Past Events
JP Morgan AI Research and CMU
Title: AI in Finance: Scope and Examples
Date/Time: Tuesday, March 30th
7pm CEST, 10am PDT, 1pm EDT
ETH Zurich
Title: Consistent Recalibration Models, Deep Calibration and Learning of Constraint Dynamics
Date/Time: Tuesday, April 13th
7pm CEST, 10am PDT, 1pm EDT
Ecole Polytechnique
Title: Adaptive Trading Strategies Across Liquidity Pools
Date/Time: Tuesday, April 27th
7pm CEST, 10am PDT, 1pm EDT
University of Oxford
Title: Reinforcement Learning: Theory and Applications
Date/Time: Tuesday, May 11th
7pm CEST, 10am PDT, 1pm EDT
Cornell University
Title: Clustering Heterogeneous Financial Networks
Date/Time: Tuesday, May 25th
7pm CEST, 10am PDT, 1pm EDT
Giuseppe Nuti (UBS & Cornell University) and
Lluís Antoni Jiménez Rugama (UBS)
Title: Applying Explainable Bayesian Decision Trees to Trading
Date/Time: Tuesday, June 8th
7pm CEST, 10am PDT, 1pm EDT
Stanford University
Title: Deep Learning Statistical Arbitrage
Date/Time: Tuesday, June 22nd
7pm CEST, 10am PDT, 1pm EDT
University of Oxford
Title: Learning to Simulate Tail Risk Scenarios
Date/Time: Tuesday, Sept 14th
7pm CEST, 10am PDT, 1pm EDT
University of California, Berkeley
Title: Generative Adversarial Network (GANs): Game and Control Perspectives
Date/Time: Tuesday, Sept 28th
7pm CEST, 10am PDT, 1pm EDT
University of Toronto
Title: Risk-Aware Reinforcement Learning for Financial Modeling
Date/Time: Tuesday, Oct 12th
7pm CEST, 10am PDT, 1pm EDT
Abu Dhabi Investment Authority (ADIA)
Title: Some Control Problems On Financial Markets And How Their Solutions Can Be Learned
Date/Time: Tuesday, Oct 26th
7pm CEST, 10am PDT, 1pm EDT
University of College London
Title: Conditional Sig-Wasserstein GANs for Time Series Generation
Date/Time: Tuesday, Nov 9th
7pm CEST, 10am PDT, 1pm EDT
ETH Zurich
Title: Generative Adversarial Learning with Adapted Distances
Date/Time: Tuesday, Nov 23rd
7pm CET, 10am PST, 1pm EST
University of Edinburgh
Title: Stochastic Control, Gradient Flows and Reinforcement learning
Date/Time: Tuesday, Dec 14th
7pm CET, 10am PST, 1pm EST
University of Texas, Austin
Title: Learning in mean-field games under forward performance criteria
Date/Time: Tuesday, Jan 11th
7pm CET, 10am PST, 1pm EST
Cornell University
Title: Designing AI Models for Finance with An Illustration Using Panel Trees
Date/Time: Tuesday, Jan 25th
7pm CET, 10am PST, 1pm EST
EPFL and Swiss Finance Institute
Title: Stripping the Discount Curve -- a Robust Machine Learning Approach
Date/Time: Tuesday, Feb 8th
7pm CET, 10am PST, 1pm EST
Alliance Bernstein and NYU
Title: Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Date/Time: Tuesday, Feb 22nd
7pm CET, 10am PST, 1pm EST
Université de Paris
Title: Differential learning methods for solving fully nonlinear PDEs
Date/Time: Tuesday, March 8th
7pm CET, 10am PST, 1pm EST
JP Morgan AI Research
Title: Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
Date/Time: Tuesday, March 22nd
7pm CET, 11am PDT, 2pm EDT
University of Oxford
Title: Neural Q-learning solutions to elliptic PDEs
Date/Time: Tuesday, April 5th
7pm CET, 10am PDT, 1pm EDT
Columbia University
Title: Reinforcement Learning in Continuous Time and Space
Date/Time: Tuesday, April 19th
7pm CET, 10am PDT, 1pm EDT
Princeton University
Title: High-Frequency Optimal Execution
Date/Time: Tuesday, May 3rd
7pm CET, 10am PDT, 1pm EDT
ETH Zurich
Title: Machine Learning-powered Pricing of the Multidimensional Passport Option
Date/Time: Tuesday, May 3rd
7pm CET, 10am PDT, 1pm EDT
Nanyang Technological University (NTU)
Date/Time: Tuesday, May 17th
7pm CET, 10am PDT, 1pm EDT
NYU Shanghai
Title: Deep learning for mean field master equations
Date/Time: Tuesday, May 31th
7pm CET, 10am PDT, 1pm EDT
Princeton University
Title: Deep Optimal Stopping Boundary
Date/Time: Tuesday, Sept 20th
7:30pm CET, 10:30am PDT, 1:30pm EDT
University of Verona
Title: Deep xVA and a solver for BSDEs with jumps
Date/Time: Tuesday, Oct 18th
7pm CET, 10am PDT, 1pm EDT
University of Toronto
Title: Equilibrium with Limited Liquidity
Date/Time: Tuesday, Nov. 2th
7pm CET, 10am PDT, 1pm EDT
London School of Economics and Political Science
Date/Time: Tuesday, Nov. 22th
7:45pm CET, 10:45am PDT, 1:45pm EDT
Imperial College London
Title: Mathematical understanding of (random) neural networks for option pricing
Date/Time: Tuesday, May 23rd
7:00pm CEST, 10:00am PDT, 1:00pm EDT
Title: Feasibility and Transferability of Transfer Learning: A Mathematical Framework
Date/Time: Tuesday, June 20th
7:00pm CEST, 10:00am PDT, 1:00pm EDT
London School of Economics and Political Science
Date/Time: Tuesday, June 20th
7:45pm CEST, 10:45am PDT, 1:45pm EDT
Michael Ludkovski
University of California, Santa Barbara
Title: Machine Learning Surrogates for Parametric and Adaptive Optimal Execution
Date/Time: Tuesday, Nov. 7th
7:00pm CET, 10:00am PST, 1:00pm EST
University of Toronto
Title: Incorporating risk measures into reinforcement learning and inverse reinforcement learning
Date/Time: Tuesday, Dec. 5th
7:00pm CET, 10:00am PST, 1:00pm EST
University of Illinois Urbana-Champaign
Date/Time: Tuesday, Dec. 5th
7:45pm CET, 10:45am PST, 1:45pm EST
Columbia University
Title: Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices
Date/Time: Tuesday, Jan. 9th
7:00pm CET, 10:00am PST, 1:00pm EST
ADIA & Imperial College London
Title: Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices
Date/Time: Tuesday, Jan. 9th
7:00pm CET, 10:00am PST, 1:00pm EST
University of Oxford
Title: Synthetic Market Generation and Policy Evaluation: Neural SDEs and Nearest-neighbour Regression
Date/Time: Tuesday, Jan. 30th
7:00pm CET, 10:00am PST, 1:00pm EST