Our Math Finance students had an unforgettable experience touring the Federal Reserve Bank of New York. They witnessed firsthand how the bank operates and its impact on the U.S. and world economy. The tour was informative and inspiring, giving them valuable insights into the financial industry. Thank…
Vlad Rashkovich (Global Head of Quantitative Trading Research, Bloomberg LP) gave an engaging and insightful talk on short-term alpha profiling of portfolio managers in the Mathematical Finance Seminar at NYU Courant last night. Topics he covered included, how to: analyze historical orders to detect behavioral patterns of portfolio managers, traders…
On a Friday evening alums from the NYU Courant’s Mathematics in Finance and Columbia’s Financial Engineering programs got together for a joint event on quantitative portfolio management. The event featured well-known market practioners and portfolio managers, including Ian Adelson, David Angel, Attakrit Asvanunt, Kelsey Letang, and Gordon Ritter (see their bios below)….
On Friday, October 12, the first semester full-time students participated in a career event focusing on building a successful career in the financial industry. They learned from the experiences of seasoned professionals, including Joseph Cerniglia (NYU Courant & UPenn), Andrew Chen (Goldman Sachs), Oksana Kitaychik (Barclays), Nicolas Lenoir (PSP Investments), Trey Shelton…
Dan diBartolomeo, CEO of Northfield Information Services, Inc., spoke on the “Incorporation of Text News Analytics in Risk Assessment” in the Mathematical Finance Seminar series organized by Prof. Petter Kolm. Building upon methods introduced by the speaker previoius work (see, diBartolomeo, Mitra, and Mitra (2009), and Kyle, Obizhaeva, Sinha and Tuzun (2012)),…
Gene Ekster gave a great talk about the uses and applications of Alternative Data in the financial industry. Non-traditional datasets also known as Alternative Data, used by institutional investors to enhance the investment process, have become the key topic of Wall Street. However, formidable commonplace technical challenges hold…
Petter Kolm, our director, presented “66 years of Portfolio Optimization: Practical Challenges and Trends” at Deutsche Bank’s 5th Annual Global Quantitative Strategy Conference in New York City on May 10. Other presenters at the two-day event included Itzhak Ben-David, Jean-Philippe Bouchaud, Jie Cao, Kent Daniel, Stefano Giglio, Marcos Lopez de Prado,…
Thank you for joining us at the end of the semester party on May 4! It was an evening of fun where students, alums, staff and faculty got to share their experiences from the past semester. Congratulations to our students who soon are starting your summer internships! It…
On May 1, Leif Andersen (BAML & NYU Courant) gave a talk on funding and counterparty credits costs for CCP and OTC trading. He discussed practical ways to measure credit and funding costs in the markets, and presented new theory for certain classes of locally elliptical processes. In…
Professor Bruno Dupire gives a minicourse on machine learning applications in finance. Watch it here.