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CFM-Imperial Quantitative Finance seminar archive

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Event
Seminar

Tue 1 November 2022, 13.30–14.30 GMT

Henry Chiu: A model-free approach to continuous-time finance

Weeks Hall, South Kensington Campus

Event
Seminar

Tue 25 October 2022, 13.30–14.30 BST

Lukas Gonon: Detecting Asset Price Bubbles using Deep Learning

Weeks Hall, South Kensington Campus

Event
Seminar

Tue 18 October 2022, 13.30–14.30 BST

David Itkin: Ergodic Robust Maximization of Asymptotic Growth in the Presence of Stochastic Volatility

Weeks Hall, South Kensington Campus

Event
Seminar

Tue 11 October 2022, 13.30–14.30 BST

Kevin Webster: How Price Impact Distorts Accounting P&L

Huxley Building, South Kensington Campus

Event
Seminar

Tue 4 October 2022, 13.30–14.30 BST

Joseph Jackson: The convergence problem in mean field control

Huxley Building, South Kensington Campus

Event
Conference

Mon 11 July 2022 – Tue 12 July 2022, 9.00–17.00 BST

New Trends in Stochastic Control

Huxley Building, South Kensington Campus

Event
Seminar

Wed 11 May 2022, 13.30–14.30 BST

Silvana Pesenti: Minimal KL for Constrained Levy-Ito Processes

Huxley Building, South Kensington Campus

Event
Seminar

Wed 27 April 2022, 13.30–14.30 BST

Felix Prenzel: Analysis and Modeling of Client Order Flow in Limit Order Markets

Huxley Building, South Kensington Campus

Event
Seminar

Wed 20 April 2022, 13.30–14.30 BST

Patrick Kidger: On Neural (Stochastic) Differential Equations

Huxley Building, South Kensington Campus

Event
Seminar

Wed 6 April 2022, 13.30–14.30 BST

Purba Das: Rough volatility: fact or artefact?

Huxley Building, South Kensington Campus

Event
Seminar

Thu 27 February 2020, 18.00–19.00 GMT

Ciamac Moallemi, Columbia University

City and Guilds Building, South Kensington Campus

Event
Seminar

Thu 30 January 2020, 18.00–19.00 GMT

Alexei Kondratyev, “The market generator”

Clore LT, Huxley

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