CFRM is proud to offer regular seminars to our students and interested members of the Seattle community, with an aim to reach a global audience wherever possible. Our primary seminar series, generously supported by Microsoft, brings a wide range of industry and academic experience to UW. Information on this year’s series is posted below, and past years are available in the event archive. Due to lack of interest and participation, weighed against the logistical challenges and setup required, we are no longer offering web streams or recordings of most seminars.
Seminars with available recordings are compiled in our Seminar Library.
2016 Microsoft Seminar Series
|October 14, 2016||Jonathan Brogaard, University of Washington||Risk and Return in High-Frequency Trading||Dempsey 112||4:00 PDT|
|October 21, 2016||Tim Leung, UW Applied Math||Introduction to ETFs||Dempsey 112||4:00 PDT|
|January 17, 2017||Anthony Sanford, UW Economics||Recovery Theorem with a Multivariate Markov Chain||Paccar 290||4:00 PDT|
|January 24, 2017||Sasha Aravkin, UW Applied Math||Robust Statistics and Learning via Optimization||Paccar 290||4:00 PDT|
|January 31, 2017||Jing Tao, UW Economics||A simple semiparametric estimator for random coefficients Logit demand models||Paccar 290||4:00 PDT|
|February 7, 2017||Weston Barger, UW Applied Math||Approximate pricing of European and Barrier claims in a local-stochastic volatility setting||Paccar 290||4:00 PDT|
|February 21, 2017||Ryan Donnelly, Swiss Finance Institute||Enhancing Trading Strategies with Order Book Signals||Paccar 290||4:00 PDT|
|February 28, 2017||Bahman Angoshtari, University of Michigan||Optimal investment to minimize the probability of drawdown||Paccar 290||4:00 PDT|
|March 7, 2017||Paul Bouchey, Parametric||Volatility Harvesting in Theory and Practice||Paccar 290||4:00 PDT|
|April 12, 2017||Doug Martin, UW Applied Math||Robust Statistics for Quantitative Finance: Part 1||Denny 259||4:30 PDT|