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Main menu
CQF Program
Events
Resources
»
Articles
Video Library
Wiley E-Book
Wilmott Magazine
QuantSpeak Podcast
Membership
Societies
About Us
»
CQF Institute
Partners
Steering Group
Research Group
Agent-Based Models in Finance: Foundations, Explanatory Power and Applications
80 mins
Tails, Black Swans and Optimal Portfolios
47 mins
A Day in the Life of a Quantitative Portfolio Manager
51 mins
Deep Reinforcement Learning for Asset Allocation in US Equities
57 mins
What Short Rate Model Should I use?
74 mins
CQF Institute Delhi Society Meeting: Tail Risk & Portfolio Management Strategies
109 mins
Market Tremors: Hidden Risks in Modern "Zombified" Markets
60 mins
Why do Stock Prices Jump so Often?
62 mins
Fourier-Based Methods for the Management of Complex Insurance Products
52 mins
CQF Institute Mumbai Society Meeting: Genetic Algorithms and Evolutionary Computation
73 mins
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