Videos available from the IPAM National Meeting of Women in Financial Math

You can find the Videos and PDFs on the IPAM website.

Thursday, April 27, 2017
9:35 – 10:00	Tanya Beder (SBCC Group) The Here-to-Stay Roles of Big Data and Machine Learning
10:05 – 10:55	Karyn Williams (Two Sigma Investments) Panel Discussion on Predictions for FinTech & Asset Management with Darcy Pauken and Anjun Zhou
11:05 – 11:55	Monique Miller (Wilshire Funds Management) Panel Discussion on Predictions for Portfolios and the Role of Robo Advisors with Cleo Chang, Tina Singh, and Jia Ye
2:00 – 2:50	Rosemary Macedo (QS Investors) Panel Discussion on The Outlook for Quantitative Investing with Cristina Polizu, Gita Rao, and Elizabeth Smith
3:00 – 3:50	Tanya Beder (SBCC Group) Panel Discussion on New Directions in Financial Mathematics –Risk/Algorithmic Trading/ETFs and Beyond with Natalia Bandera, Lisa Borland, and Dinah Chowayou
Friday, April 28, 2017
9:30 – 10:30	Xin Guo (University of California, Berkeley (UC Berkeley)) General Research Directions in Financial Mathematics
11:00 – 11:25	Andreea Minca (Cornell University) Systemic Risk and Central Clearing Counterparty Design
11:30 – 11:55	Alexandra Chronopoulou (University of Illinois at Urbana-Champaign) Recent Advances in Factional Stochastic Volatility Models
12:00 – 12:50	Linda Kreitzman (University of California, Berkeley (UC Berkeley)) The Impact of Fintech and Data Science on Financial Institutions: The Need for New Skill sets.
2:00 – 2:25	Kim Weston (University of Texas at Austin) Equilibrium with Transaction Costs
2:30 – 2:55	Rohini Kumar (Wayne State University) Portfolio optimization in a short time horizon
3:10 – 3:35	Deniz Sezer (University of Calgary) Illiquidity, Credit risk and Merton’s model
3:40 – 4:05	Yuchong Zhang (Columbia University) Optimal Reward and Mean Field Game of Racing