CDAR holds weekly seminars during the academic year.
Jose Menchero, Bloomberg: Solving the “Curse of Dimensionality” Problem in Multi-Asset-Class Risk Models
Thursday, February 22, 2018
CDAR hosts an annual symposium featuring presentations by and with academic and industry leaders in finance, data analytics, and risk management. We invite professionals and scholars to engage in critical dialogue about data science in financial markets and the development of better risk analytics. Join the conversation about the future of data analytics!