The group holds monthly talks in central Cambridge. These talks are an opportunity for researchers at the University, from other academic institutions and from industry to present technical work to other researchers in the field.
As London is one of the main global centres for algorithmic finance, we hope to be able to offer approximately half the talks from researchers in industry. If you are from industry and would like to present some of your work to us, please contact us. Likewise, non-university members are more than welcome to attend any of the talks, but please contact us first. If you would like to be kept informed of any events, please join our weekly mailing list.
Details of all talks in Cambridge are here: Cambridge Talks. The DFFMG talks are here: DFFMG Talks.
In addition to DFFMG we also list other talks of interest to DFFMG group members here:
| Title | Name | Association | Date |
|---|---|---|---|
| Computer Simulation of the Financial Markets | Christopher Clack | Direct of Financial Computing at UCL | Friday 26 February 2010 |
| Building distributed financial trading systems (Part 1) | Oli Bage | Morgan Stanley | Tuesday 07 November 2006 |
| Building distributed financial trading systems (Part 2) | James Belsey | Morgan Stanley | Tuesday 28 November 2006 |
| Estimation of large volatility matrix for high-frequency financial data | Y Wang | NSF | Thursday 26 June 2008 |
| Jump Telegraph Processes and a Volatility Smile | Nikita Ratanov | University of Rosario | Friday 12 October 2007 |
| Modelling Risks in Financial Markets: Asset Return Correlations and Market Risk | Hashem Pesaran | University Of Cambridge | Thursday 19 November 2009 |
| Shrinkage regression for multivariate inference with missing data, with an application to portfolio balancing | Robert Gramacy |
University of Cambridge | Tuesday 10 March 2009 |
| An Optimal Selling Strategy Based on Predicting the Ultimate Maximum Price | Violetta Bernyk |
University of Cambridge | Tuesday 29 April 2008 |
| Financial markets with uncertain volatility | M Soner | ETH Zurich | Tuesday 06 April 2010 |
| Financial Market Data, disruption issues and risk mitigation | Kiou Nayer Nouri | Barclays | Tuesday 05 April 2011 |
| The Evil Empire Strikes Back: The 2008 financial crisis from a hedge fund manager's perspective | Ewan Kirk | Cantab Capital | Monday 26 April 2010 |
| High frequency micro structure in futures markets | Ewan Kirk | Cantab Capital | Thursday 31 January 2008 |
| Hedging under arbitrage | Johannes Ruf | Columbia University | Tuesday 25 January 2011 |
| High frequency variability and microstructure bias | A Sykulski, S Olhede | Imperial, UC | Friday 20 June 2008 |
| An FX trading system using adaptive reinforcement learning | Michael Dempster |
University of Cambridge | Tuesday 07 June 2011 |
| A model for the evolution of an order book | Sasha Stoikov | Columbia University | Tuesday 03 June 2008 |
| Optimal Asset Allocation with Factor Models for Large Portfolios | Paolo Zaffaroni | Imperial College London |
Tuesday 10 June 2008 |
| Put-call Symmetry | Mike Tehranchi | University of Cambridge | Tuesday 10 November 2009 |
| Feedback Trading and the Optimal Choice of Price Impact | Jimmy Oh | University of Cambridge | Friday 20 November 2009 |
| Stochastic Volatility Models Including Open, Close, High and Low Prices | Enrique ter Horst | Euromed School of Management | N/A |
| Index and ETF arbitrage | Jakub Kaplan | University of Cambridge | Tuesday 12 October 2010 |
| Trading to stops | Chris Rogers | University of Cambridge | Tuesday 16 November 2010 |
| Censored Exploration in Dark Pools |
Michael Kearns |
University of Pennsylvania | Friday 03 June 2011 |
| Rolling optimisation in natural gas markets | M Devine | Limerick | Thursday 17 March 2011 |