Skip to content
Presentation and lecture


Industry-leading content

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

Ryan Siegler: Climate Change: Vector Databases