Events / Thalesian Series / Past Seminars

The IAQF's Thalesians Seminar Series is a joint effort on the part of the IAQF ( and the Thalesians (  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.

2021 Seminars

March 8, 2021: A Joint Model of Failures and Credit Ratings

A talk by Rainer Hirk

Presentation Materials

February 8, 2021: A Bayesian Network Approach

A talk by Ioannis Anagnostou

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January 11, 2021: Machine Learning Hedge Strategy with Deep Gaussian Process Regression

A talk  by Yoshihiro Tawada

Presentation Materials

2020 Seminars

December 14, 2020: A Machine Learning Approach to Analyze and Support Anti-Corruption Policy

A talk by Elliott Ash

Presentation Materials

November 30, 2020: Human vs. Machine: Underwriting Decisions in Finance

A talk by Mark Jansen PhD

Presentation Materials

October 29, 2020: Pandemic Exposure, Credit Market Reactions, and Corporate Default Risk

A talk by Dr. Michael Imerman

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September 29, 2020: Seeking the Self Amidst Covid’s Cytokine Cyclones

A talk by Bud Mishra

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June 16, 2020: Greedy Online Classification of Persistent Market States
A talk by Petter Kolm
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May 5, 2020: Deep Hedging
A talk by Josef Teichmann
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April 6, 2020: Weaning Ourselves Off LIBOR
A talk by Jonathan Schachter
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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
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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 

Presentation Materials

November 5, 2019: Big Data & AI Strategies: Machine Learning & Alternative Data Approach to Investing
A Talk by Rajesh T. Krishnamachari 
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October 16, 2019: Systematic Strategies and Machine Learning
A Talk by Kevin Noel
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September 10, 2019: Time Series Forecasting with a Learning Algorithm
A Talk by Dr. Ricardo A. Collado
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June 11, 2019: Blockchain Analytics for Intraday Financial Risk Modeling
A Talk by Matthew Dixon
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May 7, 2019: Options Portfolio Selection
A Talk by Paolo Guasoni
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April 8, 2019: Financial Applications of Machine Learning
A Talk by Terry Benzschawel
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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
Presentation Materials

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

Presentation Materials

To view Thalesians Seminars from 2018 and prior please click here.

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