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):

  1. Marcos Lopez de Prado and David H. Bailey, "How to spot backtest overfitting," Battle of the Quants, New York City, 25 Mar 2014. PDF
  2. 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). PDF
  3. 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). PDF
  4. Marcos Lopez de Pardo, "Backtesting," International Association for Quantitative Finance, New York City (Oct 2014). PDF
  5. David H. Bailey, "Backtesting in the world of quantitative finance: Limitations, opportunities and scrutiny needed," Quant Invest 2015, London, UK (29-30 Sep 2015). PDF