Vladislav Gounas, Director, Quantitative Investment Solutions
Information in Noise: Strategic Trading under Autocorrelated Uninformed Orders
Dec 16, 2020, 2:30 pm
Financial Mathematics Seminar
Matias Cattaneo, Princeton University
Bootstrapping Monotone Function Estimators
Dec 15, 2020, 11:00 am
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, 4:30 pm
Financial Mathematics Seminar
Yuting Wei, Carnegie Mellon University
Breaking the Sample Size Barrier in Statistical Inference and Reinforcement Learning
Dec 8, 2020, 11:00 am
S. S. Wilks Memorial Seminar in Statistics
Andrew Papanicolaou, North Carolina State University
Principal Eigenportfolios for U.S. Equities
Dec 2, 2020, 4:30 pm
Financial Mathematics Seminar
Ricardo Masini, Sao Paulo School of Economics-FGV
Bridging factor and sparse models
Dec 1, 2020, 11:00 am
S. S. Wilks Memorial Seminar in Statistics
Yingjie Feng, Princeton University
Causal Inference in Possibly Nonlinear Factor Models
Nov 24, 2020, 11:00 am
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, 11:00 am
Optimization Seminar