Slides
Jacques Joubert: Meta-labeling
Oleksandr Proskurin: Using Absolute Rules of Disqualification to Detect Mean-reverting Spreads for Pairs Trading and Statistical Arbitrage
Saeed Amen: Speeding up Python
Adithya Sireesh: Quantum computing and NISQ algorithms
Philippe G. LeFloch, Jean-Marc Mercier, and Shohruh Miryusupov: CodPy : a Python library for machine learning, mathematical finance, and statistics.
Claudio Albanese: Model Risk and Reverse Stress Testing
Jesper Andreasen: Next Generation Local Volatility
Jao Cao, Jacky Chen, John Hull, Zissis Poulos: Deep Hedging Using Reinforcement Learning
Thomas Wiecki: Bayesian Portfolio Allocation
Rolf Poulsen: Tales of Innumeracy
Uri Lee: Complex Networks in Finance
David Munoz Constantine: Synthetic Data Generation with MlFinLab
Saeed Amen: The Book of Alternative Data
Alexander Denev: The Book of Alternative Data
Valeriia Pervushyna: Statistical Arbitrage with the Ornstein-Uhlenbeck Model
Piotr Karasinski: Random Walk from Physics to Finance
Jan W. Dash: Climate Change: Opportunity and Risk