Risk
1082013.06.12LondonDockmaster's HouseLajos Gergely GyurkoModelling and Measuring Slippage
1072013.06.05San FranciscoQuiotaUniversity of San FranciscoJesse DavisRisk Model Imposed Manager-to-Manager Correlation
1062013.05.22LondonDockmaster's HousePatrick HaganArbitrage-Free SABR
1052013.05.15New YorkIAQFNYU Kimmel CenterPhilip ProtterCan One Detect a Bubble in Real-Time?
1042013.05.08LondonDockmaster's HouseClaudio AlbaneseThe FVA-DVA Puzzle
1032013.04.24LondonDockmaster's HouseDaniel KuhnScenario-Free Stochastic Programming
1022013.04.23New YorkIAQFNYU Kimmel CenterPaul GlassermanHow Likely Is Contagion in Financial Networks?
1012013.04.10LondonDockmaster's HouseGary WongMargin Lending, Collateral, and CVA Trading
1002013.03.27LondonDockmaster's HouseIain ClarkCommodity Option Pricing: Energy Derivatives
992013.03.20New YorkIAQFNYU Kimmel CenterMarcos López de PradoConcealing the Trading Footprint
982013.03.13LondonDockmaster's HouseAttila VrabeczFinancial Data Mining with kdb+/q
972013.03.13San FranciscoQuiotaPerbaccoJivendra KaleThalesians' San Francisco Dinner Event with Prof. Jivendra Kale
962013.02.27LondonDockmaster's HouseSaeed AmenFX Trading Using Market Positioning in FX
952013.02.12New YorkIAQFNYU Kimmel CenterAlexander EydelandModels in Commodity Markets
942013.01.14New YorkIAQFNYU Kimmel CenterRobert AlmgrenOption Hedging with Market Impact
932012.12.19LondonDockmaster's HouseSaeed AmenAnnual Festive Dinner Talk: Trading the Impact of Events on FX Implied Volatility
922012.11.21LondonDockmaster's HouseIsabel EhrlichBasket Options with Smile
912012.11.19New YorkIAQFNYU Kimmel CenterFabio MercurioNew Challenges in Interest Rate Modelling
902012.11.07LondonDockmaster's HouseGary WongCollateral/CVS Trading Issues and Margin Lending
892012.10.24LondonDockmaster's HouseLars SchouwManaging Curve Risks in Collateral
882012.10.10LondonDockmaster's HouseGeoffrey KendrickIntroduction to FX and Beta in FX
872012.10.08New YorkIAQFNYU Kimmel CenterPhilip MayminAny Regulation of Risk Increases Risk
862012.09.26LondonDockmaster's HouseRajiv SosodiaIncorporating Wrong Way Risk in CVA
852012.09.18New YorkIAQFNew York Public Library - Science, Industry, and BusinessSaeed AmenBe Surprised: Growth Surprises and FX Trading
842012.09.12LondonDockmaster's HouseChia TanPractical Financial Modelling
832012.09.04New YorkIAQFNYU Kimmel CenterMichael KearnsLearning Approaches to Algorithmic Trading
822012.07.18San FranciscoQuiotaGolden Gate UniversityRichard A. LibbyLiquidity Driven Volatility
812012.07.04LondonDockmaster's HouseSaeed AmenBe Surprised: Growth Surprises and FX Trading
802012.06.13LondonDockmaster's HouseClaudio AlbaneseMulti-currency Derivative Portfolios
792012.05.30LondonDockmaster's HouseSaeed AmenIntroduction to FX Momentum and Breakout Trading
782012.05.30San FranciscoQuiotaGolden Gate UniversityJeremy EvnineAccidental Quant
772012.05.17New YorkIAQFNew York Public Library - Science, Industry, and BusinessAttilio MeucciLiquidity-, Funding, and Market-Risk
762012.05.16LondonDockmaster's HouseMatthew DixonA Bayesian Approach to Discoverying PE
752012.05.02San FranciscoQuiotaGolden Gate UniversityWalter TackettTutorial on the Analysis of Implicit Views
742012.04.11LondonDockmaster's HouseMax LittleA Functional Minimization Approach to Level Shift Detection
732012.03.29New YorkIAQFBaruch CollegeMike LipkinEvent Driven Finance
722012.03.28LondonDockmaster's HouseOleg RubanScenarios for Sovereign Stress in Eurozone
712012.03.14LondonCity PrideAttila Vrabeczkdb+/q in Practice
702012.03.07San FranciscoQuiotaGolden Gate UniversityLisa GoldbergContractual Tail Risk Hedging
692012.02.22LondonCity PrideSergey NadtochiyStatic Hedging of Barrier Options
682012.02.08San FranciscoQuiotaGolden Gate UniversityAlper AtamturkConic Optimization for Portfolios and Risk
672012.01.31New YorkIAQFNew York Public Library - Science, Industry, and BusinessHarvey SteinCounterparty Risk, CDS, and CCDS
662012.01.25LondonCity PrideIain ClarkForeign Currency Options: Deltas, Markets, Smile
652012.01.25San FranciscoQuiotaGolden Gate UniversityJose MencheroEigenfactor Risk Adjustments
642012.01.11LondonCity PrideSaeed AmenCurrency Hedging of Bonds and Equities
632012.01.11San FranciscoQuiotaGolden Gate UniversityLisa GoldbergContractual Tail Risk Hedging
622011.12.14San FranciscoQuiotaGolden Gate UniversityFarshid JamshidianAn Overview of Interest-Rate Derivatives Modelling
612011.12.07LondonCity PrideSaeed AmenFestive Dinner Talk: What Drives Gold?
602011.11.30LondonCity PrideBoryana Racheva-IotovaFat-Tailed Risk Models
592011.11.30San FranciscoQuiotaGolden Gate UniversityPeter G. ShepardOn 2nd Order Risk
582011.11.02LondonCity PrideCassio NeriIntroduction to the KeyValue Library
572011.10.19LondonCity PrideUwe WystupEmbedded Currency Options in Roll-Over Loans
562011.10.19San FranciscoQuiotaGolden Gate UniversityRichard A. LibbyMetamathematical Finance
552011.10.05LondonCity PrideJohn CrosbyTradng and Hedging Complex Derivatives
542011.09.14LondonCity PrideLajos Gergely GyurkoCubature on Wiener Space and Multilevel Monte Carlo
532011.08.23New YorkIAQFNew York Public Library - Science, Industry, and BusinessGreg ZuckermanLessons from the Greatest Trade Ever
522011.07.13LondonCity PrideSaeed AmenUS Employment Report and Impact on Intraday FX
512011.06.29New YorkIAQFO'LunneysRakesh JoshiFPGAs in HFT
502011.06.15LondonCity PrideClaudio AlbaneseCounterparty Credit Risk Strategies
492011.06.14New YorkIAQFPlaywright TavernJim GatheralOptimal Order Execution
482011.06.07New YorkIAQFPlaywright TavernClaudio AlbaneseCounterparty Credit Risk Strategies
472011.05.25LondonCity PrideGreg ZuckermanLessons from the Greatest Trade Ever
462011.05.04LondonCity PrideChia TanStructured Products and the Economic Environment
452011.04.20LondonCity PrideTom Wickham-JonesHigh Performance Computing Using Mathematica
442011.04.06LondonCity PrideHenrik JensenComplexity Science in Finance
432011.03.30San FranciscoQuiotaL'Olivier French RestaurantSaeed AmenUS Employment Report and Impact on Intraday FX
422011.03.16LondonMaxelerCity PrideMike FlynnVertical Acceleration of Financial Algorithms
412011.03.09New YorkIAQFPlaywright TavernPeter DecremInterest Rate and Credit Modelling on GPUs
402011.02.23New YorkIAQFPlaywright TavernGerald Hanweck, Jr.Monte Carlo Methods in CUDA
392010.12.01LondonCity PrideAlex LangnauLocal Correlation Modelling
382010.11.24LondonCity PrideIain ClarkBook Presentation: FX Options
372010.11.03LondonMWB Canary WharfPatrick HaganMasterclass: Managing Smile Risk and Exotics
362010.11.02LondonCity PridePatrick BurnsEffective Backtesting
352010.10.27LondonCity PrideVincent HindriksenOn the Usability of OpenCL
342010.10.20LondonCity PrideEgor AvdeevFixed-Income Relative Value Trading
332010.10.07LondonMWB Canary WharfDan CrisanMasterclass: Introduction to Stochastic Calculus
322010.09.22LondonCity PrideMike StauntonPortable Code: FFT Option Pricing
312010.09.08LondonCity PrideFrank BerkshireA Primer on Risk and Gambler's Ruin
302010.08.02LondonIdea Store Canary WharfPaul BilokonStudy Group: Stochastic Calculus
292010.07.05LondonIdea Store Canary WharfPaul BilokonStudy Group: Stochastic Calculus
282010.06.30LondonCity PrideAttila Vrabeczkdb+/q: A Perfect Tool for Your Data
272010.06.21LondonIdea Store Canary WharfPaul BilokonStudy Group: Stochastic Calculus
262010.06.02LondonCity PrideSaeed AmenCandlestick Trading in FX
252010.05.05LondonCity PrideLynda WhiteCollaborative Games with n Players
242010.04.07LondonCity PrideSundararajan SrinivasaBehavioural Trading
232010.03.24LondonCity PrideDavid Barrie ThomasFPGAs for Financial Computing?
222010.03.15LondonMWB Canary WharfDan CrisanIntroduction to Stochastic Calculus
212010.03.10LondonCity PrideIain ClarkLocal and Stochastic Volatility
202010.03.08LondonCity PrideAttilio MeucciManaging Diversification
192010.02.10LondonCity PrideSaeed AmenExamining the Intraday Impact of Rates Decisions on G10 FX
182009.12.15LondonNAGCity PrideRobert TongMonte Carlo Simulation and Its Efficient Implementation
182009.12.15LondonNAGCity PrideKai ZhangMonte Carlo Simulation and Its Efficient Implementation
172009.12.02LondonCity PrideSverlozar (Zari) T. RachevMarket Crashes and Modelling Volatile Markets
162009.11.30LondonCity PridePeter CarrLocal Variance Gamma
152009.11.24LondonCity PrideSteve ZymlerWorst-Case VaR of Derivative Portfolios: A Cure for Black Swans?
142009.11.18LondonCity PrideKevin Parrott
132009.10.21LondonCity PrideSaeed AmenIntraday Impact of Economic Data Releases on the Australian Dollar
122009.09.11LondonDepartment of Computing, Imperial College LondonClaudio AlbaneseThalesian Workshop 2009: GPUs in Finance
122009.09.11LondonDepartment of Computing, Imperial College LondonThomas BradleyThalesian Workshop 2009: GPUs in Finance
122009.09.11LondonDepartment of Computing, Imperial College LondonMike GilesThalesian Workshop 2009: GPUs in Finance
122009.09.11LondonDepartment of Computing, Imperial College LondonPaul KellyThalesian Workshop 2009: GPUs in Finance
122009.09.11LondonDepartment of Computing, Imperial College LondonDavid ThomasThalesian Workshop 2009: GPUs in Finance
122009.09.11LondonDepartment of Computing, Imperial College LondonRobert TongThalesian Workshop 2009: GPUs in Finance
122009.09.11LondonDepartment of Computing, Imperial College LondonGernot ZieglerThalesian Workshop 2009: GPUs in Finance
112009.08.19LondonCity PrideAly KassamImplementing High Frequency Trading Algorithms Ten Times Faster
102009.07.22LondonCity PrideDan CrisanSolving Backward SDEs using Cubature Methods
92009.07.07LondonCity PrideRene ReinbacherMarkovian Projection, Heston Model and Pricing on a Smile
82009.06.17LondonCity PrideAdrian ZymolkaMastering Constraints for Portfolio Construction
72009.06.03LondonCity PridePatrick BurnsUsing Random Portfolios with R
62009.05.20LondonCity PrideDavid BellotIntroduction to Probabilistic Decision Support for Automatic Trading
52009.04.28LondonCity PrideGernot ZieglerCUDA - GPU Computing for Financial Applications
52009.04.28LondonCity PrideThomas BradleyCUDA - GPU Computing for Financial Applications
42009.03.25LondonCity PrideBerc RustemRobustness in Investment Decisions
42009.03.25LondonCity PrideSteve ZymlerRobustness in Investment Decisions
32009.03.04LondonCity PrideClaudio AlbaneseInterest Rate Derivatives and GPU Computing
22009.02.11LondonCity PrideSaeed AmenIntroduction to Foreign Exchange
12009.01.29LondonCity PrideMatthew DixonCalibrating Spread Options using a Seasonal Commodity Forward Model
Global Reach

Present Day

The Thalesian Seminars take place at some of the most prestigious venues, including Level39, City University Club, and London Marriott Hotel Canary Wharf (pictured) in London; Fordham University Gabelli School of Business and NYU Kimmel Center in New York City; and central locations in Budapest, Frankfurt, Geneva, Prague, San Francisco, Stockholm, Vienna, and Zurich.

More than 300 Thalesian Seminars have taken place around the world.

During the COVID-19 pandemic we have made the decision to switch to the webinar mode—the Thalesian Webinars are currently taking place online. The same decision has been made by our partners in New York—IAQF. In New York the Seminar/Webinar series is known as IAQF/Thalesians.

Fascinating

London History

Some of the venues associated with the Thalesian Seminars have taken their due place in history. The very first Seminar (Prof. Matthew Dixon’s talk entitled Calibrating Spread Options using a Seasonal Commodity Forward Model) took place upstairs at the City Pride pub on 2009.01.29.

The City Pride was situated at 1 Westferry Road in Marsh Wall on the Isle of Dogs, London. This pub was built in 1936 as the City Arms, with a name change to the City Pride in 1988. It closed in 2010.05m and was demolished in 2012.10m. The site is now occupied by the Landmark Pinnacle, a 233-metre (764 ft) skyscraper under construction by developer Chalegrove Properties. Is is set to be the tallest residential building in Europe and will have more habitable floors than any other building in Europe. The 71st Thalesian Seminar on 2012.03.14 was the last one to take at the old City Pride. It was given by Attila Vrabecz and was entitled kdb+/q in Practice.

The London Chapter of the Thalesians then moved to the Dockmaster’s House. This listed Georgian building constructed in 1807 has had many past incarnations; it’s been an excise office, a pub called the Jamaica Tavern renamed as the Jamaica Hotel in 1899, and even the offices for the Dock Superintendent and his staff from 1926—hence the name given to it in 1992. From February 2009, it opened as an Indian restaurant, with dining rooms, three bars, and a garden with a stylish conservatory. The first Thalesian seminar to take place at the Dockmaster’s House was the 72nd one; it was given on 2012.03.28 by Oleg Ruban, entitled Scenarios for Sovereign Stress in Eurozone.

While the building still stands, the restaurant closed its doors in 2014. The last Thalesian talk was given at that venue on 2014.03.26 by Didrik Pinte—it was entitled Python and Quantitative Finance.

The London seminar series then moved to the London Marriott Hotel Canary Wharf, which was at the time known as the London Marriott West India Quay. The venue was inaugurated on 2014.04.07 by Chiara Albanese; it was a panel talk, Spring Market Views Panel.

The Thalesians’ success in Canary Wharf prompted us to expand to the City of London. We were invited by the Secretary of the City University Club, Hasita Senanayake FIH, to use the Club as a venue alongside the London Marriott Hotel Canary Wharf. The first talk at the new venue was given on 2017.03.09 by Iain Clark—Efficient Methods for Simulation of FX Volatility Surface.

The City University Club was established in 1895. From its foundation until 2018 it operated from the top three floors of 50 Cornhill, of what was Prescott’s Bank, a 1766 private bank which became a branch of part of the NatWest banking group. This arrangement was quite specifically intended by and between the bank’s partners and the club of which they were founding members when the building was designed. The branch closed in 1999 and was turned into a pub of the Fullers chain.

On 2018.01.29 the Club moved to 42 Crutched Friars, the former home of the Lloyds Club. The last Thalesian Seminar at 50 Cornhill was given on 2017.11.09 by Blanka Horvath—Rough Volatility Models: Pricing and Simulations. The first Thalesian Seminar at the Club’s new location was given on 2018.06.13 by Ian KhrashchevskyiIs There a Reward for Macroeconomic Risk in Higher Moment Risk Premia?

Fascinating

Global History

On 2011.02.23 the IAQF/Thalesian Seminar series launched in New York City at the Playwright Tavern. The IAQF is the not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field. Founded in 1992, the IAQF is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting, and law firms, and universities across the globe. The first IAQF/Thalesian seminar was given by Gerald Hanweck, Jr. It was entitled Monte Carlo Methods in CUDA.

The 51st IAQF/Thalesian Seminar took place at O’Lunney’s. It was given on 2011.06.29 by Rakesh Joshi on the subject of FPGAs in HFT.

From 2011.08.23 onwards the IAQF/Thalesian Seminars in New York City took place at the New York Public LibraryBaruch College, and NYU Kimmel Center. There have been few exceptions. For example, the 180th Seminar took place at the Shark Tank, Grind Broadway (Saeed Amen, Creating Trend Following Fund / PyThalesians Demo), whereas the 247th Seminar took place at the Bank of China (Lasse Pedersen, Generalized Recovery). More recent IAQF/Thalesian Seminars took place at Fordham University Gabelli School of Business.

The Thalesian Seminars—or Séances, as they are referred to in Hungary—in Budapest started on 2014.01.31 at Palack Borbár. In Frankfurt, they started on 2013.07.11 at Atos, moved to Die Zentrale on 2015.06.03, and then to PPI AG Office on 2015.09.07. In Geneva—on 2015.02.03 at InterContinental Hotel Geneva; in Prague—on 2015.05.29 at the Konferenční sály Akademie věd ČR; in San Francisco on 2011.03.30 at L’Olivier (moving to Golden Gate University on 2011.10.19 and to Berkeley City Club on 2015.09.10); in Stockholm on 2017.04.26 at the Kräftriket; in Vienna on 2018.05.28 at the University of Vienna; in Zurich on 2015.09.08 at the ETH Swiss Federal Institute of Technology.

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