Seminars

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.

Recordings

Seminars with available recordings are compiled in our Seminar Library.

2016 Microsoft Seminar Series

DATESPEAKERTOPICLOCATIONTIME
October 14, 2016Jonathan Brogaard, University of WashingtonRisk and Return in High-Frequency TradingDempsey 1124:00 PDT
October 21, 2016Tim Leung, UW Applied MathIntroduction to ETFsDempsey 1124:00 PDT
January 17, 2017Anthony Sanford, UW EconomicsRecovery Theorem with a Multivariate Markov ChainPaccar 2904:00 PDT
January 24, 2017Sasha Aravkin, UW Applied MathRobust Statistics and Learning via OptimizationPaccar 2904:00 PDT
January 31, 2017Jing Tao, UW EconomicsA simple semiparametric estimator for random coefficients Logit demand modelsPaccar 2904:00 PDT
February 7, 2017Weston Barger, UW Applied MathApproximate pricing of European and Barrier claims in a local-stochastic volatility settingPaccar 2904:00 PDT
February 21, 2017Ryan Donnelly, Swiss Finance InstituteEnhancing Trading Strategies with Order Book SignalsPaccar 2904:00 PDT
February 28, 2017Bahman Angoshtari, University of MichiganOptimal investment to minimize the probability of drawdownPaccar 2904:00 PDT
March 7, 2017Paul Bouchey, ParametricVolatility Harvesting in Theory and PracticePaccar 2904:00 PDT
April 12, 2017Doug Martin, UW Applied MathRobust Statistics for Quantitative Finance: Part 1Denny 2594:30 PDT
May 3, 2017Ivan Popivanov, MicrosoftDeep Learning, the Cognitive Toolkit, and Applications in FinanceDenny 2594:30 PDT
May 10, 2017Bryson Hadley, English Capital PartnersUntitledDenny 2594:30 PDT
May 17, 2017Alex Lu, KavoutInvestment Discovery and Stock Trading Powered by AIDenny 2594:30 PDT
May 24, 2017Prof. Thomas Gilbert, UWWhy are University Endowments Large and Risky?Denny 2594:30 PDT
TBATBAStay tuned!

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