Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies
In this talk, Samit Ahlawat discusses Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies.
In this talk, Samit Ahlawat discusses Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies.
Neither God nor Machine: Man's model
In this talk, Elie Ayache discusses derivative pricing models.
In this talk, Elie Ayache discusses derivative pricing models.
What Short Rate Model Should I use?
In this talk, Colin Turfus covers the development of short rate modelling of interest rates over the last thirty years, assessing the strengths and weaknesses of the various approaches which have been proposed.
In this talk, Colin Turfus covers the development of short rate modelling of interest rates over the last thirty years, assessing the strengths and weaknesses of the various approaches which have been proposed.
CQF Institute Delhi Society Meeting: Tail Risk & Portfolio Management Strategies
This talk will provide an overview of Tail Risks and why they are important in portfolio management strategies.
This talk will provide an overview of Tail Risks and why they are important in portfolio management strategies.
Market Tremors: Hidden Risks in Modern "Zombified" Markets
In this talk, Hari Krishnan describes techniques for adjusting traditional risk measures such as volatility during this era of unprecedented balance sheet expansion.
In this talk, Hari Krishnan describes techniques for adjusting traditional risk measures such as volatility during this era of unprecedented balance sheet expansion.
Why do Stock Prices Jump so Often?
In this talk, Jean-Philippe Bouchaud describes the volatility profiles before and after the jumps with power-laws.
In this talk, Jean-Philippe Bouchaud describes the volatility profiles before and after the jumps with power-laws.
CQF Institute Mumbai Society Meeting: Genetic Algorithms and Evolutionary Computation
In this talk, Achin Agarwal provides a practical demonstration of how this framework can be applied to solve a common problem of portfolio construction, highlighting the key steps involved and examining the nuances of each step
In this talk, Achin Agarwal provides a practical demonstration of how this framework can be applied to solve a common problem of portfolio construction, highlighting the key steps involved and examining the nuances of each step
Do Spikes Make it Harder to Find Profitable Patterns in Limit Order Books
In this talk, Dr Stephen Weston presents a novel approach to modelling spikes and explores how such a model sits naturally in an agent-based approach in order to gain greater insight into financial market behaviour.
In this talk, Dr Stephen Weston presents a novel approach to modelling spikes and explores how such a model sits naturally in an agent-based approach in order to gain greater insight into financial market behaviour.
FinTech, Model Risk, and All That
In this talk, Tanveer Bhatti covers a mix of technical and practical matters in the FinTech space.
In this talk, Tanveer Bhatti covers a mix of technical and practical matters in the FinTech space.
Fourier-Based Methods for the Management of Complex Insurance Products
In this talk, Dr Laura Ballotta proposes a framework for the valuation and the management of complex life insurance contracts
In this talk, Dr Laura Ballotta proposes a framework for the valuation and the management of complex life insurance contracts
