CFM-Imperial Quantitative Finance seminar archive

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Ciamac Moallemi, Columbia University
City and Guilds Building, South Kensington Campus
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Alexei Kondratyev, “The market generator”
Clore LT, Huxley
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Marc Potters, Estimating Large Noisy Matrices: Random Matrix Theory Meets Cross-Validation
City and Guilds building - CAGB LT 200
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Damir Filipovic: Machine Learning With Kernels for Portfolio Valuation and Risk Management
Clore LT, Huxley
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Hans Buehler, JPMorgan
Clore Lecture Theatre
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Albert J. Menkveld, VU University Amsterdam
City and Guilds CAGB LT 200
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Justin Sirignano (University of Illinois) Deep Learning Models of High Frequency Financial Data
Clore Lecture Theatre
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Michael Pykhtin (Federal Reserve Board) Credit Exposure in the Presence of Initial Margin
Clore Lecture Theatre
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Jean-Philippe Bouchaud (CFM) – Market Impact: a Review
Clore Lecture Theatre
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Massimo Morini (IMI Bank): Smart contracts for collateral, close-out and central clearing
Clore Lecture Theatre
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Roel Oomen (Deutsche Bank): Internalisation by Electronic FX Spot Dealers
LT 340, Huxley Building
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Walter Schachermayer: Quantifying market impact: the power of dimensional analysis
Clore Lecture Theatre
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