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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.

Samit Ahlawat
1 hour and 6 mins
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Neither God nor Machine: Man's model

In this talk, Elie Ayache discusses derivative pricing models.

Elie Ayache
1 hour and 38 mins
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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.

Colin Turfus
1 hour and 14 mins
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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. 

Rishi Kohli and Pankaj Mani
1 hour and 49 mins
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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.

Hari Krishnan
1 hour and 0 mins
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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.

Dr. Jean-Philippe Bouchaud
1 hour and 2 mins
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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

Achin Agarwal
1 hour and 13 mins
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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.

Dr Stephen Weston
56 mins
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FinTech, Model Risk, and All That

In this talk, Tanveer Bhatti covers a mix of technical and practical matters in the FinTech space.

Tanveer Bhatti
1 hour and 17 mins
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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

Dr Laura Ballotta
52 mins