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an event hosted by: twitter linkedin facebook newsletters infopro digital eventive platform july, 2019 new york homepage 2018 sponsor presentations machine learning forum presentations day 1 presentations day 2 presentations volatility modelling masterclass contact us remind me homepage sponsor presentations ml forum day 1 day 2 volatility modelling masterclass contact remind me the 16th annual returns to new york on july 9-12 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas. remind me about the 2019 event showcasing the latest quantitative research in risk management, portfolio construction and trading "embracing innovation in quantitative risk management, modelling, investing and trading" "showcasing the latest quantitative research in risk management, portfolio construction and trading" over 100 leading minds in quantitative finance gather from across north america 4 day event - including pre & post-workshops 17 networking sessions 45 industry expert speakers 68 international and local institutions attending from across north america and surrounding regions very intimate, well coordinated conference with extremely detailed information that was presented in a very clear an concise manner. looking forward to participating in future events. kam khaledi, aston capital management i was very satisfied with the quality of the speakers and would definitely like to attend further conferences. i think the post conference workshop on machine learning gave a very good overview on the techniques available. thank you! beatriz peraza, canada mortgage and housing corporation (cmhc) advisory board members luca capriotti global head quantitative strategies credit and financing and visiting professor university college london credit suisse linkedin luca capriotti is a managing director at credit suisse, based in london, where he works in quantitative strategies and he is responsible for credit products in europe, and globally for corporate bank and treasury. previous to this role, he was us head of quantitative strategies global credit products, he has worked in credit and commodities exotics in new york and london and in the cross-asset modeling r&d group of gmag in the london office. luca is also visiting professor at the department of mathematics at university college london. his current research interests are in the fields of machine learning, algorithmic trading, credit models and computational finance, with a focus on applications of adjoint algorithmic differentiation (aad) for which he holds a us patent. luca gives regularly gives seminars and courses worldwide. he has served as supervisor and external examiner for master and phd programs and as referee for several scientific publications . prior to working in finance, luca was a researcher at the kavli institute for theoretical physics, santa barbara, california, working in the field of high temperature superconductivity and quantum monte carlo methods for condensed matter systems. luca holds a m.s. cum laude in general physics from university of florence (1996), and an m.phil. and ph.d. cum laude in condensed matter theory, from the international school for advanced studies, trieste (2000). peter carr chair of the finance and risk engineering department nyu tandon school of engineering linkedin peter carr, chair of the finance and risk engineering department, nyu tandon school of engineering professor peter carr is the chair of the finance and risk engineering department at nyu's tandon school he has headed various quant groups in the nancial industry for the last twenty years. he also presently serves as a trustee for the national museum of mathematics and worldquant university. prior to joining the nancial industry, dr. carr was a finance professor for 8 years at cornell university, after obtaining his phd from ucla in 1989. he has over 85 publications in academic and industry- oriented journals and serves as an associate editor for 8 journals related to mathematical nance. he was selected as quant of the year by risk magazine in 2003 and financial engineer of the year by iaqf/sungard in 2010. from 2011 to 2014, dr. carr was included in institutional investor's tech 50, an annual listing of the 50 most inuential people in financial technology. mauro cesa quantitative finance editor risk.net linkedin mauro cesa, quantitative finance editor, risk.net mauro cesa is quantitative finance editor for risk.net, based in london. he leads the team responsible for the publication of quantitative research across all brands of the division. the section of risk.net he manages, cutting edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities. mauro holds a degree in economics from the university of trieste and a masters in quant finance from the university of brescia. jim gatheral presidential professor of mathematics, baruch college cuny linkedin jim gatheral is presidential professor of mathematics at baruch college, cuny teaching mostly courses in the masters of financial engineering (mfe) program. prior to joining the faculty of baruch college, jim was involved in all of the major derivative product areas as bookrunner, risk manager, and quantitative analyst in london, tokyo and new york, in a career in the financial industry that spanned over 27 years. jim has served as a managing editor of the international journal of theoretical and applied finance and as associate editor of the siam journal on financial mathematics; he currently serves as joint editor-in-chief of quantitative finance with michael dempster. his current research focus is on volatility modeling and modeling equity market microstructure for algorithmic trading. jim is also a frequent speaker at both practitioner and academic conferences around the world. his best-selling book, the volatility surface: a practitioner's guide (wiley 2006) is one of the standard references on the subject of volatility modeling. he received his ph.d. in theoretical physics from cambridge university. igor halperin research professor of financial machine learning nyu tandon school of engineering linkedin igor halperin is currently an adjunct professor of financial machine learning at the nyu tandon school of engineering. prior to that, he was an executive director of quantitative research at jpmorgan chase where we focused on the research and development of predictive and statistical models and machine learning methods for modeling risk of financial portfolios. he has authored a number of publications on quantitative finance, and is a frequent speaker at financial conferences. dr. halperin has a ph.d. in theoretical physics from tel aviv university, and m.sc. in nuclear physics from st. petersburg state technical marcos lopez de prado chief executive officer true positive technologies linkedin dr. marcos lópez de prado is the chief executive officer of true positive technologies. he founded guggenheim partners’ quantitative investment strategies (qis) business, where he applied cutting-edge machine learning (ml) to the development of high-capacity strategies that delivered superior risk-adjusted returns. after managing up to $13 billion in assets, marcos acquired qis and successfully spun-out that business from guggenheim in 2018. since 2010, marcos has been a research fellow at lawrence berkeley national laboratory (u.s. department of energy, office of science). one of the top-10 most read authors in finance (ssrn's rankings), he has published dozens of scientific articles on ml and supercomputing in the leading academic journals, and he holds multiple international patent applications on algorithmic trading. marcos earned a phd in financial economics (2003), a second phd in mathematical finance (2011) from universidad complutense de madrid, and is a recipient of spain's national award for academic excellence (1999). he completed his post-doctoral research at

URL analysis for quantcongressusa.com

http://events.risk.net/quantsummitusa/quantsummitusa/remind-me
http://events.risk.net/quantsummitusa/quantsummitusa
http://events.risk.net/quantsummitusa/#scrolldown
http://events.risk.net/quantsummitusa/quantsummitusa/volatility-modelling-masterclass-presentations
http://events.risk.net/quantsummitusa/quantsummitusa/day-2-presentations
http://events.risk.net/quantsummitusa/quantsummitusa/sponsor
http://events.risk.net/quantsummitusa/quantsummitusa/day-1-presentations
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http://events.risk.net/quantsummitusa/quantsummitusa/machine-learning-forum-presentations

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Domain Name: QUANTCONGRESSUSA.COM
Registry Domain ID: 831958224_DOMAIN_COM-VRSN
Registrar WHOIS Server: whois.ascio.com
Registrar URL: http://www.ascio.com
Updated Date: 2017-01-26T19:29:43Z
Creation Date: 2007-02-22T11:22:24Z
Registry Expiry Date: 2018-02-22T11:22:24Z
Registrar: Ascio Technologies, Inc. Danmark - Filial af Ascio technologies, Inc. USA
Registrar IANA ID: 106
Registrar Abuse Contact Email: [email protected]
Registrar Abuse Contact Phone: +442070159370
Domain Status: ok https://icann.org/epp#ok
Name Server: NS1.NETNAMES.NET
Name Server: NS2.NETNAMES.NET
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DNSSEC: unsigned
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  REGISTRAR Ascio Technologies, Inc. Danmark - Filial af Ascio technologies, Inc. USA

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