Navigation auf


Winter School in Quantitative Finance

Winter School 2022

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:

Prof. Dr. Walter Farkas (UZH)

Risk Measurement: from Fundamentals to Recent Developments


Prof. Dr. Robert Frey (Stony Brook University)

Power Laws in Finance

Practical Approach to Quantitative Finance


Prof. Dr. Felix Kuebler (UZH)

Climate Uncertainty


Prof. Dr. Markus Leippold (UZH)

Natural Language Processing in Finance


Olivier P. Mueller (UZH)

Quantitative Aspects in the Investment Process

Instrument Selection under the Quantitative Lens


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

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

Prof. Dr. Josef Teichmann (ETH)

Machine Learning in Finance

Prof. Dr. Stan Uryasev (Stony Brook University)

Management of Drawdown in Active Investments

Risk Quadrangle Theory and Applications

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


Weiterführende Informationen


Finance Executive Education
University of Zurich
Plattenstrasse 14
8032 Zurich