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https://www.linkedin.com/feed/update/urn:li:activity:6978141803048804353
JPMorgan Chase & Co. | Managing Director, Head of Research and Engineering
https://www.linkedin.com/in/pistoia/
Happy to announce that JPMorgan Chase & Co., through its Global Technology Applied Research Center, is the newest partner in the Q-NEXT #quantum research collaboration!https://lnkd.in/ecjW9Kdb!
2022/09/22
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James "Jim" Melenkevitz PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6978165929935282176
Graduate school to current | COMPUTER SKILLS
https://www.linkedin.com/in/james-jim-melenkevitz-phd-17b941b5/
As a follow-up to my previous post, I found the graph below that I used ten years ago to illustrate how standard models struggled to capture what was going on after 2008. As for inflation today, models then predicted every year that the situation would improve, only to be disproved by reality.  I was therefore very excited to read Olivier Blanchard’s 2014 piece “Where Danger Lurks”, in which he called for a rekindling of macroeconomic models. He wrote in particular  “We in the field did think of the economy as roughly “linear”, constantly subject to different shocks, constantly fluctuating, but naturally returning to equilibrium over time. […] The problem is that we came to believe that this was indeed the way the world worked. […] The main lesson of the crisis is that we were much closer to “dark corners”—situations in which the economy could badly malfunction —than we thought.” The crucial sentence here of course is “naturally returning to equilibrium”. All these classical models can only predict that the system will return to equilibrium – there is nothing else it can do! This contrasts with more realistic frameworks (like Agent Based Models) where multiple equilibrium states can coexist, with tipping points separating them (probably what O. Blanchard calls “dark corners”, although only implicitly).  Alas, when I met Olivier Blanchard a little later in his IMF office, he told me – somewhat dispirited – “well, the economy is now back on tracks, and the appetite for new economic thinking is already fading away. Macroeconomics will revert to business as usual”. The problem, in my view, lies in what Willem Buiter (ex. Bank of England) said in his own 2008 piece “The unfortunate uselessness of most 'state of the art' academic monetary economics”: “Research tends to be motivated by the internal logic, intellectual sunk capital and aesthetic puzzles of established researc
2022/09/22
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Pim van Vliet
Open
https://www.linkedin.com/feed/update/urn:li:activity:6978444346706554880
Robeco | Managing Director Conservative Equities
https://www.linkedin.com/in/pimvanvliet/
Only one week to go!I very much look forward to the #QuantExplore Event of Robeco Deutschland next week in Frankfurt. As an in-person event, we will connect not only numbers and science but also #people.David Blitz and I will discuss the resurrection of the #value premium and provide new #perspectives for quant models. Milot Hasaj (Lampe Asset Management GmbH) will share the learnings from the recent quant #crisis from an investor's perspective. Lejda Bargjo will moderate a panel including also Dr. Michael Heldmann, CFA (Allianz Global Investors) and Andreas Gintschel (Perpetual Investors GmbH). Furthermore, Jan Anton van Zanten will present on applying #SDG in quant models, and Markus Leippold will discuss how #NLP can detect #greenwashing. See you in Frankfurt and #register here: https://lnkd.in/eMVeWbiECC: Thorsten Schneider, Kai Werner Roehrl, Marie Keil-Mouy, Simone Görner, Mark Flügel, Daniel Dehn, Julia Silich, CIIA, CEFA, Sebastian Schmidt, Sandra Michel, Christopher Sawo
2022/09/22
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Saeed Amen
Open
https://www.linkedin.com/feed/update/urn:li:activity:6978372283362861056
Cuemacro | Founder
https://www.linkedin.com/in/saeedamen/
Did you miss our first QuantMinds Edge event? Fear not. We’ve saved Artur Sepp's presentation on derivatives on crypto assets in decentralized finance (DeFi) space for you to watch right here. Hear more about liquid crypto derivatives in DeFi, comparison with traditional finance: pricing by replication vs supply/demand equilibrium and much more. Watch it here >> http://spr.ly/6043MpOJb#quantminds #quantinvesting #crypto #DeFi
2022/09/22
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6978693036578893825
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
You might be forgiven for thinking that the most important algorithm of the next decade will be graph neural networks. Or perhaps Bayesian inference will come to the fore, now that it has a Gartner-friendly name. Least squares will probably do more lifting than both, frankly, and let’s not forget voting — assuming anyone cares about the results of that.I invite you to consider another candidate. Wanna play “What is this algorithm and where are the articles about it on Towards Data Science?”#algorithms #datascience #artificialintelligence #machinelearning
2022/09/22
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Igor Halperin
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976301488574763008
Fidelity Investments | AI Asset Management
https://www.linkedin.com/in/igor-halperin-092175a/
Will be a huge treat learning from these two tomorrow at Cornell Financial Engineering Manhattan's Future of Finance!
2022/09/16
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Alec Schmidt
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976290260825563136
Financial Risk and Engineering, NYU School of Engineering | Adjunct Professor
https://www.linkedin.com/in/alec-schmidt-9a761716/
Edward Ott, a physicist at the University of Maryland, has put machine learning algorithms to work predicting the behavior of complex systems. The new techniques could one day find applications in climate science, ecology, epidemiology and many other fields.https://lnkd.in/eb8JFf25
2022/09/16
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Jochen Papenbrock
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976434540890226689
NVIDIA | Financial Services and Technology Developer Relationship Lead EMEA
https://www.linkedin.com/in/jochenpapenbrock/
Large-Scale Machine Learning with Snowflake and #RAPIDSwatch this related NVIDIA On-Demand session: https://lnkd.in/e8TuMZHjThe NVIDIA #alliancepartner Deloitte is also #alliancepartners of Snowflake: https://lnkd.in/ecq5HmXj#datacloud #acceleratedcomputing #NVIDIA @NVIDIA #snowflake
2022/09/16
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Ariel Silahian
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976546948929482752
Quant Developers | High Frequency Trading solutions | Founder & CTO / Lead Tech
https://www.linkedin.com/in/silahian/
How technology and automation can help to improve Execution Quality in FXIn order to understand how to improve the execution quality in the forex market, we need to understand the dynamics of these markets, the microstructure, how matching engines of ECNs works, the limit order book (LOB) dynamics and the behavior of every player in the market (takers vs makers vs liquidity providers).Once you understand how all this infrastructure works and its dynamics, then you can think about how to implement your technology accordingly.Basically, execution quality refers to how well orders are executed at the desired price without any slippages or other problems. This means that your order should be executed at the top of the book, or better.The root of best execution lies in creating a robust framework under which to conduct execution. One must measure that execution against the execution framework and improve it where possible.The better the execution quality, the lower the trading cost.#trading #markets #technology #fintech #banks #hedgefunds #algotrading #riskmanagement #forex #efx #hft #forexmarket #liquidity UBS Credit Suisse Deutsche Bank
2022/09/16
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976574692996304896
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
The promise of speedy computers has seduced VC firms and national governments into pouring billions of dollars into building the first generation of working quantum computers. However, while research has been going on since the early 1980s, progress toward actually building a working prototype remains slow, and will likely remain so for the foreseeable future. There are also a growing number of industry observers who fear that investors do not understand this salient fact.  “I’m as pro-quantum computing as one can be,” wrote one quantum academic. “But I’m disturbed by some of the quantum computing #hype I see these days, particularly when it comes to claims about how it will be commercialised.” So is a physicist at Oxford #University, who argues that an investment bubble is beginning to form in the quantum computing sector – one that could soon burst amid rising interest rates and a general shift among venture capitalists toward investing in projects with much shorter paths to profitability.  “I think the #quantum computing industry, along with #tech as a whole to some extent, will undergo a serious correction over the next few years.” “In last 14 years, we have seen an extraordinarily loose monetary policy, which has made venture capital firms and other investors awash with capital and eager to invest into all kinds of enterprises, from the highly prospective and disruptive, such as Uber, to more uncertain and speculative, like quantum computing.” These investments are made with the hope that these firms will return a profit over a timescale of several years. That’s hard to imagine, explained one scientist Financial Times article, when #quantumcomputers are ‘so error-prone that any information one tries to process with them will almost instantly degenerate into noise.’ What’s more, while devices approaching the size of your common variety classical computer do exist,
2022/09/16
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976605738043326464
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
Ask yourself 3 questions before you hire a data scientist:1. Is the data available and accessible?2. Will they be able to measure the ROI of their work?3. Will they be able to get their outputs into production?If the answer to any of these is no, then you might want to do more preparation.P.S. I think there are better ways to phrase the above questions (or there's just better questions) but I struggled to think of them .
2022/09/16
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Petter Kolm
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976125878221033472
Courant Institute of Mathematical Sciences | Clinical Full Professor of Mathematics
https://www.linkedin.com/in/petterkolm/
Super excited to announce the Godfather of #ReinforcementLearning in #Finance & 2022 Quant of the Year Dr. Igor Halperin will join the Cornell Financial Engineering Manhattan Future of Finance!!
2022/09/15
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Markus Leippold
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976162626351292417
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
https://www.linkedin.com/in/markus-leippold-578bb95/
It was such a great pleasure to hold a keynote speech at the Frontiers of Factor Investing Conference at Lancaster University today. A great event, and it is pleasing to learn that now this conference also has a separate stream on #climatefinance, mirroring the fact of how important that topic has become for the finance community. Thanks, Harald Lohre, for hosting me! The link to the conference programme is in the comments.#factorinvesting #finance #conference #climaterisk #portfoliomanagement
2022/09/15
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Marco Pistoia
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976130906092666880
JPMorgan Chase & Co. | Managing Director, Head of Research and Engineering
https://www.linkedin.com/in/pistoia/
Read about JPMorgan Chase & Co.’s Global Technology Applied Research effort in #quantumcomputing in this Business Insider article:
2022/09/15
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976165049623060480
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
Well, at least #ethereum was successfully merged today. #alwayslookonthebrightsideoflife
2022/09/15
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Tengfei (Gatsby) Zhang
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976196397108752384
Cambridge Judge Business School | Postdoctoral Research Associate
https://www.linkedin.com/in/gatsby-zhang/
Introducing: our 16th annual report on the world’s most innovative companies. What’s new this year? We asked about the importance of #climate and sustainability (C&S) in innovation. Here’s a peek at our findings: 2 out of 3 companies rank C&S as a top corporate priority. But only 1 in 5 is ready to take effective action. Why the disconnect? Check out our #50MostInnovative report: https://on.bcg.com/3RWTzwg
2022/09/15
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Jochen Papenbrock
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976205128022269952
NVIDIA | Financial Services and Technology Developer Relationship Lead EMEA
https://www.linkedin.com/in/jochenpapenbrock/
#Exhausted but #happy :) Our last night's ️AI & Data Leaders Networking Dinner️ was amazing fun and brought 72(!) senior #data & #ai executives from 37 organisations together. I personally loved the open discussions about #datamesh, #dataculture, #dataplatforms and the #futureofai.Major #kudos you to the organisation team, to Katz Orange, to our sponsoring partner Snowflake and our ecosystems partner KI Park e.V.. It certainly was one of the most exciting ai events in Berlin this year. #BlocktheDate: The next networking dinner will take place on the KI Park premises on Nov 8. Sponsoring partner: #NVIDIA. Focus: #Omniverse and #federatedlearning. Andreas Schleiter, Tatjana Wiebusch, Sebastian Olbrich, Christian Roese, Lukas Feuerstein, Olly Salzmann, Julian Koch, Sebastian Kunert, Peter Fach, Daniel Könnecke, Alfred Manhart, Bart Schneider, Sebastian Pfeifle, Niels Sahl, Nathan Houser, Nicolai Andersen  #AIandDataLeaders #BAS22 #BetterTogether Deloitte
2022/09/15
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6976219836943151104
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
What is the biggest lie about data science?
2022/09/15
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Igor Halperin
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975807691872944129
Fidelity Investments | AI Asset Management
https://www.linkedin.com/in/igor-halperin-092175a/
I'm delighted to share that I have joined the Mathematical and Computational Finance Group of the University of Oxford
2022/09/14
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975558606582644736
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
The largest pay gap isn't gender, disability or mental illness. It is #autism. Earlier this year former Australian Prime Minister Scott Morrison caused a ruckus when asked a funding question by a woman with an autistic son. He responded: "Jenny and I have been blessed, we've got two children that don't - that haven't had to go through that." It was an awkward attempt at empathy, off the cuff, which we don't question. But it seems companies are also "blessed" not to have to suffer autistic people, at least for fair pay. In the U.K., the Office of National Statistics reports a pay gap of 33.5%, about triple the gap for disabled men or women. As a story by Allie Nawrat in Unleash (https://lnkd.in/eMyx_VXn) points out, this is rather disappointing given the research on benefits to business of cognitive diversity (e.g. HBR: https://lnkd.in/erH8KwGY). If I asked you to speculate on that pay gap, you might list things you think those on the spectrum do "to themselves", or fail to do, that inhibit their progression up the corporate ladder. Perhaps failure to make eye contact; tendency towards unfiltered remarks; failure to read people; or (have you considered?) additional energy spent filtering background noise. But what you might not see is the flip side of that coin: that neurotypical people are less willing to interact with autistic peers, and that this judgement occurs in seconds (see https://lnkd.in/eZG7wChA). The UK government will monitor the autism pay gap going forward (https://lnkd.in/e7gQWyuD) but if the research is representative, it's surely a hard, hard fix. Keep this in mind reading well-meaning posts on the importance of hiring "well rounded" employees with all the right "soft skills". Those skills can be real, but I wish I had a dollar for every post offering advice along the lines of "math isn't important, coding isn't important, only Y is" ... where Y is "
2022/09/14
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975804243299422208
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
Hmmm, I am not completely convinced by this article .. Of course, like other technologies, AI could conceivably be a factor in existential disaster, (eg. Unanticipated military escalations due to autonomous weapon engagements), but as AI has no agency, it has no teleology; any such disaster will be the result of accident (or malicious, human design), rather than putative AI ‘Terminators’ seeking to wipe out humanity ..
2022/09/14
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Artur Sepp
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975452430364745729
Sygnum Bank | Head Systematic Solutions and Portfolio Construction
https://www.linkedin.com/in/artursepp/
New research paper on optimal allocation to Bitcoin and cryptocurrencies for diversified portfolios: I apply four quantitative methods for optimal allocation to Bitcoin cryptocurrency within alternative and balanced portfolios based on metrics of portfolio diversification, expected risk-returns, and skewness of returns distribution.Using roll-forward historical simulations, I find that the median of optimisers’ average weights is 2.3% and 4.8% for 100% alternatives and for 75%/25% balanced/alternatives portfolios, respectively.I conclude that Bitcoin may provide positive marginal contribution to risk-adjusted performances of optimal portfolios.I emphasize the diversification benefits of cryptocurrencies as an asset class within broad risk-managed portfolios with systematic re-balancing.#bitcoin #cryptocurrency #assetallocation
2022/09/13
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Charles-Albert Lehalle
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975496160220184576
Abu Dhabi Investment Authority (ADIA) | Quantitative R&D Lead
https://www.linkedin.com/in/lehalle/
Congratulations to Álvaro Cartea, Patrick Chang, Jose Penalva, and Harrison Waldon for their latest paper titled: “The Algorithmic Learning Equations: Evolving Strategies in Dynamics Games”.Highlights:• They introduce the algorithmic learning equations to characterise finite-time and asymptotic behaviour of the stochastic interaction between state-dependent learning algorithms.• They use the equations to prove that when algorithms and signals are of a particular type, play converges to a Nash equilibrium.• They extend the result to show that play converges to a correlated equilibrium for a broader class of algorithms and signal structures.• They show that algorithms can learn a reward-punishment mechanism to sustain tacit collusion.Link to paper: https://lnkd.in/eSjtfEG7 #reinforcementlearning #tacitcollusion
2022/09/13
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Mauro Cesa
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975450826416738305
Infopro Digital | Quant finance editor, Risk.net
https://www.linkedin.com/in/mauro-cesa/
Turnleaf Analytics predicted one month ago that the US headline #inflation as of end of August 2022 would be 8.38%. The very short term market consensus as this morning was 8.1%. The official released inflation number today is 8.3%. We thus beat the very short term consensus and the market consensus as of 1 month ago! Thanks to #alternativedata and #machinelearning!
2022/09/13
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975494973349609474
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
There are only 4 data science people on LI that I drop everything for to read their content.Why? They blow my mind and help me solve my problems.Follow them:1. Peter Cotton .PdfThe creator of Micropredictions. The Prometheus of forecasting. Reminds me how much I don't know. His hot takes are too clever for the plebs. I love it.His takedown of Facebook Prophet is legendary. Reminds me of the raptor in Jurassic Park. "Clever girl..."Oh yeah - he wrote a book you should buy on open prediction networks.2. Yann LeCunOne of the creators of the convolutional net and Chief AI Scientist at Meta. At least half his content blows my mind. One of the best at framing problems on the frontiers of machine learning.Reminds me that deep learning isn't just blind empiricism and expensive compute.The best researchers are philosophers first and ask the right questions.3. Cassie KozyrkovIn 8 months of posting, I've found that, the most judgmental and arrogant people in data science come from the statistics/math side. I've seen this on my own content and others - so much so that it discourages me from posting more technical things (should I post them anyway??).Cassie is a notable exception to this trend and a breath of fresh air. She makes data science and statistics feel approachable without shying away from complexity - including on the business/leadership side. Her content is the broadest on this list. She touches on all aspects of data science - statistics, experimentation, building a program, etc. She talks about both intro topics (e.g., samples vs. populations) and complex topics.And she does it without making you feel like an idiot.4. Vin VashishtaAh Vin...I've learned more from you than anyone else.He's the one person I wish I had around when I started in data science leadership 3+ years ago.He structures the unstructured. His frameworks push the boundaries of data science as a stra
2022/09/13
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Igor Halperin
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975142524092870656
Fidelity Investments | AI Asset Management
https://www.linkedin.com/in/igor-halperin-092175a/
The conference "Jean-Philippe Bouchaud: a rare event?"https://lnkd.in/dqxy7ek5is over. Now, time to build the Econophysics Los Alamos: we need to solve systematic issues in traditional economics; and this weekend we have met visionaries that are making it happen.Please join me in following their example.Happy birthday, professor jean-philippe bouchaud!
2022/09/12
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Harvey Stein
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974913095353655297
Bloomberg LP | Head, Quantitative Risk Analytics
https://www.linkedin.com/in/harveyjstein/
I’m happy to share that I’m starting as a Visiting Professor at Imperial College London!
2022/09/12
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975094083757228033
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
Celebrating 10 million downloads of Facebook Prophet! By the time this reaches your feed, PePy will be reporting that #facebook's #prophet package will have been downloaded an astonishing 10,000,000 times (https://lnkd.in/grs6cyiV). I don't remember the author's exact words when responding to my critique of the package, but it was along the lines of "this post rips prophet to shreds and I agree with all of it". It is also true that nobody has been able to build anything resembling a remotely convincing case for Prophet's efficacy. But you can't deny the success based on user adoption. This paradox requires an explanation, and if that means pushing back on my observations, that's fine by me. (I also think it was an original contribution, with many interesting generalizations). What explains the popularity? #timeseries #timeseriesanalysis #forecasting #opensource
2022/09/12
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Guillaume Coqueret
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974997934702501888
emlyon business school | Associate Professor of Finance and Data Science
https://www.linkedin.com/in/guillaumecoqueret/
Un collectif de quatre chercheurs montre, dans une tribune au « Monde », que les universitaires dont les travaux s’inscrivent dans plusieurs disciplines sont défavorisés par leurs pairs, car considérés comme une menace pour le statu quo des disciplines.
2022/09/12
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Ariel Silahian
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975135847868162048
Quant Developers | High Frequency Trading solutions | Founder & CTO / Lead Tech
https://www.linkedin.com/in/silahian/
High-frequency trading firms can easily get to 64% accuracy in predicting direction of the next trade, Princeton study finds.They focused on the period from Jan. 2019 to Dec. 2020, which includes the turmoil when the coronavirus pandemic first hit the western world. With what they said was minimal algorithmic tuning, they can get to 64% accuracy for predicting the direction of the next trade over the next five seconds.#hft #trading #risk #highperformancecomputing #highfrequency #lowlatency #finance #capitalmarkets
2022/09/12
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6975163809980174336
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
Peter Cotton .Pdf has noted the strange phenomenon, despite the untimely death of the worst forecasting package of the XXIst century Facebook prophet (aka false positive aka failed prophet) the lemmings are still in force downloading this forecasting zombie to .fit .predict(ing) [read curve fit] the noise and produce nonsensical purely performing forecasts. One can safely bet most of the Facebook prophet users are also using MAPE as their main metric. Meanwhile this is of course of little consolation to the Facebook prophet darling #Zillow whose share price will probably never recover from its pre-crisis collapse caused to a degree by highly paid Colorado based 'data scientists' who thought they could trade houses using Facebook prophet and similar forecasting models. What more evidence do we need that many data scientists working in forecasting do not seem to produce any business value if the literal weapon of business value destruction is still being downloaded and used like there is no tomorrow.#business #timeseries #forecasting #Zillow #datascientists
2022/09/12
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Matthew Dixon
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974897758788866048
CFX Labs Inc. | Co-Founder
https://www.linkedin.com/in/mfrdixon/
Can’t tell you how much I love this! Thanks so much Fahad Ali Naqvi.
2022/09/12
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Marcos Lopez de Prado
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974591912666120192
Abu Dhabi Investment Authority (ADIA) | Global Head - Quantitative Research & Development
https://www.linkedin.com/in/lopezdeprado/
From the Twitterverse: Recent results by DeepMind show that the OpenAI 2020 scaling results for massive LLMs were wrong. OpenAI argued that there was a sweet spot for parameter tuning for each data set. Turns out, the real story is, that whoever gets the largest high-quality text dataset -- wins.Why did OpenAI make this error? In the original 2020 paper, OpenAI used a fixed learning rate schedule on all models. DeepMind found that the LR schedule should scale with the dataset size.(OpenAI should have used weightwatcher)Read more about this here:https://lnkd.in/ghnHsQmc
2022/09/11
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Igor Halperin
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974347059076153344
Fidelity Investments | AI Asset Management
https://www.linkedin.com/in/igor-halperin-092175a/
Quantum machine learning may be exponentially less hungry for data than the classical machine learning.#quantumcomputing #machinelearning
2022/09/10
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Charles-Albert Lehalle
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974338103608012800
Abu Dhabi Investment Authority (ADIA) | Quantitative R&D Lead
https://www.linkedin.com/in/lehalle/
Ciné-Money ! Ou l'argent au cinéma.C’est un parti pris méthodologique que j’ai adopté dans mes cours et conférences : passer par le cinéma pour accéder directement au sens des choses et aider ainsi les étudiants ou le grand public à "voir" par l’image ce qui sera ensuite explicité par la réflexion. Cette méthodologie est à l’origine du cycle de projections sur "Cinéma et argent" au théâtre de la Reine Blanche : "Ciné-Money".https://lnkd.in/ezus3takLe cinéma peut nous dire quelque chose sur l’argent, et nous le dire autrement que les innombrables romans ou livres qui traitent déjà de ce thème, ou encore les savants travaux de la philosophie de l’argent, sans parler des discours sans fin des religions ou des morales laïques.Le cycle de projections « Ciné-Money » ne cherche pas à illustrer des théories économiques ou morales sur l’argent suivant un procédé qui ferait un usage scolaire et ennuyeux du cinéma dans le genre « Platon c’est ennuyeux mais avec le cinéma c’est mieux ». « Ciné-Money » propose au spectateur de se laisser toucher par les images des films pour s’y retrouver et se retourner sur soi. La projection est suivie d'un débat sur le film à partir des émotions qu’il a suscité, en faisant appel aux compétences morales de tous.La prochaine projection a lieu le dimanche 18 septembre à 18h30 (lien ci-dessous). #argent #money #film #ethique #durable Bouchaud Elisabeth jean-philippe bouchaud Bertrand Badré Fabienne Alamelou Michaille Nicolas Bordas Floriane Z. Julie Gaye-Espalioux Hubert Joly Hubert Rodarie Boudewijn de Bruin Taylor Spearshttps://lnkd.in/eX_xTFfD
2022/09/10
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Markus Leippold
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973666999298134017
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
https://www.linkedin.com/in/markus-leippold-578bb95/
When Max Weber was criticized by a colleague for publishing outside of his own discipline, he told him "I am not a donkey, and I don't have a field.” Today, free-ranging intellectuals are almost extinct. Transdisciplinary thinking has become a career risk. Scientists are supposed to stay in their field like donkeys. However, the big problems of the world are transdisciplinary. Donkeys won't solve them.
2022/09/09
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Markus Leippold
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974010375050555392
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
https://www.linkedin.com/in/markus-leippold-578bb95/
I just received the Runners-up for the Best Ph.D. Award at the GRASFI 2022 conference for my paper "Divestment, information asymmetries, and inflated ESG ratings". In this paper, Dennis Bams and I show that Refinitiv, MSCI, and FTSE ESG ratings are inversely related to sustainable performance because socially responsible investors face information asymmetries. Interested? See: https://lnkd.in/eJg_xYcM#GRASFI #GRASFI2022 #research #paper #workingpaper #sustainablefinance #finance #economics #sustaianbility #esg #esgratings #csr #conference #sustainable
2022/09/09
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Graham Giller
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974100417399943168
Chief Executive Officer |
https://www.linkedin.com/in/grahamgiller/
The beta binomial conjugacy is simply beautiful. By getting rid of the gamma normalization term of the beta we can extract a Binomial posterior analytically using a Beta prior for the Binomial parameter of the success probability. Beautiful for finishing the work week!!!
2022/09/09
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Matthew Dixon
Open
https://www.linkedin.com/feed/update/urn:li:activity:6974017987771068416
CFX Labs Inc. | Co-Founder
https://www.linkedin.com/in/mfrdixon/
I usually don't get teary eyed about losing a leader, but today is a day I've been dreading for a long time and here's why: Losing Queen Elizabeth II isn't just like losing the mother of the Commonwealth, it's the loss of human connection with a bygone era where nobility, restraint, integrity, and humility mattered more than wealth, power, and ego. My grandfather used to describe a time when people from all economic backgrounds had respect for each other and there was a genuine kinsmanship among each other - you could approach a stranger and have an honest conversation (provided it started with the weather), you could respect others' differing opinions provided they were composed and mild mannered. Granted it wasn't all roses, but you could have a conversation with your neighbors.To vilify the late Queen of England as a symbol of colonialism is to unfairly pin on her personally an era, prior to her reign, orthogonal to her beliefs and virtues, and to ignore how she led the country with a steady and gentle hand. How would you like it if you were judged only by what your ancestors did? The point is, that she, as a decent and selfless human being did what was right for her nation, brought stability in an ever fracturing world full of hot-headed and intolerant leaders pursuing their divisive and siloed agendas - she was none of these. She brought harmony. Whatever your misgivings about the history of Britain, the Royal Family - I think we can all agree that the world is a better place when it is run by sanguine and balanced people whose character is defined by their unwavering commitment to sound judgement and compassionate actions, and not how much buzz they create on social media. The harm caused by colonialism can never be undone, but this is a day about the world rising above its own personal grievances, mourning someone that served a remarkable reign and was a ro
2022/09/09
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Gautier Marti
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973985159092031489
Abu Dhabi Investment Authority (ADIA) | Quantitative Research & Development Lead
https://www.linkedin.com/in/gautier-marti-344b565a/
The thematic quarter at Institut Henri Poincaré (IHP, Paris) on Geometry and Statistics in Data Sciences, has now started! Its program extends throughout Fall, until December. For the most part, the events will be broadcast online.
2022/09/09
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973992485790306304
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
I'm vying for "most obscure tribute to reginal worldliness" to mark the passing of my head of state. Long live the King? The position could have been from a legal game, though it isn’t. White’s best choice is unambiguous. A hint follows. Comments contain spoilers. The right way to approach this problem is to consider the life of the White Queen in its entirety; not be bound by tradition; and not merely assume that on account of an accident that a woman has taken the place of a man. Thanks Joshua Henderson for recovering this. #chess #puzzle
2022/09/09
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Gautier Marti
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973619942369705984
Abu Dhabi Investment Authority (ADIA) | Quantitative Research & Development Lead
https://www.linkedin.com/in/gautier-marti-344b565a/
Slava Rychkov, a theoretical physicist and permanent professor at IHES, and his collaborators, Apratim Kaviraj, postdoctoral fellow at DESY, and Emilio Trevisani, postdoctoral fellow at Centre de Physique Théorique of Institut Polytechnique de Paris, have recently solved a 40-year-old problem posed by the Parisi-Sourlas conjecture.They are thus finally shedding light on the role played by disorder in some fundamental models in statistical physics, such as the Random Field Ising Model and the branched polymers model.https://lnkd.in/dGkmwBeM
2022/09/08
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Jochen Papenbrock
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973712660336902144
NVIDIA | Financial Services and Technology Developer Relationship Lead EMEA
https://www.linkedin.com/in/jochenpapenbrock/
Financial institutions are looking to democratize #AI and technology for sustainable finance and #ESG. Learn more from Jochen Papenbrock, Head of Financial Technology-EMEA, NVIDIA at the Big-Data.AI Summit on September 14.
2022/09/08
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Matthew Dixon
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973716049716264960
CFX Labs Inc. | Co-Founder
https://www.linkedin.com/in/mfrdixon/
BREAKING: Queen Elizabeth II, a beacon of stability after more than 70 years on the British throne, dies at 96, Buckingham Palace announces. https://cnn.it/3QuFWCY
2022/09/08
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Prof. Alexander Lipton
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973698441612865536
Sila | Co-Founder, Chief Information Officer
https://www.linkedin.com/in/prof-alexander-lipton-aa2256bb/
the queen’s family gathering at balmoral castle as her health declinesthe second longest reigning monarch in world history and a once in a lifetime leadersending warm wishes to all my uk friends today
2022/09/08
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Igor Halperin
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973733512327696386
Fidelity Investments | AI Asset Management
https://www.linkedin.com/in/igor-halperin-092175a/
My condolences to the Royal Family GB, my country and the world on the passing of a great monarch
2022/09/08
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Markus Leippold
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973623780501766144
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
https://www.linkedin.com/in/markus-leippold-578bb95/
Introducing our membersMarkus Leippold is Professor of Financial Engineering at University of Zurich - Department of Banking and Finance, Director of the Master of Advanced Studies UZH in Finance & Visiting Research at Google His research focuses on climate finance, asset pricing and AIMore info: https://lnkd.in/emmddfrV#ESG #Finance #AI #research #climate #banking
2022/09/08
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Álvaro Cartea
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973313129820639232
University of Oxford | Professor
https://www.linkedin.com/in/alvaro-cartea/
The OMI would like to thank everyone who participated in the London/Oxford/Warwick Mathematical Finance workshop which was held at the OMI and New College on the 5th and 6th of September. Thank you to all the fantastic speakers:Camilo Andres Garcia Trillos (UCL)Filippo De Angelis (Oxford)Nazem Khan (Warwick)Gechun Liang (Warwick)Patrick Chang (Oxford)Eghbal Rahimikia (Manchester)Yifan Jiang (Oxford)Aleš Černý (Bayes Business School)Puru Gupta (Warwick)Fayçal Drissi (Oxford / Paris I)Henry Chiu (Imperial)Saad Labyad (Oxford)Vicky Henderson (Warwick)Special thanks to the organisers who made the event possible:Álvaro CarteaGechun LiangJohn ArmstrongMartin HerdegenRoxana DumitrescuSamuel CohenMore photos to follow on our website.#quantitativefinance #mathfinance
2022/09/08
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Matthew Dixon
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973728174962601984
CFX Labs Inc. | Co-Founder
https://www.linkedin.com/in/mfrdixon/
We are extremely saddened by the death of Her Majesty The Queen. We offer our deepest condolences to the Royal Family.We have close and historic ties with The Queen, who has witnessed several of our important milestones.  We remember Britain's longest reigning monarch. http://ow.ly/G6jq50KEQpP
2022/09/08
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Peter Cotton, PhD
Open
https://www.linkedin.com/feed/update/urn:li:activity:6973729363540271104
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
https://www.linkedin.com/in/petercotton/
Do you ever organize your pandas data analysis steps into a Python class like this? It allows you to access each part of your analysis as an instance variable.I'm interested if this style appeals to you or if you have valid criticisms.
2022/09/08
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