Vladislav Gounas, Director, Quantitative Investment Solutions
Information in Noise: Strategic Trading under Autocorrelated Uninformed Orders
Dec 16, 2020
Financial Mathematics Seminar
Matias Cattaneo, Princeton University
Bootstrapping Monotone Function Estimators
Dec 15, 2020
S. S. Wilks Memorial Seminar in Statistics
Kiseop Lee, Purdue University
Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach
Dec 9, 2020
Financial Mathematics Seminar
Yuting Wei, Carnegie Mellon University
Breaking the Sample Size Barrier in Statistical Inference and Reinforcement Learning
Dec 8, 2020
S. S. Wilks Memorial Seminar in Statistics
Andrew Papanicolaou, North Carolina State University
Principal Eigenportfolios for U.S. Equities
Dec 2, 2020
Financial Mathematics Seminar
Ricardo Masini, Sao Paulo School of Economics-FGV
Bridging factor and sparse models
Dec 1, 2020
S. S. Wilks Memorial Seminar in Statistics
Yingjie Feng, Princeton University
Causal Inference in Possibly Nonlinear Factor Models
Nov 24, 2020
S. S. Wilks Memorial Seminar in Statistics
Fatma Kilinc-Karzan, Carnegie Mellon University
Exactness in SDP Relaxations of Quadratically Constrained Quadratic Programs
Nov 20, 2020
Optimization Seminar
Evita Nestoridi, Princeton University
Mixing time of the upper triangular matrix walk over Z/mZ
Nov 18, 2020
Probability Seminar