CDAR’s members often attend conferences and symposia giving presentations and participating in panel discussions regarding risk analytics, applied statistical methods, and investment portfolio management techniques. The following are current and past listings of our Co-Directors and affiliated researchers sharing research projects and results.
CDAR Co-Director Lisa R. Goldberg to present a seminar titled "Identifying Financial Risk Factor with Sparse and Low-Rank Decompositions" (link to page). Abstract: We show
Sponsored by the KRX Division of Derivatives Market, Dr. Kyong Shik Eom will lecture on the Changes in the U.S. and E.U. Capital Markets
The Berkeley Statistics Annual Research Symposium (BSTARS) surveys the latest research developments in the department, with an emphasis on possible applications to statistical problems encountered
The SF ESG Forum will be on Thursday March 9, 4:30-6:45pm, including networking at the end. The event is co-sponsored by: The Saint Mary’s College of California
Session on Big Data by Robert Anderson and Gautham Sastri (link to website)
There's no question that Big Data is the new engine driving innovation in the insurance industry. This includes improved customer service to reduced incidence of fraud, target marketing and more efficient pricing. But What about the investment space? Can the boundless reservoir of information help insurance investment professionals find alpha, generate extra yield or reduce investment risk? Does social media open up new horizons and offer an alternative to the daily barrage of ubiquitous market data that has fed the investment industry for the last half century? These are just some of the Big Data questions that will be discussed at this year's Investment Symposium.
Harnessing the Power of Big Data for Social Good (link to website)
The conference will present a dialogue on what Big Data means for businesses and non-profit organizations, the successes and challenges of collecting Big Data, how they are currently used or misused (or can be) by both for-profits and non-profits and identify promising areas for management research and education in Big Data. The conference will have two panels followed by a keynote speech.
This conference is cosponsored by CDAR and the Berkeley CRB.
Kyong Shik Eom, CDAR Affiliated Researcher, to be the single keynote speaker for the KOSDAQ 20th Anniversary Forum November 22, 2016 at the Korea Exchange
Alex Papanicolaou, CDAR Postdoctoral Researcher, to speak at the SIAM Conference on Financial Mathematics & Engineering
November 17-19, 2016 in Nashville, Tennessee (link to website)
The Activity Group on Financial Mathematics and Engineering focuses on research and practice in financial mathematics, computation, and engineering. Its goals are to foster collaborations among mathematical scientists, statisticians, computer scientists, computational scientists, and researchers and practitioners in finance and economics, and to foster collaborations in the use of mathematical and computational tools in quantitative finance in the public and private sector.
Alex Papanicolaou, CDAR Postdoctoral Researcher, gave a talk at the 2016 INFORMS Annual Meeting at the Music City Center & Omni Nashville Hotel The INFORMS 2016 featured
CDAR Co-Director Lisa Goldberg Presented the Moskowitz Prize at 2016 SRI Conference (link to full press release)
The Moskowitz Prize is a global award recognizing outstanding academic research on a topic germane to the sustainable, responsible, impact (SRI) investment industry. The Annual SRI Conference serves thought leaders, investors, and investment professionals in the ESG, Shareowner Advocacy, and Impact Investing space, catalyzing the shift to a more socially equitable and environmentally sustainable economy.
Baeho Kim, CDAR Visiting Researcher, to present at FMA International’s 2016 Annual Meeting A Smiling Bear in the Equity Options Market and the Cross-section of
Lisa Goldberg and Alex Shkolnik to speak at Stanford’s Center for Financial Risk Analytics The Center for Financial and Risk Analytics at Stanford University pioneers financial models, statistical
This event is part of a series of Neyman seminars offered through the Statistics Department. Abstract: Financial markets produce massive amounts of complex data from
The MCQMC Conference is a bienniel meeting on Monte Carlo and quasi-Monte Carlo methods. It usually attracts 150 to 200 mathematicians, computer scientists, statisticians and
Modern Massive Data Sets (MMDS) hosts workshops to, “explore novel techniques for modeling and analyzing massive, high-dimensional, and nonlinearly structured data sets, and to bring together computer scientists, computational and applied mathematicians, statisticians, and practitioners to promote cross-fertilization of ideas.” Alex Shkolnik, CDAR affiliate with the Center for Risk Management Research, and CDAR Co-Director Lisa Goldberg, presented at the conference. The 2016 Workshop is sponsored by the Berkeley Institute for Data Science.
CDAR Co-Director Bob Anderson presented: “PCA with Model Misspecification” The theoretical justifications for Principal Component Analysis (PCA) typically assume that the data is IID over
The Berkeley-Columbia Meeting provides an interdisciplinary forum for research in Engineering, Finance, Mathematics and Statistics. CDAR’s Co-Directors, Robert Anderson and Lisa Goldberg, gave talks on PCA with Model Misspecification and
Lisa Goldberg participated in the panel discussion: Mathematical careers beyond academia, organized by the AMS Committee on Science Policy, during the Friday proceedings at the Washington
Since Graham and Dodd (1934), top finance professionals have argued that value investing— the orderly pursuit of underpriced securities—delivers a premium by outperforming the market
Many Canadian pension funds use leverage to reduce the risk inherent in the asset-liability imbalance, to employ risk parity strategies, or to enhance asset returns,