UCL Financial Computing and Analytics

Financial Computing Seminars at UCL

 

Upcoming seminars 

 

From Brain to Markets: a fractal journey 


Federico Turkheimer 

12:00-13:00, Wed, 20 November 2019

Room 4.05

 

Networks and The Arrow of Time 


Tim Evans 

12:00-13:00, Wed, 4 December 2019

Room 4.05

 

 

Past seminars 

 

Identifying the hidden multiplex architecture of complex systems 


Lucas Lacasa 

12:00-13:00, Wed, 16 October 2019

Room 4.05

You can find the video here

 

Rough landscapes: from Machine Learning to Glasses and back 


Chiara Cammarota 

12:00-13:00, Wed, 25 September 2019

Room 4.05

You can find the video here

 

Network Methods for Policy Evaluation 


Omar Guerrero 

12:00-13:00, Wed, 19 June 2019

Room 4.05

You can find more information here

 

Analysis of overfitting in the regularized Cox model 


Mansoor Sheikh 

12:00-13:00, Wed, 1 May 2019

Room 4.05

You can find the paper here

 

Contagion Accounting 


Anne-Caroline Hüser 

12:00-13:00, Wed, 3 April 2019

Room 4.05

You can find more information here

 

Conditional Generative Adversarial Networks for Trading Strategies


Adriano Koshiyama

12:00-13:00, Wed, 13 March 2019

Room 4.05

You can find the video here

 

Max-Hedge/Max-Grace


Stephen Pasteris

12:00-13:00, Wed, 20 Feb 2019

Room 4.05

You can find the video here

 

Statistical challenges of loopy networks


Fabián Aguirre López

12:00-13:00, Wed, 30 Jan 2019

Room 4.05

You can find the video here

 

Market impact and optimal execution with transient models 


Fabrizio Lillo

11:00-12:00, Thu, 17 Jan 2019

Room 4.05

You can find the video here

 

Superstars in two-sided markets: exclusives or not? 


Elias Carroni

12:00-13:00, Wed, 16 Jan 2019

Room 4.05

You can find the video here

 

Fourier-transform based pricing of barrier options with stochastic volatility model 

 

Jiaqi Liang

14:00-15:00, Wed, 14 Nov 2018

Room 4.05

You can find contact information here

 

Resilience of trading networks

 

Laura Silvestri

14:00-15:00, Wed, 31 Oct 2018

Room 4.05

You can find more information here

 

Integral transform methods and spectral filters for the pricing of exotic options 

 

Guido Germano

Fri, 14 Dic 2018

Room 4.05

You can find more information here

 

Social closure and the evolution of cooperation via indirect reciprocity

 

Simone Righi

Fri, 16 Nov 2018

Room 4.05

You can find more information here

 

Reciprocity and success in academic careers

 

Giacomo Livan

Thu, 11 Oct 2018

Room 4.05

You can find more information here

 

Filtering information with networks: understanding market structure and predicting market changes

 

Tomaso Aste 

Thu, 13 Sep 2018

Room 4.05

You can find more information here