MoneyScience - News and Networking for Quants

Call for Contributions: Water Risk and Its Impact on the Financial Markets and Our Society: New Developments in Risk Assessment and Management

Comment0 Mar 10 2020 14:05 keyboard_arrow_downkeyboard_arrow_up Comment0 language


Concordia University and Baden-Württemberg Cooperative State University kindly invite contributions to the forthcoming edited book, entitled “Water Risk and Its Impact on the Financial Markets and Our Society: New Developments in Risk Assessment and Management,” to be published by Palgrave Macmillan and being considered for the “Palgrave Studies in Sustainable Business: In Association with Future Earth” book series.


Call for Papers - Special Issue on Big Data and Data Science - Journal of Financial Market Infrastructures

Comment0 Mar 10 2020 13:56 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The financial system is rapidly evolving. New payment systems, specialized exchanges, and vast amounts of data unimaginable a few years ago, are now commonplace in financial markets. All these innovations are occurring with a backdrop of unprecedented low interest rates, extensive regulatory changes, and considerable environmental and geopolitical developments. As a consequence, market participants are facing new challenges detecting, processing and responding to market developments that may...

Next steps for LIBOR transition in 2020: the time to act is now - Bank of England

Comment0 Mar 09 2020 16:53 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The Bank of England (the Bank), Financial Conduct Authority (FCA) and the Working Group on Sterling Risk-Free Reference Rates (RFRWG) have published a set of documents today, outlining priorities and milestones for 2020 on LIBOR transition.

This is a critical year for LIBOR transition. As the Bank’s Financial Policy Committee (FPC) set out in December 2019, whilst good progress has been made, firms need to accelerate efforts to ensure they are prepared for LIBOR cessation by...

Call for Abstracts - Conference on Complex Systems, 19-23rd October, 2020

Comment0 Feb 13 2020 13:27 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Complexity, understood as the emergence of new macro properties from the interactions of basic components, is a pervasive characteristic in natural, artificial and social systems. The Conference on Complex Systems (CCS) is the biggest and most important annual meeting of the international complex systems community. It comes under the auspices of the Complex Systems Society.


Oral presentations are short 15-min talks, followed by 5-min questions and answers for...

Call for Papers - 27th Forecasting Financial Markets Conference

Comment0 Jan 29 2020 10:50 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The 27th Forecasting Financial Markets Conference, co-organised by the Forecasting Financial Markets Association and the and the Center for European Studies - Universita Degli Studi di Milano Bicocca (Italy), will take place at the Universita Degli Studi di Milano Bicocca (Milan, Italy) from June 17 to 19, 2020.

Download here (pdf)

Conference wesbite

Call for Papers - The Journal of Systematic Investing (JSI)

Comment0 Jan 20 2020 11:48 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The Journal of Systematic Investing (JSI) announces the call for research papers to be published in the inaugural issue.

- Editor-in-Chief: Amit Goyal, Professor of Finance, University of Lausanne.
- Academic Advisor: Campbell R.Harvey, Professor of Finance, Fuqua School of Business, Duke University.



Preface - Machine Learning in Finance: From Theory to Practice by Bilokon, Dixon and Halperin

Comment0 Jan 16 2020 13:11 keyboard_arrow_downkeyboard_arrow_up Comment0 language

"We provide a unified treatment of econometrics and machine learning, frameworks for portfolio optimization, optimal hedging and wealth management using several RL methods including G-learning, and the future of ML/AI in finance. There are 80+ math/coding exercises with worked solutions and many example python notebooks. "

Download here

Call for Papers - 13th International Risk Management Conference - June 2020

Comment0 Jan 14 2020 16:54 keyboard_arrow_downkeyboard_arrow_up Comment0 language

"Managing Global Risks: New Challenges for a Sustainable Economic Environment"

The Risk Banking and Finance Society, in collaboration with the IRMC permanent organizers (University of Florence, NYU Stern Salomon Center), the co-organizer JRC-European Commission and this year’s host institution the Uniwersytet Ekonomiczny w Krakowie (Cracow University of...

Call for Papers - 6th International Symposium in Computational Economics and Finance (ISCEF) 2020

Comment0 Jan 13 2020 17:21 keyboard_arrow_downkeyboard_arrow_up Comment0 language

The rapid development of financial systems is often attributed to the effects of financial innovation, the internationalization of capital markets, the evolution in financial regulations and intermediation, the development of emerging markets, the financialization of commodity markets, etc. These factors generated more globalized and complex markets and economic systems. The recent financial downturn rapidly spread to all international financial systems, triggered a major liquidity crisis,...

Quants of the year: Andrei Lyashenko and Fabio Mercurio - Risk Awards 2020

Comment0 Jan 02 2020 13:38 keyboard_arrow_downkeyboard_arrow_up Comment0 language

Quants extend Libor market model to accommodate backward rates

In case you missed it last year, has named Andrei Lyashenko and Fabio Mercurio as Quants of the Year.

“In terms of topicality, applicability and broadness, it doesn’t get much bigger than this,” says Leif Andersen, global head of the quantitative strategies group at Bank of America Merrill Lynch, himself two-times joint recipient of the Quant of the Year prize “It’s a problem that...

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