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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.

Adam Rej
51 mins
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Agent-Based Models in Finance: Foundations, Explanatory Power and Applications

In this video, Professor Thomas Lux introduces the rich literature on Agent Based Modelling (ABM) in finance. 

Professor Thomas Lux
1 hour and 20 mins
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Correlation Stress Testing of Stock and Credit Portfolios

In this video, Professor Natalie Packham explains how she develops a general approach for stress testing correlations in stock and credit portfolios, using Bayesian variable selection methods.

Professor Natalie Packham
1 hour and 19 mins
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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.

Dr Grant Fuller
1 hour and 9 mins
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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.

Kevin Coldiron, Tim Lee and Jamie Lee
1 hour and 32 mins
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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.

Dariusz Gątarek
54 mins
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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.

Dr Uwe Wystup
1 hour and 15 mins
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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.

Harsh Prasad
1 hour and 21 mins
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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. 

David Orrell
1 hour and 8 mins
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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.

Grant Fuller & Prof Daniel R. Witte
1 hour and 27 mins

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