Events / Thalesian Series / Past Seminars

The IAQF's Thalesians Seminar Series is a joint effort on the part of the IAQF (www.iaqf.org) and the Thalesians (www.thalesians.com).  The goal of the series is to provide a forum for the exchange of new ideas and results related to the field of quantitative finance.  This goal is accomplished by hosting seminars where leading practitioners and academics present new work, and following the seminars with a reception to facilitate further interaction and discussion.

2020 Seminars

June 16, 2020: Greedy Online Classification of Persistent Market States
A talk by Petter Kolm
Slides from the presentation

May 5, 2020: Deep Hedging
A talk by Josef Teichmann
Slides from the presentation

April 6, 2020: Weaning Ourselves Off LIBOR
A talk by Jonathan Schachter
Slides from the presentation

March 2, 2020: Deeply Learning Derivatives
A talk by Ryan Ferguson

February 3, 2020: Portfolio Selection Using The Distribution Builder
A talk by Stephan Sturm
Slides from the presentation

January 7, 2020: PCA for Implied Volatility Surfaces
A Talk by Andrew Papanicolaou 


2019 Seminars

December 10, 2019: Machine Learning for Stock Selection
A Talk by Keywan Rasekhschaffe 

November 5, 2019: Big Data & AI Strategies: Machine Learning & Alternative Data Approach to Investing
A Talk by Rajesh T. Krishnamachari 
Slides from the presentation

October 16, 2019: Systematic Strategies and Machine Learning
A Talk by Kevin Noel
Slides from the presentation

September 10, 2019: Time Series Forecasting with a Learning Algorithm
A Talk by Dr. Ricardo A. Collado
Slides from the presentation

June 11, 2019: Blockchain Analytics for Intraday Financial Risk Modeling 
A Talk by Matthew Dixon
Slides from the presentation

May 7, 2019: Options Portfolio Selection
A Talk by Paolo Guasoni
Slides from the presentation

April 8, 2019: Financial Applications of Machine Learning
A Talk by Terry Benzschawel
Slides from the presentation

March 12, 2019: Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees 
A Talk by Dmitriy Muraveyev

February 12, 2019: Semiparametric Estimation of a Credit Rating Model
A Talk by Yixiao Jiang
Slides from the presentation

January 15, 2019: Agency MBS Prepayment Modeling Using Neural Networks
A Talk by Joy Zhang



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