Webinars
I co-organize two webinars in the department. See the links below for more details:
If you are interested in joining the meetings, please request the Zoom Link and Password by e-mailing to Mrs. Laurie Dalessio (laurie.dalessio@stonybrook.edu).
Please send me an email (pawel.polak@stonybrook.edu), if you are interested in presenting your work in one of the webinars.
I co-organized the Winter School in Quantitative Finance. The training took place in January and February 2022. Over the course of five weeks, ten experts from academia and industry will give courses and hands-on training on cutting edge techniques in portfolio selection, risk, forecasting, trading strategies, derivatives pricing, statistics, and machine learning.
I co-organize a workshop on machine learning and risk management. It will bring together top academics and practitioners in Risk Management, Quantitative Finance and Stochastic Optimization areas. The objective is to exchange recent ideas and approaches focusing on numerical methods and applications.
call_for_paper_workshop.pdfI co-organize a workshop on recent trends in quantitative finance. We invite title and abstract submissions for talks on Reinforcement Learning, Stochastic Optimization, Statistical Learning and Machine Learning with focus on numerical methods and applications in: Risk Management, Portfolio Optimization, High-Frequency Trading, and Derivatives Pricing and Hedging
Registration Link
Workshop Date: October 2-3 (Monday-Tuesday), 2023 Venue: Department of Applied Mathematics and Statistics at Stony Brook University, Stony Brook, NY Participation: In-Person or via Zoom
Submission: Please submit the title and abstract of your talk to Kevin Maritato (kevin.maritato@stonybrook.edu) and Pawel Polak (pawel.polak@stonybrook.edu).
Key dates: • Abstract Submission: OPEN
• Workshop Dates: October 02-03, 2023