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Agostino Capponi:Adoption of Blockchain-Based Decentralized Exchange
1:32
Agostino Capponi:Adoption of Blockchain-Based Decentralized Exchange
Andrea Barbon: Gamma Fragility
0:39
Andrea Barbon: Gamma Fragility
Bruno Bouchard-Denize: Dupire-Ito’s formula for C^{0,1} functionals
1:07
Bruno Bouchard-Denize: Dupire-Ito’s formula for C^{0,1} functionals
Bilal Hafeez (Macro Hive): How Macro Can Help Quants
0:50
Bilal Hafeez (Macro Hive): How Macro Can Help Quants
Alec Schmidt: Diversifying Mean-Variance Portfolio: Physics vs Maths
1:08
Alec Schmidt: Diversifying Mean-Variance Portfolio: Physics vs Maths
Jörg Kienitz: Data Driven and Model Free Conditional Expectations
1:07
Jörg Kienitz: Data Driven and Model Free Conditional Expectations
Marek Capinski: Three stories on mathematical finance
1:14
Marek Capinski: Three stories on mathematical finance
Colin Lancaster: Fed Up! Success, Excess & Crisis From a HF Trader
Colin Lancaster: Fed Up! Success, Excess & Crisis From a HF Trader
Philippe G. LeFloch and Jean-Marc Mercier : A Class of Mesh-free Algorithms Finance, Machine Learning, and Fluid Dynamics.
1:39
Philippe G. LeFloch and Jean-Marc Mercier : A Class of Mesh-free Algorithms Finance, Machine Learning, and Fluid Dynamics.
Daniel J. Duffy: PDEs and FDM for Computational Finance
1:42
Daniel J. Duffy: PDEs and FDM for Computational Finance
Olga Petrova: Introduction to Transformers for NLP
1:23
Olga Petrova: Introduction to Transformers for NLP
Viral Shah & Matt Bauman: High performance fin. computing with JuliaHub
1:12
Viral Shah & Matt Bauman: High performance fin. computing with JuliaHub
Irene Aldridge: Noise Dynamics in Big Data Inference
1:02
Irene Aldridge: Noise Dynamics in Big Data Inference
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
Thomas Spooner: Market Making, Reinforcement Learning, and Uncertainty
1:15
Thomas Spooner: Market Making, Reinforcement Learning, and Uncertainty
Jesper Andreasen (Kwant Daddy): Next Generation Local Volatility
1:07
Jesper Andreasen (Kwant Daddy): Next Generation Local Volatility
Rob Carver: Risk targeting: Infinity war
1:34
Rob Carver: Risk targeting: Infinity war
Panel: Alexander Denev and Saeed Amen: The Book of Alternative Data
1:21
Panel: Alexander Denev and Saeed Amen: The Book of Alternative Data
Jens Nordvig: Forecasting the dollar using capital flow data
1:02
Jens Nordvig: Forecasting the dollar using capital flow data
Lee, Munoz Constantine & Pervushyna: ML with MlFinLab Python library
1:23
Lee, Munoz Constantine & Pervushyna: ML with MlFinLab Python library
Yves Hilpisch: RL: From Games to Intraday Algorithmic Trading
1:35
Yves Hilpisch: RL: From Games to Intraday Algorithmic Trading
Ashwin Rao: Foundations of RL with Applications to Finance
2:01
Ashwin Rao: Foundations of RL with Applications to 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
Grady Booch: Software Architecture for AI-intensive Systems
0:59
Grady Booch: Software Architecture for AI-intensive Systems
Cetin Karakus: Anatomy of a Distributed Options Market Making System
1:55
Cetin Karakus: Anatomy of a Distributed Options Market Making System
Ernest Chan: Tail Hedging in the Age of Machine Learning
1:06
Ernest Chan: Tail Hedging in the Age of Machine Learning
Daniel Duffy: Some Perspectives on Computational Finance and ML
2:12
Daniel Duffy: Some Perspectives on Computational Finance and ML
Luigi Ballabio: A Short Introduction to QuantLib
1:23
Luigi Ballabio: A Short Introduction to QuantLib
Christina Qi: Starting a Modern Hedge Fund
1:30
Christina Qi: Starting a Modern Hedge Fund
Thomas Wiecki: Bayesian Portfolio Allocation
1:29
Thomas Wiecki: Bayesian Portfolio Allocation