MoneyScience - News and Networking for Quants

January 2020

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.

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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. "

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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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