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    • 28 Oct 2025
    • 5:00 PM - 6:15 PM
    • Zoom Panel
    Register

    Join the IAQF for virtual presentations and conversations with the winners of the IAQF Academic Paper Competition

    Join the IAQF for virtual presentations and conversations with the winners of the IAQF Academic Case Competition

    Tuesday, October 28th 2025

    5:00pm - 6:15pm

    Zoom Event

    Registration is Complimentary for All

    Moderator:

    Richard Lindsey PhD - Principal, Callcott Group LLC

    Schedule of Events:

    • Introductions & presentation of problem.
    • Questions to each of the teams.
    • Following an overview of the problem that students were asked to work on, the moderator will turn it over to each of the Teams who will have 10 minutes to discuss how they came to their conclusion.
    • This will be followed by a Q&A portion.

    Winning Teams Are:

    Team Sharpe Minds, University of California Berkeley, Master of Financial Engineering. The team was led by student team captain John Ryan. Team members included Fanghou He, Frank Wang, Jichu Han, Yingshi Li, and Benjamin Steel. The team worked under the direction of Kevin Coldiron.

    Team Geeks for Greeks, University of California Los Angeles, Anderson School of Management, Master of Financial Engineering. The team was led by student team captain Matthew Atwell. Team members included Aryan Jain, Vikalp Thukral, Siddhant Kumar, Aditya Shankar, and Panagiotis Kargados Mallouchos. The team worked under the direction of Eric Reiner.

    Team Psych, Columbia University, Mathematics of Finance Program. The team was led by student team captain Ruohao Yin. Team members included Thomas Cole, Paul Heyden, Alexander Pereyma, and Hua-Hsuan Shih. The team worked under the direction of Eric Yeh.

    Team Violet Quants, New York University School of Engineering, Masters in Financial Engineering. The team was led by student team captain Harsh Kharabe. Team members included Shinjinee Maiti, Krish Kalyani, Vatsal Makodia, Pushkar Jain, and Arnav Sinha. The team worked under the direction of Jianing Yao.

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30 Oct 2020 Conversation with the IAQF Paper Competition Winners
29 Oct 2020 IAQF & Thalesians Seminar Series: A Webinar by Dr. Michael Imerman, Pandemic Exposure, Credit Market Reactions, and Corporate Default Risk
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29 Sep 2020 IAQF & Thalesians Seminar Series: A Webinar by Professor Bud Mishra "Seeking the Self Amidst Covid’s Cytokine Cyclones"
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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
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05 Nov 2019 IAQF & Thalesians Seminar Series: Rajesh T. Krishnamachari - Big Data and AI Strategies: Machine Learning and Alternative Data Approach to Investing
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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
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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
15 Nov 2018 How I Became a Quant - Boston 2018
14 Nov 2018 IAQF & Thalesians Seminar Series: Gordon Ritter — The Usefulness of Reinforcement Learning in Finance
12 Nov 2018 How I Became a Quant: Toronto
29 Oct 2018 October 29, 2018: Happy Hour and Conversations with the IAQF Paper Competition Winners
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
13 Apr 2018 How I Became a Quant - Chicago
09 Apr 2018 IAQF & Thalesians Seminar Series: Leif Andersen - Funding and counterparty credit costs for CCP and OTC trading
06 Apr 2018 How I Became a Quant - Minneapolis
05 Apr 2018 How I Became a Quant - Los Angeles
15 Mar 2018 IAQF & Thalesians Seminar Series: Celso Brunetti - Common Holdings and Systemic Risk
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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
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15 Nov 2017 How I Became a Quant - Boston
17 Oct 2017 October 17, 2017: Happy Hour and Conversations with the IAQF Paper Competition Winners
10 Oct 2017 IAQF & Thalesians Seminar: Dr. David Zhang - Model House Price Volatility, Application to a Countercyclical Economical Risk Capital Framework
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26 Sep 2017 A Talk by Ivailo Dimov: Some Data Science Lessons From a Quant
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
09 Mar 2017 How I Became a Quant - Los Angeles
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
26 Oct 2016 How I Became a Quant - Toronto
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

For information about sponsoring one of our events click here or email info@iaqf.org for details.

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