Quantitative Finance Seminar Series
32 videos • 1,729 views • by Fields Institute
1
Time-inconsistent Personal Finance Beyond Mean-Variance
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2
Financial Risk Contagion Models Using Dynamic Multimodal Graph Learning
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3
Large-scale dynamics of equity markets of variable size: an empirical analysis
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4
Statistical prediction of trading strategies in electronic markets
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5
Robust distortion risk measures
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6
Using Reinforcement Learning to Hedge Derivatives
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7
Energy Market Modelling and Clean Energy Vision in Canada
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8
Towards Data-driven Equal Risk Pricing and Hedging of Financial Derivatives
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9
Machine Learning for Optimal Stopping Problems
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10
Consistency of MLE for partially observed diffusions, with application in market microstructure...
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11
Carbon prices and forest preservation over time and space in the Brazilian Amazon
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12
Optimally Dynamically Decumulate Using NN Without Dynamic Programming
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13
Joint calibration to SPX and VIX options with signature-based models
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14
Learning to Simulate Tail Risk Scenarios
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15
From Financial Losses to Solvency Capital Requirements: A Revised MCT Framework
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16
Internalise or Externalise: Brokers and Informed Trading
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17
Equal Risk Option Pricing with Deep Reinforcement Learning
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18
Quantile Processes for Risk Analysis in Finance and Insurance
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19
Goal Based Wealth Management
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20
Simulated Greeks for American Options
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21
The End Is Near? Prices and Reserves as Predictors of Exploratory Resources Exhaustion
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22
Semi-Parametric Pricing and Hedging of Barrier-Style Claims on Price and Volatility
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23
Arbitrage-free neural-SDE market models
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24
Arbitrage-free yield curve and bond price forecasting by deep neural networks
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25
Drawdown Beta and Portfolio Optimization
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26
Deeply Learning Derivatives: from Hilbert to Riskfuel
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27
Systemic Risk Driven Portfolio Selection
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28
Know Your Clients' Behaviours: A Cluster Analysis of Financial Transactions
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29
Gradient Flows, Stochastic Control and Robust pricing and hedging via neural SDEs
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30
On the properties of Lambda quantiles and financial applications
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31
Stable coins and DeFi: News from the Cryptocurrency Universe
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32
When to sell an asset? - A distribution builder approach
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