Computation Meets Data Science
This video seeks to promote how an "analytics-driven" decision-making culture can result in better, more insightful answers.
This video seeks to promote how an "analytics-driven" decision-making culture can result in better, more insightful answers.
How Jim Simons and a Group of Unlikely Mathematicians Solved the Market and Launched a Quantitative Revolution
In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.
In this video Gregory Zuckerman explains how a group of unlikely Mathematicians launched a quantitative revolution.
Principal Component Analysis for Financial Time Series
This video covers; Principal component analysis (PCA) with illustrations using Python.
This video covers; Principal component analysis (PCA) with illustrations using Python.
Managing Risk in AI (6/6)
As the importance of knowing the internal details of machine learning algorithms diminishes, the importance of understanding how to apply machine learning appropriately rises. This series of videos explores the issues that you need to consider when making data driven decisions, such as: when machine learning is appropriate, sources of bias, validations, and explains ability of models and decision-making criteria.
As the importance of knowing the internal details of machine learning algorithms diminishes, the importance of understanding how to apply machine learning appropriately rises. This series of videos explores the issues that you need to consider when making data driven decisions, such as: when machine learning is appropriate, sources of bias, validations, and explains ability of models and decision-making criteria.
Applications of Risk Modelling in Asset Management (10/10)
In this video series, Dan DiBartolomeo will examine multiple aspects of the application of risk management concepts and modelling techniques to the asset management industry.
In this video series, Dan DiBartolomeo will examine multiple aspects of the application of risk management concepts and modelling techniques to the asset management industry.
AI Impact on ESG Investing
In this video, Dr. Grant Fuller discusses sustainable, responsible, and impact investing (SRI) as an investment discipline which incorporates ESG criteria to enhance long-term risk management, competitive financial returns and positive societal impact.
In this video, Dr. Grant Fuller discusses sustainable, responsible, and impact investing (SRI) as an investment discipline which incorporates ESG criteria to enhance long-term risk management, competitive financial returns and positive societal impact.
LIBOR - Don't Fallback, Step Forward
In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.
In this video Dr Marc Henrard reflects on what will happen with the expected discontinuation of the LIBOR publication.
Asset Liability Models that are Useful in Practice
This talk is a tutorial on asset liability models for pension funds, insurance companies.
This talk is a tutorial on asset liability models for pension funds, insurance companies.
The Different Truths of IR Volatility Modeling: About Normality and Black’s Immortality
The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.
The talk gives an overview of the current “SME Rates Vol Model status quo”, its current challenges and their implications.
Volatility Inputs for Convertible Bond Pricing with Jump to Default
In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.
In this talk Pedro discusses modeling convertible bonds, the effect of credit spread, using volatility as an input, the exercise of a convertible bond and implying volatility from a convertible bond market price.
