Princeton University

Past Events

Information in Noise: Strategic Trading under Autocorrelated Uninformed Orders

Vladislav Gounas, Director, Quantitative Investment Solutions

12/16/2020

Financial Mathematics Seminar
Bootstrapping Monotone Function Estimators

Matias Cattaneo, Princeton University

12/15/2020

S. S. Wilks Memorial Seminar in Statistics
Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach

Kiseop Lee, Purdue University

12/09/2020

Financial Mathematics Seminar
Breaking the Sample Size Barrier in Statistical Inference and Reinforcement Learning

Yuting Wei, Carnegie Mellon University

12/08/2020

Recording of Talk

S. S. Wilks Memorial Seminar in Statistics
Principal Eigenportfolios for U.S. Equities

Andrew Papanicolaou, North Carolina State University

12/02/2020

Financial Mathematics Seminar
Bridging factor and sparse models

Ricardo Masini, Sao Paulo School of Economics-FGV

12/01/2020

Recording of Talk

S. S. Wilks Memorial Seminar in Statistics
Causal Inference in Possibly Nonlinear Factor Models

Yingjie Feng, Princeton University

11/24/2020

Recording of Talk

S. S. Wilks Memorial Seminar in Statistics
Exactness in SDP Relaxations of Quadratically Constrained Quadratic Programs

Fatma Kilinc-Karzan, Carnegie Mellon University

11/20/2020

Recording of Talk

Optimization Seminar
Mixing time of the upper triangular matrix walk over Z/mZ

Evita Nestoridi, Princeton

11/18/2020

Probability Seminar

Pages