Past Events

Upcoming events

    • 28 Sep 2020
    • 6:00 PM - 7:30 PM (EDT)
    • Zoom Webinar
    Register


    Seeking the Self Amidst Covid’s Cytokine Cyclones

    A Webinar by

    Professor Bud Mishra

    Monday, September 28, 2020

    6:00PM EDT


    Abstract

    The talk studies a set of intertwined information-asymmetric game theoretic models of viral mimicry, immune evasion, asymptomatic selective sweeps, crisis economy and... moves beyond. It will highlight how quickly this ‘wicked’ problem has led to deceptive and shifting Nash equilibria but without an exit strategy in sight. In the absence of clarity (e.g., access to complete information) and yet facing in Covid a capricious and complex conspirator, we overview an exemplary solution, created by RxCovea, and examine how it might help.

    Biography

    Professor Bud Mishra: An educator, an inventor as well as a mentor to technologists, entrepreneurs and scientists. Prof. Mishra founded the NYU/Courant Bioinformatics Group, a multi-disciplinary group working on research at the interface of computer science, applied mathematics, biology, biomedicine and bio/nano-technologies as well as Tandon-Online program on Bioinformatics Engineering. Prof. Mishra has industrial experience in Computer and Data Science (aiNexusLab, ATTAP, behold.ai, brainiad, Genesis Media, Pypestream, and Tartan Laboratories), Finance (Instadat, Pattern Recognition Fund and Tudor Investment), Robotics and Bio- and Nanotechnologies (Abraxis, Bioarrays, InSilico, MRTech, OpGen and Seqster). He is the author of a textbook on algorithmic algebra and more than two hundred archived publications. He has advised and mentored more than 35 graduate students and post-docs in the areas of computer science, robotics and control engineering, applied mathematics, finance, biology and medicine.

    Prof. Mishra is currently a professor of computer science and mathematics at NYU’s Courant Institute of Mathematical Sciences, professor of engineering at NYUs Tandon School of engineering, professor of human genetics at MSSM Mt. Sinai School of Medicine, visiting scholar in quantitative biology at CSHL Cold Spring Harbor Laboratory and a professor of cell biology at NYU SoM School of Medicine.

    Prof. Mishra has a degree in Science from Utkal University, in Electronics and Communication Engineering from IIT, Kharagpur, and MS and PhD degrees in Computer Science from Carnegie-Mellon University. He is a fellow of IEEE, ACM and AAAS, a fellow of National Academy of Inventors (NAI) and European Alliance for Innovation (EAI), a Distinguished Alumnus of IIT (Kharagpur), and a NYSTAR Distinguished Professor.


    *Virtual meeting details will be sent in your registration confirmation. If you have any questions, please contact us at info@iaqf.org.

    Acknowledgments

    Special thanks to the Fordham University Gabelli School of Business for hosting and sponsoring the seminar series this fall. 

    About the Series

    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. 

    • 13 Oct 2020
    • 7:30 PM - 8:45 PM (EDT)
    • Zoom Panel
    Register

    Financial Engineers Give a Personal View

    of Their Careers in Quantitative Finance


    A Series of Panel Discussions for Students

    Interested in a Career in Quantitative Finance


    How I Became a Quant: Boston

    October 13th

    7:30pm to 8:45pm

    Virtual Event


    In Partnership with

    Boston University

    Questrom School of Business


    Panelists

    Other Speakers TBA


    Moderator

    Eric Jacquier, Boston University


    Sponsored by:


Past events

16 Jun 2020 IAQF & Thalesians Seminar Series: Petter Kolm - Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
05 May 2020 IAQF & Thalesians Seminar Series: Josef Teichmann - Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning
06 Apr 2020 IAQF & Thalesians Seminar Series: Jonathan Schachter - Weaning Ourselves Off LIBOR
02 Mar 2020 IAQF & Thalesians Seminar Series: Ryan Ferguson - Deeply Learning Derivatives
03 Feb 2020 IAQF & Thalesians Seminar Series: Stephan Sturm - Portfolio Selection Using The Distribution Builder
07 Jan 2020 IAQF & Thalesians Seminar Series: Andrew Papanicolaou - PCA for Implied Volatility Surfaces
10 Dec 2019 IAQF & Thalesians Seminar Series: Keywan Rasekhschaffe - Machine Learning for Stock Selection
06 Nov 2019 How I Became a Quant - Boston, MA
05 Nov 2019 IAQF & Thalesians Seminar Series: Rajesh T. Krishnamachari - Big Data and AI Strategies: Machine Learning and Alternative Data Approach to Investing
16 Oct 2019 IAQF & Thalesians Seminar Series: Kevin Noel - Systematic Strategies and Machine Learning
10 Sep 2019 IAQF & Thalesians Seminar Series: Dr. Ricardo A. Collado - Time Series Forecasting with a Learning Algorithm
11 Jun 2019 IAQF & Thalesians Seminar Series: Matthew Dixon - Blockchain Analytics for Intraday Financial Risk Modeling
07 May 2019 IAQF & Thalesians Seminar Series: Paolo Guasoni - Options Portfolio Selection
25 Apr 2019 How I Became a Quant - Los Angeles
08 Apr 2019 IAQF & Thalesians Seminar Series: Terry Benzschawel - Financial Applications of Machine Learning
21 Mar 2019 How I Became a Quant - Berkeley
12 Mar 2019 IAQF & Thalesians Seminar Series: Dmitriy Muravyev - Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees
26 Feb 2019 How I Became a Quant - Washington, D.C.
12 Feb 2019 IAQF & Thalesians Seminar Series: Yixiao (Ethan) Jiang - Semiparametric Estimation of a Credit Rating Model
15 Jan 2019 IAQF & Thalesians Seminar Series: Joy Zhang - Agency MBS Prepayment Model using Neural Networks
11 Dec 2018 IAQF & Thalesians Seminar Series: Doug Martin — Fama-French 1992 Redux with Robust Statistics
14 Nov 2018 IAQF & Thalesians Seminar Series: Gordon Ritter — The Usefulness of Reinforcement Learning in Finance
15 Oct 2018 IAQF & Thalesians Seminar Series: Marzena Rostek - Financial Innovation in Decentralized Markets
04 Sep 2018 IAQF & Thalesians Seminar Series: Arik Ben Dor — The Low Volatility Phenomenon across the Capital Structure: Bonds vs. Equities of High Yield Issuers
20 Jun 2018 IAQF & Thalesians Seminar Series: Kasper Larsen - Smart TWAP Trading in Continuous-Time Equilibria
15 May 2018 IAQF & Thalesians Seminar Series: Albert "Pete" Kyle - The Market Impact Puzzle
09 Apr 2018 IAQF & Thalesians Seminar Series: Leif Andersen - Funding and counterparty credit costs for CCP and OTC trading
15 Mar 2018 IAQF & Thalesians Seminar Series: Celso Brunetti - Common Holdings and Systemic Risk
27 Feb 2018 How I Became a Quant - Berkeley
22 Feb 2018 IAQF & Thalesians Seminar: Ronnie Sircar - Stochastic & Implied Sharpe Ratio
02 Feb 2018 Breakfast Roundtable with IAQF Senior Fellows Phelim Boyle, Doug Breeden, Michael Brennan, Peter Carr, Emanuel Derman & Martin Leibowitz
09 Jan 2018 IAQF & Thalesians Seminar: Alexander Veygman - A Jump on Default Approach to Modeling Multiple Default Contingent Payoffs
05 Dec 2017 IAQF & Thalesians Seminar: Dr. Lasse Heje Pedersen - Generalized Recovery
15 Nov 2017 IAQF & Thalesians Seminar: Dr. Andrey Itkin - Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
10 Oct 2017 IAQF & Thalesians Seminar: Dr. David Zhang - Model House Price Volatility, Application to a Countercyclical Economical Risk Capital Framework
12 Sep 2017 IAQF & Thalesians Seminar: Dr. David Shimko - Total Risk and Project Valuation
15 Aug 2017 A Talk by Petter Kolm - 65 Years of Portfolio Optimization: Practical Challenges and Current Trends
22 Jun 2017 How to Succeed in Quantitative Finance, Presented by David Schwartz
14 Jun 2017 IAQF & Thalesians Seminar: Dr. Harrison Hong - Climate Risks and Market Efficiency
15 May 2017 IAQF & Thalesians Seminar: Dr. Sebastian Jaimungal - Trading algorithms with learning in latent alpha models
28 Apr 2017 Commodity Pricing Models, Presented by 2015 FEOY Dr. Eduardo Schwartz
25 Apr 2017 IAQF & Thalesians Seminar: Dr. Andrew Papanicolaou - Trading in VIX Derivatives
21 Apr 2017 How I Became a Quant - Chicago
07 Apr 2017 How I Became a Quant - Minneapolis
16 Mar 2017 IAQF & Thalesians Seminar: Dr. Lingjiong Zhu - A reduced-form model for level-1 limit order books
01 Mar 2017 How I Became a Quant - Berkeley
28 Feb 2017 How I Became a Quant - Washington, D.C.
15 Feb 2017 IAQF & Thalesians Seminar: Dr. Alan Moreira - Volatility Managed Portfolios
03 Feb 2017 February 3, 2017: Breakfast Roundtable with the IAQF Senior Fellows
24 Jan 2017 IAQF & Thalesians Seminar: Dr. Tai-Ho Wang - Probability density of lognormal fractional SABR model
14 Dec 2016 IAQF & Thalesians Seminar: Dr. Hongzhong Zhang - Intraday Market Making with Overnight Inventory Costs
17 Nov 2016 IAQF & Thalesians Seminar: Dr. Michael Imerman - Insights from a Data-Driven Analysis of the Volatility Risk Premium
20 Oct 2016 IAQF & Thalesians Seminar: Dr. Erik Vogt - Global Variance Term Premia and Intermediary Risk Appetite
17 Oct 2016 How I Became a Quant - Boston
15 Sep 2016 IAQF & Thalesians Seminar: Dr. Arun Verma - Statistical arbitrage using news and social sentiment based quant trading strategies
23 Jun 2016 How to Succeed in Quantitative Finance, Presented by David Schwartz
16 Jun 2016 IAQF & Thalesians Seminar: Dr. Tobias Adrian - Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
12 May 2016 IAQF & Thalesians Seminar: Dr. Luis Seco - Hedge Funds: Are Negative Fees in the Horizon? An Option Pricing Perspective
22 Apr 2016 How I Became a Quant - Chicago
15 Apr 2016 How I Became a Quant - Minneapolis
14 Apr 2016 IAQF & Thalesians Seminar: Dr. Lawrence R. Glosten - Strategic Foundation for the Tail Expectation in Limit Order Book Markets
07 Apr 2016 April 7, 2016: Happy Hour and Conversations with the IAQF Paper Competition Winners
23 Mar 2016 How I Became a Quant - Washington, D.C.
15 Mar 2016 IAQF & Thalesians Seminar: Alexander Lipton - Modern Monetary Circuit Theory
02 Mar 2016 How I Became a Quant - L.A.
29 Feb 2016 How I Became a Quant - Berkeley
16 Feb 2016 IAQF & Thalesians Seminar: Dr. Harry Mamaysky - Does Unusual News Forecast Market Stress?
05 Feb 2016 February 5, 2016: Breakfast Roundtable with the IAQF Senior Fellows
12 Jan 2016 IAQF & Thalesians Seminar: Dr. Nick Costanzino - Pricing and Hedging Recovery Risk with Structural and Reduced Form Models
14 Dec 2015 December 14, 2015: IAQF & Thalesians Seminar Series
12 Nov 2015 November 12, 2015: IAQF & Thalesians Seminar Series
10 Nov 2015 P/E Ratios and the Cost of Capital, Presented by 2014 FEOY Martin Leibowitz
22 Oct 2015 How I Became a Quant - Boston
20 Oct 2015 October 20, 2015: How to Transition from the Job You Have to the Job You Want
19 Oct 2015 Opportunities and Challenges Around Complex Model Validation
14 Oct 2015 October 14, 2015: IAQF & Thalesians Seminar Series
05 Oct 2015 How I Became a Quant - Toronto
21 Sep 2015 September 21, 2015: IAQF & Thalesians Seminar Series
24 Jun 2015 June 24, 2015: How to Succeed in Quantitative Finance
18 Jun 2015 June 18, 2015: IAQF & Thalesians Seminar Series
26 May 2015 May 26, 2015: Analytics & Visualization for Financial Services
18 May 2015 IAQF ENDORSED EVENT: Global Derivatives & Risk Management 2015
14 May 2015 May 14, 2015: IAQF & Thalesians Seminar Series
01 May 2015 How I Became a Quant - Chicago
22 Apr 2015 April 22, 2015: IAQF & Thalesians Seminar Series
10 Apr 2015 How I Became a Quant - Minneapolis
16 Mar 2015 March 16, 2015: IAQF & Thalesians Seminar Series
25 Feb 2015 How I Became a Quant - L.A.
24 Feb 2015 How I Became a Quant - Berkeley
23 Feb 2015 February 23, 2015: IAQF & Thalesians Seminar Series
06 Feb 2015 February 6, 2015: Breakfast Roundtable with the IAQF Senior Fellows
03 Feb 2015 How I Became a Quant - Washington, D.C.
12 Jan 2015 January 12, 2015: IAQF & Thalesians Seminar Series
15 Dec 2014 December 15, 2014: IAQF Seminar
24 Nov 2014 November 24, 2014: IAQF & Thalesians Seminar Series
17 Nov 2014 IAQF ENDORSED EVENT: Global Derivatives USA 2014
17 Nov 2014 IAQF ENDORSED EVENT: RiskMinds, Asia
14 Nov 2014 How I Became a Quant - North Carolina
23 Oct 2014 How I Became a Quant - Boston
22 Oct 2014 October 22, 2014: IAQF & Thalesians Seminar Series
22 Sep 2014 How I Became a Quant - Toronto
08 Sep 2014 September 8, 2014: IAQF/Thalesians Seminar Series
18 Aug 2014 August 18, 2014: IAQF Seminar
17 Jun 2014 June 17, 2014: IAQF Seminar
02 Jun 2014 2014 IAQF Annual Conference
20 May 2014 May 20, 2014: IAQF/Thalesians Seminar Series
12 May 2014 IAQF ENDORSED EVENT: Global Derivatives & Risk Management 2014
28 Apr 2014 April 28, 2014: IAQF/Thalesians Seminar Series
11 Apr 2014 How I Became a Quant - Chicago
01 Apr 2014 How I Became a Quant - D.C.
28 Mar 2014 How I Became a Quant - Minneapolis/St. Paul
20 Mar 2014 March 20, 2014: IAQF/Thalesians Seminar Series
05 Mar 2014 How I Became a Quant - Berkeley
04 Mar 2014 How I Became a Quant - L.A.
18 Feb 2014 February 18, 2014: IAQF Seminar Series
07 Feb 2014 February 7, 2014: Breakfast Roundtable with the IAQF Senior Fellows
06 Feb 2014 IAQF/SunGard 2013 Financial Engineer of the Year Gala Dinner
13 Jan 2014 January 13, 2014: IAQF/Thalesians Seminar Series