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Quant Insights Conference - October 2021 - Day 1

Watch the recordings from day 1 of the 8th Quant Insights Conference. Enjoy talks from leading practitioners to discover the latest innovations in machine learning, volatility, and risk.

Various
Available for 3 weeks 5 days
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Quant Insights Conference - October 2021 - Day 2

Watch the recordings from day 2 of the 8th Quant Insights Conference. Enjoy talks from leading practitioners to discover the latest innovations in machine learning, volatility, and risk.

Various
Available for 3 weeks 5 days
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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
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Quantum Economics and Finance: The Quantum Option

In this video David Orrell applies the theory to the problem of pricing a financial option. Instead of using methods based on a random walk, we draw on the theory of quantum cognition to use a quantum walk, which shows very different behaviour.

David Orrell
1 hour and 16 mins
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The New World of Options Trading: Valuation, Risk and Robust Workflows

In this video, Misha Fomytskyi explains how to detect and fix typical problems arising in practice using real-world examples. We also discuss risk management, the limitations of Black-Scholes greeks and “sticky-strike” scenarios, and what to do instead.

Dr. Misha Fomytskyi
1 hour and 18 mins
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Deep Learning for Derivatives Pricing: From Theory to Practice

In this talk, Tim Wood discusses Deep Learning and its application to derivatives pricing and risk analytics draws increasing attention in the form of conference talks and a growing body of literature.

Tim Wood
1 hour and 20 mins

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