Quantitative Finance Seminar
financial economics
Fields Institute for Research in Mathematical Sciences
| Audience: | Researchers in the topic |
| Seminar series times: | No fixed schedule |
| Organizer: | Zahraa Al-Ahmad* |
| *contact for this listing |
Register for the next seminar by clicking the following link: www.fields.utoronto.ca/cgi-bin/register?form_selection=finance-seminar
Upcoming talks
Past talks
| Your time | Speaker | Title | |||
|---|---|---|---|---|---|
| Wed | Mar 30 | 21:00 | Lars Stentoft | TBA | |
| Wed | Feb 23 | 22:00 | Peter Tankov | TBA | |
| Wed | Jan 26 | 22:00 | Matthew Lorig | TBA | |
| Wed | Nov 24 | 22:00 | Beatrice Acciaio | A robust framework for pricing and hedging American options | |
| Wed | Oct 27 | 21:00 | Samuel Cohen | Arbitrage-free neural-SDE market models | |
| Wed | Sep 29 | 21:00 | Cody Hyndman | Arbitrage-free yield curve and bond price forecasting by deep neural networks | |
| Wed | Apr 28 | 21:00 | Stan Uryasev | Drawdown Beta and Portfolio Optimization | |
| Wed | Mar 31 | 21:00 | Maxime Bergeron | Deeply Learning Derivatives: from Hilbert to Riskfuel | |
| Wed | Feb 24 | 22:00 | Alexey Rubtsov | Systemic Risk Driven Portfolio Selection | |
| Wed | Jan 27 | 22:00 | Mark Reesor | Know Your Clients' Behaviours: A Cluster Analysis of Financial Transactions | |
| Wed | Nov 25 | 22:00 | Lukasz Szpruch | Gradient Flows, Stochastic Control and Robust pricing and hedging via neural SDEs | |
| Wed | Oct 28 | 21:00 | Ilaria Peri | On the properties of Lambda quantiles and financial applications | |
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