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Agosto 24 a 27, 2022
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Etiquetas
Abraham Izquierdo
Administración y Operación
Algorithmic & High Frequency Trading Strategies
and Factor Models
Andrés Corona
and test set
Asset & Liability Management
Behavioral Economics and the Bias of Risk
Big Data in High-Frequency Trading
Building and Managing a Hedge Fund
Carlos Vallebueno
Data Science & Machine Learning with Julia High Performance Computing
Edward Altman
Equity and Oil Markets
Evaluación de suficiencia de Capital sobre escenarios regulatorios
Fabio Mercurio
Family Offices: Construcción
Gabriele Sabato
Giovanni Negrete
IFRS 9 & CECL: Quantitative Techniques in Credit Risk Management & Regulation
IFRS 9: Global and Local View
John Hull
Life After LIBOR: The Birth of New Rate Benchmarks
Luis Seco
Marco Avellaneda
Marcos López de Prado
Marshall Alphonso
Maurilio Patiño
Nature of machine learning. Use of training set
Oil Markets in 2020: The Implications of Prices
Portfolio Construction Using Data Science
Python
Quantitative Asset Allocation: Modern Portfolio Theory
Quantitative Model Governance & Explainability in Banking
Risk Budgeting
Rubén Haro
Scam Me If You Can
The xVA Challenge
Tom Hardin
Trading Strategies with Machine Learning and AI
Trading Volatility in the Real World
UAIR: Unidad de Administración Integral de Riesgos (Conformación y Administración)
validation set
Valuation for Financial Engineering
Volatilities and Correlations
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