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The Winter School in Quantitative Finance was held for the first time in spring 2022. The topic as well as the audience were diverse. We would like to thank the instructors and the participants for their involvement!
The list of the lecturers in 2022 as well as their covered topics are listed below:
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Prof. Dr. Walter Farkas (UZH) Risk Measurement: from Fundamentals to Recent Developments |
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Prof. Dr. Robert Frey (Stony Brook University) Power Laws in Finance Practical Approach to Quantitative Finance |
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Prof. Dr. Felix Kuebler (UZH) Climate Uncertainty |
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Prof. Dr. Markus Leippold (UZH) Natural Language Processing in Finance |
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Olivier P. Mueller (UZH) Quantitative Aspects in the Investment Process Instrument Selection under the Quantitative Lens |
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Prof. Dr. Andrew Mullhaupt (Stony Brook University) Reinforcement Learning, with Algorithms for Financially Useful Environments A Simple Modern Approach to Inference with Surprising Consequences for Common Situations in Prediction and Finance |
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Prof. Dr. Pawel Polak (Stony Brook University) Unified Framework for Fast Large-Scale Portfolio Optimization Machine Learning for Sector Rotation and Stocks Momentum without Crashes |
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Prof. Dr. Josef Teichmann (ETH) Machine Learning in Finance |
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Prof. Dr. Stan Uryasev (Stony Brook University) Management of Drawdown in Active Investments Risk Quadrangle Theory and Applications |
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Prof. Dr. Haipeng Xing (Stony Brook University) Mean-Variance Portfolio Optimization when Means and Covariances of Asset Returns are Unknown Statistical Surveillance of Structural Breaks in Credit Rating Dynamics |
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