UCL Financial Computing and Analytics

Financial Computing Seminars at UCL

 

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

 

Conditional Generative Adversarial Networks for Trading Strategies


Adriano Koshiyama

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

Room 4.05

 

Max-Hedge/Max-Grace


Stephen Pasteris

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

Room 4.05

 

Statistical challenges of loopy networks


Fabian Aguirre Lopez

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

Room 4.05

 

Market impact and optimal execution with transient models 


Fabrizio Lillo

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

Room 4.05

 

Superstars in two-sided markets: exclusives or not? 


Elias Carroni

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

Room 4.05

 

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

 

Jiaqi Liang

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

Room 4.05

 

Resilience of trading networks

 

Laura Silvestri

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

Room 4.05

 

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

 

Guido Germano

Fri, 14 Dic 2018

Room 4.05

 

Social closure and the evolution of cooperation via indirect reciprocity

 

Simone Righi

Fri, 16 Nov 2018

Room 4.05

 

Reciprocity and success in academic careers

 

Giacomo Livan

Thu, 11 Oct 2018

Room 4.05

 

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

 

Tomaso Aste 

Thu, 13 Sep 2018

Room 4.05