Event Date:
Monday, November 13, 2023 - 3:30pm to 4:30pm
Event Location:
- Sobel seminar room (South Hall 5607F)
Short 10-min presentations by CFMAR PhD students on their current research projects;
1. Youhong Lee: Optimizing the Ledoit-Wolf Estimator through High-Dimensional Regularization
2. Juan Diego Mejía Becerra: Deep Learning Optimal Trading
3. Samuel Babichenko: Game Theory with Filtering
4. Emre Duzoylum: Volatility Forecasting
5. Haosheng Zhou: Stochastic Differential Games on Graphs
October 6, 2023 - 3:08pm