Presentations on Financial Mathematics
Updated 18 Sep 2015
Here are some of our recent presentations in the area of financial mathematics (most recent listed last):
- Marcos Lopez de Prado and David H. Bailey, "How to spot backtest overfitting," Battle of the Quants, New York City, 25 Mar 2014. PDF
- David H. Bailey and Jonathan M. Borwein, "Big data computing: Science or pseudoscience?," Australian Mathematical Sciences Institute National Seminar Series, University of Newcastle, Australia (11 Jul 2014).
- David H. Bailey and Jonathan M. Borwein, "Scientific integrity in mathematical finance," Workshop on Optimization, Nonlinear Analysis, Randomness and Risk, University of Newcastle, Australia (12 Jul 2014).
- Marcos Lopez de Pardo, "Backtesting," International Association for Quantitative Finance, New York City (Oct 2014).
- David H. Bailey, "Backtesting in the world of quantitative finance: Limitations, opportunities and scrutiny needed," Quant Invest 2015, London, UK (29-30 Sep 2015).