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Ira Baxter: Automated transformation for software (re)engineering using DMS
1:33
Ira Baxter: Automated transformation for software (re)engineering using DMS
Michael Kearns - Differentially Private Call Auctions and Market Impact
1:20
Michael Kearns – Differentially Private Call Auctions and Market Impact
MLI Seminar: David Foster: DALL.E 2: Text-to-image generation
1:17
MLI Seminar: David Foster: DALL.E 2: Text-to-image generation
Uwe Wystup: Mixed Local Volatility Models for FX Derivatives
1:11
Uwe Wystup: Mixed Local Volatility Models for FX Derivatives
QDC Seminar: Paul Bilokon & Ruijie Xiong : Databases in finance: beyond SQL, towards BD and HFT
1:33
QDC Seminar: Paul Bilokon & Ruijie Xiong : Databases in finance: beyond SQL, towards BD and HFT
Andrea Barbon: Gamma Fragility
0:39
Andrea Barbon: Gamma Fragility
Alec Schmidt: Diversifying Mean-Variance Portfolio: Physics vs Maths
1:08
Alec Schmidt: Diversifying Mean-Variance Portfolio: Physics vs Maths
Agatha Murgoci: Time Inconsistent Optimal Control in Finance
1:03
Agatha Murgoci: Time Inconsistent Optimal Control in Finance
Colin Lancaster: Fed Up! Success, Excess & Crisis From a HF Trader
Colin Lancaster: Fed Up! Success, Excess & Crisis From a HF Trader
Olga Petrova: Introduction to Transformers for NLP
1:23
Olga Petrova: Introduction to Transformers for NLP
Irene Aldridge: Noise Dynamics in Big Data Inference
1:02
Irene Aldridge: Noise Dynamics in Big Data Inference
The Hudson & Thames / Thalesians Evening Conference on Algorithmic Trading & Machine Learning
3:03
The Hudson & Thames / Thalesians Evening Conference on Algorithmic Trading & Machine Learning
QDC Seminar: Saeed Amen: Visualisation for financial markets in Python
0:55
QDC Seminar: Saeed Amen: Visualisation for financial markets in Python
Masaaki Fukasawa: Volatility has to be rough
0:45
Masaaki Fukasawa: Volatility has to be rough
Piotr Karasinski: Random Walk from Physics to Finance
1:35
Piotr Karasinski: Random Walk from Physics to Finance
Viral Shah & Matt Bauman: High performance fin. computing with JuliaHub
1:12
Viral Shah & Matt Bauman: High performance fin. computing with JuliaHub
Rob Carver: Risk targeting: Infinity war
1:34
Rob Carver: Risk targeting: Infinity war
Lee, Munoz Constantine & Pervushyna: ML with MlFinLab Python library
1:23
Lee, Munoz Constantine & Pervushyna: ML with MlFinLab Python library
Panel: Alexander Denev and Saeed Amen: The Book of Alternative Data
1:21
Panel: Alexander Denev and Saeed Amen: The Book of Alternative Data
Jesper Andreasen (Kwant Daddy): Next Generation Local Volatility
1:07
Jesper Andreasen (Kwant Daddy): Next Generation Local Volatility
Jens Nordvig: Forecasting the dollar using capital flow data
1:02
Jens Nordvig: Forecasting the dollar using capital flow data
Thomas Spooner: Market Making, Reinforcement Learning, and Uncertainty
1:15
Thomas Spooner: Market Making, Reinforcement Learning, and Uncertainty
Yves Hilpisch: RL: From Games to Intraday Algorithmic Trading
1:35
Yves Hilpisch: RL: From Games to Intraday Algorithmic Trading
Marek Capinski: Three stories on mathematical finance
1:14
Marek Capinski: Three stories on mathematical finance
Jay Cao, Jacky Chen, John Hull, Zissis Poulos: Deep Hedging Using RL
1:22
Jay Cao, Jacky Chen, John Hull, Zissis Poulos: Deep Hedging Using RL
Blanka Horvath: A Data-driven Market Simulator
1:14
Blanka Horvath: A Data-driven Market Simulator
Cetin Karakus: Anatomy of a Distributed Options Market Making System
1:55
Cetin Karakus: Anatomy of a Distributed Options Market Making System
Grady Booch: Software Architecture for AI-intensive Systems
0:59
Grady Booch: Software Architecture for AI-intensive Systems
Ernest Chan: Tail Hedging in the Age of Machine Learning
1:06
Ernest Chan: Tail Hedging in the Age of Machine Learning
Thomas Wiecki: Bayesian Portfolio Allocation
1:29
Thomas Wiecki: Bayesian Portfolio Allocation
Christina Qi: Starting a Modern Hedge Fund
1:30
Christina Qi: Starting a Modern Hedge Fund
Luigi Ballabio: A Short Introduction to QuantLib
1:23
Luigi Ballabio: A Short Introduction to QuantLib