Past Seminars
Tuesday, November 13, 2018
Chi Zhang, Kamyar Kaviani, Nikita Vemuri, and Simon Walter (UC Berkeley) - Putting the 'I' in IPO
Tuesday, October 9, 2018
Jacob Steinhardt, Stanford: Robust Learning: Information Theory and Algorithms
Tuesday, October 2, 2018
Dangxing Chen, UC Berkeley: Predicting Portfolio Return Volatility at Median Horizons
Tuesday, September 25, 2018
Ben Gum, AXA Rosenberg: A Deep Learning Investigation of One-Month Momentum
Tuesday, September 18, 2018
Haosui (Kevin) Duanmu, UC Berkeley: Nonstandard Analysis and its Application to Markov Processes
Tuesday, September 4, 2018
Saad Mouti, UC Berkeley: On Optimal Options Book Execution Strategies with Market Impact
Thursday, April 19, 2018
John Wu, LBL: Could Probability of Informed Trading Predict Market Volatility?
Thursday, April 12, 2018
Ulrike Malmendier, UC Berkeley: The Long-lasting Effects of Propaganda on Financial Risk-Taking
Thursday, March 8, 2018
Ananth Madhavan, Blackrock: Factor Strategies: Crowding, Capacity and Sources of Active Returns
Thursday, February 8, 2018
Lisa Goldberg, John Arabadjis, and Jeff Bohn to speak at Stanford's AI in Fintech Forum
Thursday, February 1, 2018
Markus Pelger, Stanford: Interpretable proximate factors for large dimensions
Thursday, January 25, 2018
Mariana Olvera-Cravioto, UC Berkeley: PageRank on directed complex networks
Tuesday, October 24, 2017
Samim Ghamami, UC Berkeley and US Treasury Office of Financial Research: Submodular Risk Allocation
Tuesday, October 17, 2017
David Bailey, UC Davis: Backtest overfitting, stock fund design and forecast performance
Tuesday, October 10, 2017
Alexander N D'amour, UC Berkeley: Advances in Basketball Analytics Using Player Tracking Data
Tuesday, October 3, 2017
Kellie Ottoboni, UC Berkeley: Nonparametric Risk Attribution for Factor Models of Portfolios
Tuesday, September 19, 2017
Sveinn Olafsson, UC Santa Barbara: Change-point detection for stochastic processes
Tuesday, September 12, 2017
Jeremy Evnine, Evnine & Associates: Social Finance and the Postmodern Portfolio: Theory and Practice
Tuesday, August 29, 2017
Michael Ohlrogge, Stanford: Bank Capital and Risk Taking: A Loan Level Analysis