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Workshop: New Ideas in Quantitative Finance
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Workshop: New Ideas in Quantitative Finance

WORKSHOP OUTLINE This workshop will bring together top academics and practitioners in Quantitative Finance area. The objective is to exchange recent ideas and approaches focusing on numerical methods and applications. Possible topics include: Portfolio optimization Pricing of financial securities Risk management Machine learning approaches, such as, neural networks and classification Forecasting of distributions Workshop presentations are by invitation only.

 Export to Your Calendar 11/4/2019 to 11/5/2019
When: November 4-5, 2019
8:00 AM - 9:00 PM, November 4, 2019 and 8:00 AM - 6:00 PM, November 5, 2019
Where: Stony Brook University
S-240 Math Tower
Stony Brook, New York 
Contact: Mr. George Pertaia
(352) 727-3163

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Workshop: New Ideas in Quantitative Finance

Date: November 4-5, 2019 
Venue: Stony Brook University (S-240 Math Tower), Stony Brook, NY


Workshop Outline

This workshop will bring together top academics and practitioners in Quantitative Finance area. The objective is to exchange recent ideas and approaches focusing on numerical methods and applications. Possible topics include:

  • Portfolio optimization
  • Pricing of financial securities
  • Risk management
  • Machine learning approaches, such as, neural networks and classification
  • Forecasting of distributions

    Workshop presentations are by invitation only.

     

List of Speakers and Tentative Schedule

List of Speakers                

Tentative Schedule

 

Registration Fee & Meal Accommodations

Non-speaker participants will be charged the attendance fee $350. This fee includes reception (on November 4), box lunches and coffees. Since the number of participants is limited, registration will be based on the "first-come first-served" basis. To register for the workshop, please follow the link:  http://www.cvent.com/d/3yqsmp  

 

Hotels

For speakers of the workshop a prepaid block of rooms is reserved at the hotel: Holiday Inn Express Stony Brook-Long Island (arrival November 3, departure November 6). The reservation code to access this block of room will be provided in the e-mail message.  Reservation should be made by October 25.

At the Holiday Inn Express Stony Brook-Long Island hotel, the block of rooms is also reserved for non-speakers (arrival November 3, departure November 6). Non-speakers should use the AMS code to reserve the room with the special workshop rate $119.99 by using this link  Quantitative Finance Workshop  Reservation should be made by October 25.

Reservations at the  Holiday Inn Express Stony Brook-Long Island hotel includes Complimentary Deluxe Breakfast and Complimentary Shuttle (To/from Islip MacArthur Airport, Stony Brook University, Stony Brook Train Station and 3-5 miles radius of hotel). 

Non-speakers can book a room also at

Hilton Garden Inn hotel
Danfords Hotel & Marina

Note that, only Hilton Garden Inn is within a walking distance from the workshop venue.


Transportation to the Stony Brook University

Information on the transportation to the Stony Brook University is posted at this link: https://www.stonybrook.edu/commcms/lsrl/info/travel.html

 

Organizers and Sponsors

Organizers: Stan Uryasev and George Pertaia, Stony Brook University
Sponsors: Quantitative Finance Program at the Stony Brook University

 

Contact Information

Mr. George Pertaia
giorgi.pertaia@stonybrook.edu
Cell Phone: (352) 727-3163


Prof. Stan Uryasev
Frey Family Endowed Chair in Quantitative Finance
Applied Mathematics and Statistics
Stony Brook University
Stony Brook, NY 11794-3600
stanislav.uryasev@stonybrook.edu
Cell Phone: (352) 213-3457

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11/4/2019 » 11/5/2019
Workshop: New Ideas in Quantitative Finance

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