The CityTech student chapter of SIAM (Society for Industrial and Applied Mathematics) is hosting a this talk over Zoom later today (1-2p), which looks very relevant to our course:
I will be logging on for the talk. If you log on and listen to the talk, you will earn a participation point!
Here is the talk description from the flyer above:
In this very broad session we will discuss some examples of areas where data science and machine learning methods can be applied to solve real problems in financial markets. While we can always define very reasonable models to explain market phenomena, sometimes the results may be too good to be true. We will cover some details of when the fit can go wrong and discuss ways to avoid the pitfalls.”
CITYTECH SIAM Talk Spring 2021 – flyer
And here is the speaker’s bio:
Dr. Veronica Bustamante received her Bachelor’s Degree from Emory University, a dual major in Economics and Mathematics. She earned a Master’s in Mathematics and completed her PhD in Applied Mathematics from Emory University in 2013. Dr. Bustamante has worked as a mathematician in industry since completing her doctoral degree, starting her career at Intel Corporation working in device modeling and engineering, later transitioning to market sizing and forecasting. Veronica has been in the financial services industry for the past six years, working in different areas of banking, from regulatory stress testing to fixed income index research. She is currently a research analyst in quantitative fixed income at J.P. Morgan Chase.
Just a note that this zoom talk is happening right now, and it’s not too late to join (use Zoom Meeting ID: 586 526 2264 and Passcode: SIAM2021)
If you do join, send me a direct message via the zoom chat so that I make sure to give you credit!
Also, here is one of the definitions she is using in her presentation:
https://www.investopedia.com/terms/v/volatility.asp