1:13:26

Agostino Capponi (Columbia): "Do Private Transaction Pools Mitigate Frontrunning Risk?"

48:07

Zihao Zhang (Oxford-Man Institute) - "Deep Learning for Market by Order Data"

1:06:11

Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization

50:06

Yuyu Fan (AllianceBernstein): "Leveraging Natural Language Processing for Stock Selection"

1:06:18

Achintya Gopal (Bloomberg): "Using Graph Neural Networks to Discover Supply Chain Edges"

1:07:13

Joseph Simonian: "The Complementary Roles of Data Science and Econometrics in Model Validation"

1:00:41

Artificial Intelligence for Portfolio Management | By Dr Thomas Starke

57:32

Financial Machine Learning - A Practitioner’s Perspective by Dr. Ernest Chan