Autumn 2017 - Spring 2018
DATE | SPEAKER | TOPIC |
---|---|---|
May 4, 2018 | Patricia Ning, UC Santa Barbara | Multivariate Bayesian Structural Time Series Model and its Applications on Finance |
February 6, 2018 | Marvin Cheng & Peter Filipovic, Starbucks Treasury | Approach to Risk Management |
November 27, 2017 | Michael W. Mahoney, ICSI & UC Berkeley Dept. of Statistics | Second Order Machine Learning |
November 9, 2017 | Erik Lehr, Empirical Wealth Management & Geir Watland, Viking Financial Consulting | CAIA Association and Life after CFRM |
October 20, 2017 | John Guerard, PhD, McKinley Capital Management | Investing in Global Markets: Big Data and Applications of Robust Regression |
Autumn 2016 - Spring 2017
DATE | SPEAKER | TOPIC |
---|---|---|
May 24, 2017 | Prof. Thomas Gilbert, UW | Why are University Endowments Large and Risky? |
May 17, 2017 | Alex Lu, Kavout | Investment Discovery and Stock Trading Powered by AI |
May 10, 2017 | Bryson Hadley, English Capital Partners | Untitled |
May 3, 2017 | Ivan Popivanov, Microsoft | Deep Learning, the Cognitive Toolkit, and Applications in Finance |
April 12, 2017 | Doug Martin, UW Applied Math | Robust Statistics for Quantitative Finance: Part 1 |
March 7, 2017 | Paul Bouchey, Parametric | Volatility Harvesting in Theory and Practice |
February 28, 2017 | Bahman Angoshtari, University of Michigan | Optimal investment to minimize the probability of drawdown |
February 21, 2017 | Ryan Donnelly, Swiss Finance Institute | Enhancing Trading Strategies with Order Book Signals |
February 7, 2017 | Weston Barger, UW Applied Math | Approximate pricing of European and Barrier claims in a local-stochastic volatility setting |
January 31, 2017 | Jing Tao, UW Economics | A simple semiparametric estimator for random coefficients Logit demand models |
January 24, 2017 | Sasha Aravkin, UW Applied Math | Robust Statistics and Learning via Optimization |
January 17, 2017 | Anthony Sanford, UW Economics | Recovery Theorem with a Multivariate Markov Chain |
October 21, 2016 | Tim Leung, UW Applied Math | Introduction to ETFs |
October 14, 2016 | Jonathan Brogaard, University of Washington | Risk and Return in High-Frequency Trading |
Spring 2016
DATE | SPEAKER | TOPIC |
---|---|---|
June 3, 2016 | Mark Kritzman, Windham Capital Management | Estimation Errors in Portfolio Construction |
May 13, 2016 | Blair Hull, Ketchum Trading | Market Timing, Big Data and Machine Learning |
May 6, 2016 | David Carino, FTSE and Russell Investments (ret.) | Attribution Linking |
April 29, 2016 | Jonathan Brogaard, University of Washington | Price Discovery without Trading: Evidence from Limit Orders |
Winter 2016
DATE | SPEAKER | TOPIC |
---|---|---|
March 11, 2016 | Leonard Wong, UW | Geometry and Optimization of Relative Arbitrage |
March 3, 2016 | Ronnie Sircar, Princeton University | Fracking, Renewables, and Mean Field Games |
February 26, 2016 | Mary Pugh, Pugh Capital Management | Bond Market Fundamentals and Quantitative Dynamics |
February 19, 2016 | Tim Leung, Columbia University | Optimal Multiple Stopping Problems Under Mean-Reverting Dynamics |
February 12, 2016 | Sergey Nadtochiy, University of Michigan | Endogenous Formation of Limit Order Books: the Effects of Trading Frequency |
February 5, 2016 | Mike Ludkovski, UC Santa Barbara | Simulation Design for Stochastic Control: from American Options to Epidemics Detection |
January 29, 2016 | Wan-Jung Hsu, University of Washington | Predicting and Capitalizing on Two Types of Stock Bear Markets in the U.S. |
January 22, 2016 | Alex Schied, University of Mannheim | Market Impact Games |
January 15, 2016 | Jason Malinowski, Seattle City Employees' Retirement System | Public Pension Investing |
Autumn 2015
DATE | SPEAKER | TOPIC |
---|---|---|
December 4, 2015 | Thomas K. Philips, BNP Paribas | Robust Risk Budgeting |
December 3, 2015 | Terry Rockafellar, Boeing (part of the UW Applied Math Boeing Distinguished Colloquia series) | Risk and Reliability in Stochastic Optimization |
November 20, 2015 | Apurv Jain, Microsoft and Alec Balasecu, Simon Fraser University | Financial Bubbles and their Magic, Why Don’t We Learn? Asset Price as a Heroic Journey in the Financial Markets |
November 13, 2015 | Eric Zivot, UW | Price Discovery Share: An Order Invariant Measure of Price Discovery with Application to Exchange-Traded Funds |
November 6, 2015 | Doug Martin, UW | Parametric and Non-Parametric Expected Shortfall |
October 30, 2015 | Sanjiv Das, Santa Clara University | Modeling Systemic Risk Using Networks |
October 29, 2015 | Sanjiv Das, Santa Clara University | Text and Context – Language Analytics for Finance |
October 23, 2015 | Russell Rhoads, Chicago Board Options Exchange | Aspects of VIX |
October 16, 2015 | Guy Yollin, University of Washington | LaTeX, LyX, and knitr |