Financial Mathematics Quant Symposium 2020
Twenty-second Annual Financial Mathematics Quant Symposium
Saturday, November 21, 2020
Online via Zoom
Program
Welcome and Announcements
9:30am
Talks
9:40am-10:10am
Cristian Homescu, Director, Chief Investment Office, Bank of America
Title: Machine Learning for Quantitative Investment and Wealth Management: Opportunities and Challenges
10:15am-10:45am
Nick Costanzino. Quantitative Portfolio Strategist, Barclays
Title: Is Machine Learning Useful for Developing Investment Strategies?
10:50am-11:20am
Stephen Pennington. Founder, Stephen Pennington Analytics & Advisory
Title: What's in a Bond Price? Self-consistent Pricing of Structured Securities
Job Panel
11:30am-12:10pm
Acknowledgement: