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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

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Event: Quant Europe 2014

Starting on: Tuesday 1st of April, 2014. Posted by: MoneyScience.

Risk is proud to present Quant Europe 2014, our annual conference showcasing the latest innovations in derivatives, risk management and quantitative strategies being adopted by leading financial institutions.

Event: Webinar with Marco Dion of JP Morgan: News Analytics - Using a Language Recognition Algorithm to Analyse News Flow

Starting on: Wednesday 2nd of April, 2014. Posted by: MoneyScience.

• Company News flow has an undeniable impact on stock prices.
• Depending on how positive or negative the news item, it can even represent the most important element defining a stock’s annual performance.
• News items are fundamental and qualitative in nature, consequently academics and Quant houses have up to recently (i.e. pre 2007) struggled to investigate news flow from a systematic perspective.
• Thomson Reuters has however developed a language recognition algorithm that quantifies news items and informs investors of how relevant and how positive or negative the content truly is. This therefore allows for a quantified analysis of news flow and presents a new way to approach the news topic.
• In our paper, we have used the Thomson Reuters – News Analytics data to test various ideas and try to figure out if news flow can be used for longer-term investment (daily, weekly and monthly) by Quant Managers to generate alpha or manage risk.
• While a lot of our initial (and naïve) testing failed due to the fast decay of news items, we did find various methodologies that provided an efficient use of the data and turned news flow signals into alpha sources.
• We believe that the strategies we have developed could be implemented by Quant managers and help improve the overall performance of their investment process.
• Amongst the numerous tests conducted, the key results are those strategies based on various holding periods (short-term and medium term), on news momentum, news signals for turn-around companies, conditioning of signals for short-sellers, sector allocators and on ways to improve the overall efficiency of Quant Factor Models.

Presenter: Marco Dion
Marco Dion has recently been named Head of the Central Risk Book trading desk at JP Morgan. Prior to that, Marco spent 7 years in the research department of JP Morgan as Global Head of the Quant Strategy team. Marco and the 12 member-team have been ranked best Quant research teams across the globe by investors in numerous surveys since 2008.

Event: 4th Annual Fixed Income e-Trading

Starting on: Thursday 3rd of April, 2014. Posted by: MoneyScience.

E-trading currently amounts to around 22% of the fixed income market, yet there is still a huge amount of profit that could be gained in the market, but with best execution and practice in banks and buy side firms far from established there is still a lot to be gained. Furthermore in order for it to stay at the forefront and take full advantage of the possibility that presents fixed income e trading, the market needs to establish a lot more transparency and liquidity.

Event: Conference on Financial Market Misconduct

Starting on: Thursday 3rd of April, 2014. Posted by: MoneyScience.

Financial market misconduct erodes investors trust, and in turn influences stock market liquidity and performance, and exacerbates volatility. Financial market misconduct includes but is not limited to fraud. Despite the widespread media attention on market misconduct, the causes and consequences of market misconduct are often misunderstood and under researched around the world. The evolving structure of markets gives rise to new work on topic This international conference will provide a timely debate on financial market misconduct. The conference also encourages, but does not require, submission to the Journal of Corporate Finance. Papers submitted to the Journal of Corporate Finance would go through the normal review process.


Deadline for submission to the conference is December 15, 2013. Authors will be notified about acceptance to conference by January 31, 2014.

Event: Multinational Finance Society Symposium

Starting on: Friday 4th of April, 2014. Posted by: MoneyScience.

KEYNOTE SPEAKERS

Event: 6th Annual Florida State University SunTrust Beach Conference

Starting on: Thursday 10th of April, 2014. Posted by: MoneyScience.

The opening reception begins Thursday evening, April 10th. The conference will be held at the Hilton Sandestin Beach Golf Resort and Spa, which is located directly on a beach consistently ranked among the top 10 beaches in the U.S. The conference program will consist of a mix of invited presenters as well as paper submissions in any area of finance. The deadline for paper submission has passed.

Event: Annual Conference of the Swiss Society for Financial Market Research

Starting on: Friday 11th of April, 2014. Posted by: MoneyScience.

There is no deadline for registration. The conference fee is 120 CHF. In case you have not registered for conference participation by April 10, 2014, 24:00 CET, the walk-in rate amounts to 170 CHF.

Event: Frankfurt MathFinance Conference

Starting on: Monday 14th of April, 2014. Posted by: MoneyScience.

Download of talks is only available to conference participants!

Event: The 10th Finance, Business & Banking Symposium

Starting on: Friday 25th of April, 2014. Posted by: MoneyScience.

The 10th Finance, Business & Banking Symposium is an international academic conference dedicated to the promotion and publication of peer-reviewed research. Event organised by the LabExReFi in association with the Academic Council on the Global Governance Systemic Risk, under the auspices of the Financial Engineering and Banking System and sponsored by Global journal of Strategies & Governance (Canada) and several other refereed journals, FBBS' mission is to encourage business faculty members to respond to current finance and banking issues and interact with practitioners. Professors, students, and business people are invited to gather to share their ideas and, thus, sow the seeds for economic growth, market innovation, more effective business practices, consumer trends, and greater profits through their research. FBBS is a wonderful opportunity to highlight and share the fruit of your cogitation!

Event: JACOBS LEVY CENTER ANNUAL CONFERENCE

Starting on: Friday 25th of April, 2014. Posted by: MoneyScience.

This event will bring together leaders in academia and industry for a day focused on practical applications of quantitative finance. No registration fee.

Event: International Conference on Accounting and Finance- 2014 (ICAF 2014)

Starting on: Tuesday 6th of May, 2014. Posted by: MoneyScience.

The International conference on Accounting and Finance (ICAF 2014) is the premier forum for the presentation of new advances and research results in the fields of Accounting, Finance, Banking and Insurance. The conference will bring together leading academic scientists, researchers, practitioners and scholars in the domain of interest from around the world. Topics of interest for submission include, but are not limited to:

Event: 2014 FMA Asian Conference

Starting on: Friday 9th of May, 2014. Posted by: MoneyScience.

FMA International is pleased to announce its Sixth Annual Asian Meeting in Tokyo to be hosted by Hitotsubashi University. Continuing the successful model used for our previous Asian meetings,this meeting will be smaller than our traditional meetings and offer only a few high-quality concurrent sessions. We therefore seek strong papers from scholars in all fields of finance. In addition to papers on traditional finance topics, we encourage the submission of papers on the financial crisis, and post-crisis challenges for financial markets.

Event: The 21st Annual Global Derivatives Trading & Risk Management

Starting on: Monday 12th of May, 2014. Posted by: MoneyScience.


What's On The Cards For Global Derivatives 2014?

Event: R/Finance 2014: Applied Finance with R

Starting on: Friday 16th of May, 2014. Posted by: MoneyScience.

The sixth annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held on May 16 and 17, 2014 in Chicago, IL, USA at the University of Illinois at Chicago. The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics. All will be discussed within the context of using R as a primary tool for financial risk management, portfolio construction, and trading. Over the past six years, R/Finance has included attendees from around the world. It featured presentations from prominent academics and practitioners, and we expect another exciting line-up for 2014.

Event: Applied Finance Conference

Starting on: Friday 16th of May, 2014. Posted by: MoneyScience.

Keynote Speaker

Event: The Finance, Global Management, Economics & Information Technology Research Conference

Starting on: Thursday 22nd of May, 2014. Posted by: MoneyScience.

The Finance, Global Management, Economics & Information Technology Research Conference, New York invites you to participate in the conference. The Finance, Global Management,  Econommics & Information Technology Research Conference publishes articles of interest to members of the Business Community and will provide leadership in introducing new concepts to its readership. Because business is a diverse field, articles should address questions utilizing a variety of methods and theoretical perspectives.  The primary goal of the conference will be to provide opportunities for business related academicians and professionals from various business related fields in a global realm to publish their paper in one source. The Finance, Global Management, Economics & Information Technology Research Conference will bring together academicians and professionals from all areas related business fields and related fields to interact with members inside and outside their own particular disciplines. The conference will provide opportunities for publishing researcher's paper as well as providing opportunities to view other's work. All the accepted papers will be published in the journal as a complementary. Doctoral students are highly encouraged to submit papers to ITGBR for competitive review.

Event: Investing in International Markets

Starting on: Thursday 22nd of May, 2014. Posted by: MoneyScience.

The Darden School of Business
 in partnership with the
International Monetary Fund, World Bank, CFA Institute and Financial Analysts Journal
 are pleased to announce their thirteenth annual conference:

Event: The European Conference on Modelling and Simulation (ECMS)

Starting on: Tuesday 27th of May, 2014. Posted by: MoneyScience.

The European Conference on Modelling and Simulation (ECMS) is an annual conference of the European Council for Modelling and Simulation, which is an independent forum of European academics and practitioners dedicated to research, development, and applications of modelling and simulation. ECMS is a widely recognized conference for anyone interested in promoting innovative simulation systems, simulation and modelling tools and techniques, and developing new applications for modelling and simulation in various fields and across different sectors.

Event: 10th Annual DCE - Europe’s largest global IT infrastructure congress and industry exhibition

Starting on: Tuesday 27th of May, 2014. Posted by: MoneyScience.

Welcome to the 10th Annual DCE - Europe’s largest global IT infrastructure congress and industry exhibition 27-29 May 2014, Grimaldi Forum, Monaco

Event: The 1st Fixed Income Conference USA: CVA, FVA, Model Risk, Interest Rates, CCAR & Stress Testing

Starting on: Wednesday 28th of May, 2014. Posted by: MoneyScience.

Early Bird Discount: 15% Before 25th April with our promo code. Plus register to the Main Conference + Workshop and receive a $250 discount.
Cla
im online by entering the code ‘
MS2014FICUS ’ in the "Special Discount Code" box.
Enter ‘MS2014FICUS’ in the special discount code box on the booking form (final page of the brochure).

Event: Bachelier Finance Society 8th World Congress, Brussels, 2014

Starting on: Monday 2nd of June, 2014. Posted by: MoneyScience.

The World Congress of the Bachelier Finance Society is the premier event in the international quantitative and mathematical finance calendar, attracting hundreds of participants every two years. The 8th World Congress will be held June 2-6, 2014 in Brussels.

Event: International Conference on Finance and Economics

Starting on: Monday 2nd of June, 2014. Posted by: MoneyScience.

The International Conference on Finance and Economics will be held during 02-04 June 2014 in Vietnam. The conference is organized by Ton Duc Thang University, Tomas Bata University in Zlín and Corvinus University of Budapest. This conference covers a wide range of topics in the field of finance and economics, in particular research papers on finance and economics in transition economies. Therefore, researchers are encouraged to submit their contributions in both theoretical and practical aspects of the following topics.

Event: 13th EBES Conference - Istanbul

Starting on: Thursday 5th of June, 2014. Posted by: MoneyScience.

13th EBES Conference - Istanbul will take place on June 5th, 6th, and 7th, 2014 at the İstanbul Bilgi University in Istanbul, Turkey with the support of the Istanbul Economic Research Association.

Abstract submission for the 13th EBES Conference - Istanbul will start on November 3rd, 2013. We would like to remind you that the deadline for abstract submission is February 28th, 2014.

Event: The 12th INFINITI Conference on International Finance

Starting on: Monday 9th of June, 2014. Posted by: MoneyScience.

Papers in all areas of international finance are welcomed, particularly if they address some aspect of the theme or indeed aspects of international financial integration. Indicative topics include, but are not limited to:

Event: 3rd Stochastic Modeling Techniques and Data Analysis International Conference (SMTDA) 11-14 June 2014

Starting on: Wednesday 11th of June, 2014. Posted by: MoneyScience.

The Stochastic Modeling Techniques and Data Analysis International Conference (SMTDA) main objective is to welcome papers, both theoretical or practical, presenting new techniques and methodologies in the broad area of stochastic modeling and data analysis. An objective is to use the methods proposed for solving real life problems by analyzing the relevant data. Also, the use of recent advances in different fields will be promoted such as for example, new optimization and statistical methods, data warehouse, data mining and knowledge systems, computing-aided decision supports and neural computing.

Event: Big Data in Quantitative Finance Conference

Starting on: Wednesday 11th of June, 2014. Posted by: MoneyScience.

Big data means different things to different people. The Big Data in Quantitative Finance Conference will address the new exciting world of big data and how it has impacted the role of financial professionals. Special focus on High Volume Credit Product, Adjoint Algorithmic Differentiation, Low Latency, Programming Presentation & Tutorials on (F#, R & Python) & Alternative Approaches to Managing Big Data in Financial Institutions. 

Wednesday 11th June: Pre-Conference Workshop Day:

Making Adjoint Algorithmic Differentiation Work: Introduction and Software Tool Support by Uwe Naumann, Professor of Computer Science, RWTH Aachen University, Germany

Thursday 12th June: Main Conference:

Click on Stream: Big Data in Quantitative Finance Conference

Friday 13th June: Main Conference:

Click on Stream: Big Data in Quantitative Finance Conference

Event: The First International Congress on Actuarial Science and Quantitative Finance

Starting on: Tuesday 17th of June, 2014. Posted by: MoneyScience.

The First International Congress on Actuarial Science and Quantitative Finance is going to be held in Bogotá, Colombia from June 17 to June 20 of 2014. It is organized by Universidad Nacional de Colombia (the main public university in Colombia). It is hoped that this event would become a periodic event every 2 years and that It would become the referent in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador and Bolivia) and the Caribbean Region with researches from different parts of the world. It is expected to contribute to enhance academic and industrial relations between academic and industrial communities from Colombia and the Andean Region with the communities from North America and the rest of the world.