When Love is Blind: Making Sense of In-Sample overfitting, when Backtesting Strategies you Adore
In this video, Adam Rej discusses how in-sample overfitting is a drawback of any backtest-based investment strategy.
In this video, Adam Rej discusses how in-sample overfitting is a drawback of any backtest-based investment strategy.
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.
The Rise of Carry
In this video, Kevin Coldiron, Tim Lee and Jamie Lee explains how carry trades drive market liquidity, credit creation, and the pattern of market returns.
In this video, Kevin Coldiron, Tim Lee and Jamie Lee explains how carry trades drive market liquidity, credit creation, and the pattern of market returns.
Swap Rate a la Stock: Bermudan Swaptions Made Easy
In this talk, Dariusz Gątarek explains how Markovian projection together with some clever parameter freezing can be used to reduce a full-edged local volatility interest rate mode,l to a ”minimal" form in which the swap rate evolves essentially like a dividend-paying stock.
In this talk, Dariusz Gątarek explains how Markovian projection together with some clever parameter freezing can be used to reduce a full-edged local volatility interest rate mode,l to a ”minimal" form in which the swap rate evolves essentially like a dividend-paying stock.
Recent Trends in Products and Models for FX Derivatives
In this video, Dr Uwe Wystup explains the most recent developments in FX Derivatives, looking specifically at dual currency investments and target forwards.
In this video, Dr Uwe Wystup explains the most recent developments in FX Derivatives, looking specifically at dual currency investments and target forwards.
Recent Development in Deep Learning in Finance
In this talk, Harsh Prasad explains the use of machine learning in finance and how it is helping re-focus the financial sector to its fundamental purpose.
In this talk, Harsh Prasad explains the use of machine learning in finance and how it is helping re-focus the financial sector to its fundamental purpose.
Quantum Economics and Finance: The Quantum Coin Trick
In this video, David Orrell explores how quantum economics and finance uses quantum mathematics and discusses the use of the quantum coin trick.
In this video, David Orrell explores how quantum economics and finance uses quantum mathematics and discusses the use of the quantum coin trick.
How Epidemiology and the Science of Networks Helps Understand Investor Behaviour
In this talk, Daniel Witte, will explain the bases of modern epidemiology and its role in understanding the spread of infectious and chronic diseases. Grant Fuller, will then explain how epidemiology and deep learning have been used to decode the views and expectations of institutional investors.
In this talk, Daniel Witte, will explain the bases of modern epidemiology and its role in understanding the spread of infectious and chronic diseases. Grant Fuller, will then explain how epidemiology and deep learning have been used to decode the views and expectations of institutional investors.
Artificial Intelligence in Trading
In this talk, Shivaram KR explains why there is artificial intellingence in trading and how to build a robust trading strategy using machine learning and deep learning.
In this talk, Shivaram KR explains why there is artificial intellingence in trading and how to build a robust trading strategy using machine learning and deep learning.
Are Spikes and Shocks Making Value and Risk Less Predictable?
In this video, Dr. Stephen Weston explores recent price spikes and asks whether spikes and shocks are making value and risk less predictable.
In this video, Dr. Stephen Weston explores recent price spikes and asks whether spikes and shocks are making value and risk less predictable.
