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Please join us for the next installment of the Bloomberg Quant (BBQ) Seminar Series. The seminar takes place every month and covers a wide range of topics in quantitative finance.
In this session, chaired by Bruno Dupire, Dr. Marcos López de Prado will present his current research, followed by several “lightning talks” of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics.
Register and secure your spot for the next session of the BBQ Seminar.
Keynote: The 7 Reasons Most Machine Learning Funds Fail
The rate of failure in quantitative finance is high, and particularly so in financial machine learning. The few managers who succeed amass a large amount of assets, and deliver consistently exceptional performance to their investors. However, that is a rare outcome, for reasons that will become apparent in this presentation. Over the past two decades, I have seen many faces come and go, firms started and shut down. In my experience, there are 7 critical mistakes underlying most of those failures.
- Keynote Speaker: Dr. Marcos López de Prado
A lightning talk is a very short presentation lasting only 5 minutes. Several ones will be delivered in a single session by different speakers in quick succession.
- Bruno Dupire (Bloomberg): How to arbitrage a Markov model
- Steve Taylor (NJIT): Return distribution clustering with information geometry
- Pawel Polak (Columbia University): COMFORT-Able Finance
- Sean Keenan (AIG): Holistic analytic infrastructure management
- Gillian Chin (Bloomberg): Lagrangian duality
- David Mitchell (Bloomberg): Monetizing your hedging wins
- Peter Carr (NYU Tandon): Are you an option trader or an option quant?
Dr. Marcos López de Prado
When & Where
Thursday, May 24th, 2018
5:00 pm – 8:00 pm ET
731 Lexington Avenue, 7MPR Room
New York, NY 10022