Menu
Log in
Forgot password


Log in

Events / Archive

09 Apr 2024 IAQF & Thalesians Seminar Series: Expected Returns and Large Language Models. A Seminar by Dacheng Xiu.
05 Mar 2024 IAQF & Thalesians Seminar Series: Risk Quadrangle Theory and Applications: Expectile, CVaR, and VaR. A Seminar by Stan Uryasev.
28 Feb 2024 How I Became a Quant - Washington DC
06 Feb 2024 IAQF & Thalesians Seminar Series: Skin in the Game: Risk Analysis of Central Counterparties. A Seminar by Dr. Samim Ghamami.
09 Jan 2024 IAQF & Thalesians Seminar Series: Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. A Seminar by Dr. Pawel Polak.
05 Dec 2023 IAQF & Thalesians Seminar Series: Leveraging Deep Learning for Multimodal Data Analysis in Credit Risk Assessment. A Seminar by Dr. Cristian Bravo.
14 Nov 2023 IAQF & Thalesians Seminar Series: The Economics of Automated Market Making and Decentralized Exchanges. A Seminar by Ciamac Moallemi.
19 Oct 2023 A Conversation with the IAQF Paper Competition Winners
03 Oct 2023 IAQF & Thalesians Seminar Series: Credible Decentralized Exchange Design via Verifiable Sequencing Rules. A Seminar by Dr. Matheus Venturyne Xavier Ferreira
12 Sep 2023 IAQF & Thalesians Seminar Series: The Bias of Simple Bid-Ask Spread Estimators. A Seminar by Dr. Pedro Tremacoldi-Rossi.
12 Sep 2023 How I Became a Quant - Boston
13 Jun 2023 IAQF & Thalesians Seminar Series: Social Ties, Comovements, and Predictable Returns. A Seminar by Lin Peng.
09 May 2023 IAQF & Thalesians Seminar Series: Common Pricing of Decentralized Risk: A New Linear Option Pricing Model. A Seminar by Liuren Wu.
26 Apr 2023 IAQF/Northfield Financial Engineer of the Year Award Dinner
18 Apr 2023 Topic IAQF & Thalesians Seminar Series: Rethinking the Value and Emission Implications of Green Bonds. A Seminar by Shivaram Rajgopal.
28 Mar 2023 How I Became a Quant - Washington DC
22 Mar 2023 IAQF & Thalesians Seminar Series: Combining Reinforcement Learning and Inverse Reinforcement Learning for Optimal Asset Allocation. A Seminar by Igor Halperin.
14 Feb 2023 IAQF & Thalesians Seminar Series: Where Market Making Meets Market Microstructure. A Seminar by Sasha Stoikov.
24 Jan 2023 IAQF & Thalesians Seminar Series: Equity Alpha Signals From High Frequency Option Data. A Seminar by Peng Cheng.
13 Dec 2022 IAQF & Thalesians Seminar Series: Financial Inclusion and Alternate Credit Scoring: Role of Big Data and Machine Learning in Fintech. A Seminar by Professor Sudip Gupta
15 Nov 2022 IAQF & Thalesians Seminar Series: Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book. A Seminar by Nicholas Westray
10 Nov 2022 How I Became a Quant - Toronto
24 Oct 2022 IAQF & Thalesians Seminar Series: Optimal Turnover, Liquidity, and Autocorrelation. A Seminar by Gordon Ritter
29 Sep 2022 A Conversation with the IAQF Paper Competition Winners
13 Sep 2022 How I Became a Quant - Boston
28 Jun 2022 IAQF & Thalesians Webinar Series: Differentially Private Call Auctions and Market Impact. A Webinar by Michael Kearns.
23 Jun 2022 IAQF Quantitative Finance Symposium featuring Alexander Lipton and Marcos López de Prado
23 May 2022 IAQF & Thalesians Webinar Series: Drawdown Beta and Portfolio Optimization. A Webinar by Stan Uryasev
17 May 2022 IAQF/Northfield Financial Engineer of the Year Award Dinner
12 Apr 2022 IAQF & Thalesians Webinar Series: Climate Change: Opportunity and Risk A Webinar by Jan W. Dash
08 Mar 2022 IAQF & Thalesians Webinar Series: Multi-Asset Option Market Simulation. A Webinar by Magnus Wiese
02 Mar 2022 How I Became a Quant - Washington DC
08 Feb 2022 IAQF Thalesians Webinar Series: Quantifying the Impact of Impact Investing - Ruixun Zhang
10 Jan 2022 IAQF & Thalesians Seminar Series: Deep Learning for Equity Time Series Prediction A Webinar by Miquel Noguer i Alonso PhD
18 Nov 2021 How I Became a Quant - Toronto
17 Nov 2021 IAQF & Thalesians Seminar Series: The Tax-Smart Approach for Measuring and Maximizing After-Tax Performance A Webinar by Andrew Kalotay
18 Oct 2021 IAQF & Thalesians Seminar Series: The Adoption of Blockchain-Based Decentralized Exchanges. A Webinar by Agostino Capponi
13 Sep 2021 IAQF & Thalesians Seminar Series: Cleaning Corporate Governance: A Webinar by Eric Talley
07 Jun 2021 IAQF & Thalesians Seminar Series: A Class of Mesh-free Algorithms for Finance, Machine Learning, and Fluid Dynamics. A Webinar by Philippe G. LeFloch and Jean-Marc Mercier
10 May 2021 IAQF & Thalesians Seminar Series: Coins for Bombs: Detecting Terrorist Attack Funding with Cryptocurrencies. A Webinar by Daniel Rabetti
19 Apr 2021 IAQF & Thalesians Seminar Series: Modular Machine Learning: The Best of Both Worlds? A Webinar By Joseph Simonian
08 Mar 2021 IAQF & Thalesians Seminar Series: A Joint Model of Failures and Credit Ratings A webinar by Rainer Hirk
08 Feb 2021 Contagious Defaults in a Credit Portfolio: A Bayesian Network Approach An IAQF/Thalesians Webinar by Ioannis Anagnostou
11 Jan 2021 IAQF & Thalesians Seminar Series: Machine Learning Hedge Strategy with Deep Gaussian Process Regression
14 Dec 2020 IAQF & Thalesians Seminar Series: A Machine Learning Approach to Analyze and Support Anti-Corruption Policy. A webinar by Elliott Ash with Sergio Galletta & Tommaso Giommoni
02 Dec 2020 How I Became a Quant - Toronto
30 Nov 2020 IAQF & Thalesians Seminar Series: Human vs. Machine: Underwriting Decisions in Finance. A webinar by Mark Jansen, PhD
18 Nov 2020 How I Became a Quant - Washington DC
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
13 Oct 2020 How I Became a Quant - Boston, MA
29 Sep 2020 IAQF & Thalesians Seminar Series: A Webinar by Professor Bud Mishra "Seeking the Self Amidst Covid’s Cytokine Cyclones"
16 Jun 2020 IAQF & Thalesians Seminar Series: Petter Kolm - Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
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
06 Nov 2019 How I Became a Quant - Boston, MA
05 Nov 2019 IAQF & Thalesians Seminar Series: Rajesh T. Krishnamachari - Big Data and AI Strategies: Machine Learning and Alternative Data Approach to Investing
21 Oct 2019 October 21, 2019: Happy Hour and Conversations with the IAQF Paper Competition Winners
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
11 Jun 2019 IAQF & Thalesians Seminar Series: Matthew Dixon - Blockchain Analytics for Intraday Financial Risk Modeling
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
06 Mar 2018 How I Became a Quant - Washington, D.C.
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
15 Nov 2017 IAQF & Thalesians Seminar: Dr. Andrey Itkin - Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
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
02 Oct 2017 How I Became a Quant: Toronto
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.

© Copyright 2020 International Association for Quantitative Finance