> ## Content Index > Fetch the complete content index at: https://fsc.stevens.edu/llms.txt > Use this file to discover other available public pages before exploring further. # Financial Engineering Seminar Series - URL: https://fsc.stevens.edu/financial-engineering-seminar-series/ - Published: 2023-03-02T17:06:53.000Z - Updated: 2026-05-16T22:35:30.000Z - Author: Marvin Patel - Tags: #Import 2024-05-30 10:26, #Import 2025-11-08 22:14 ## **Fall 2024** | Date | Speaker | Title | | ---------- | ------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | 09/18/2024 | Marcel Nutz (Columbia) | [Unwinding Stochastic Order Flow](https://www.stevens.edu/events/financial-engineering-seminar-unwinding-stochastic-order-flow-when-to?ref=fsc.stevens.edu) | | 09/26/2024 | Samir Abrol (Santander Bank) | [ Quantitative Jobs in Model Risk](https://www.stevens.edu/events/quantitative-opportunities-within-the-model-risk-group?ref=fsc.stevens.edu) | | 10/10/2024 | Jaehyuk Choi | [ Efficient Simulation of the SABR Model ](https://www.stevens.edu/events/financial-engineering-seminar-efficient-simulation-of-the-sabr-model?ref=fsc.stevens.edu) | | 10/17/2024 | Steven Poser (NYSE) | [ SEC Regulatory Changes to Equity Markets ](https://www.stevens.edu/events/financial-engineering-seminar-sec-regulatory-changes-to-the-equity-market?ref=fsc.stevens.edu) | | 10/29/2024 | Faycal Drissi (Oxford University) | [ Price Formation in Memory Pools 10/30/2024 Gang Jiang (Merill Lynch) Mutual Fund Selection - A Factor Based Approach 11/06/2024 Ye Fang (Wells Fargo) Overview of CVA Modeling and Current Challenges 11/14/2024 Pawel Sakowski and Robert Slepaczuk Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems **Spring 2024** Date Speaker Title 01/25/2024 Qi Feng (FSU) ](https://www.stevens.edu/events/financial-engineering-seminar-price-formation-in-memory-pools?ref=fsc.stevens.edu)[Signature and Deep Learning Methods for Path-Dependent Problems in Finance](https://fsc.stevens.edu/content/images/2024/02/Spring-2024-Seminar-1.jpg) | | 02/01/2024 | Lingjiong Zhu (FSU) | [ Score-based generative models](https://fsc.stevens.edu/content/images/2024/02/Spring-2024-Seminar-2.jpeg) | | 02/08/2024 | Stan Uryasev (Stony Brook) | [ Risk quadrangle and applications in statistics, data mining and portfolio optimization ](https://fsc.stevens.edu/content/images/2024/02/Spring-2024-Seminar-3.jpeg) | | 02/22/2024 | John Miller (JHU) | [ What is the role of derivative structurers? ](https://fsc.stevens.edu/content/images/2024/02/Spring-2024-seminar-4.jpeg) | | 02/29/2024 | Arun Polala (Wells Fargo) | [ Parametric differential learning for pricing derivatives 03/07/2024 Phil (Felipe) Toews and Greg Brunck ](https://fsc.stevens.edu/content/images/2024/02/Spring-2024-Seminar-5.jpeg)[ Using Time Series to Improve Retirement Forecasting 03/21/2024 Robin Castelli ](https://fsc.stevens.edu/content/images/2024/04/1709663080904.jpeg)[ How climate risk impacts the financial system 04/11/2024 Dini Ajmani ](https://fsc.stevens.edu/content/images/2024/04/1710942188838.jpeg)[ Recent Events in Banking sector 05/02/2024 Natalia Levina ](https://fsc.stevens.edu/content/images/2024/04/1712692445147-1.jpeg)[ In Pursuit of Data: Algorithmic Aspirations and Unplanned Consequences of Feeding AI Technologies **Fall 2023** Date Speaker Title 10/12/2023 Grzegorz Halaj (European Central Bank) ](https://fsc.stevens.edu/content/images/2024/04/Seminar--Natalia-Levina%5F5%5F2%5F24%5F4%5Fpage-0001.jpg)[Stress testing tools – where we stand and where to go?](https://www.stevens.edu/events/department-seminar-series-grzegorz-halaj-on-stress-testing-tools-where-we?ref=fsc.stevens.edu) | | 10/26/2023 | Jan Vecer (Charles University, CZEC) | [ Bayesian asset allocation techniques](https://fsc.stevens.edu/content/images/2024/02/Oct26%5FJan-Vecer%5Fpage-0001.jpg) | | 11/01/2023 | Nathan Lassance (UC Louvain, Belgium) | [ The distribution of out-of-sample returns of estimated optimal portfolios ](https://fsc.stevens.edu/content/images/2024/02/The-distribution-of-out-of-sample-returns-of-estimated-optimal-portfolios.jpg) | | 11/16/2023 | Rosario Mantegna (U. Palermo, Italy) | [ Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry ](https://fsc.stevens.edu/content/images/2024/02/Rosario-Mantegna%5FFE-Seminar%5FNov16%5Fpage-0001-1.jpg) | | 11/29/2023 | Tai-Ho Wang (Baruch College) | Relative entropy-regularized robust optimal order execution | | 12/07/2023 | Robert Stewart (JPMC) | [ Model risk ](https://fsc.stevens.edu/content/images/2024/02/Screen-Shot-2023-12-06-at-3.55.36-PM.png) | ## **Spring 2023** | Date | Speaker | Title | | --------- | ------------------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | 1/26/2023 | Petter Kolm (NYU Courant) | Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book | | 2/2/2023 | Sam Cohen (University of Oxford) | Neural-SDEs and Market Models of Options | | 2/9/2023 | David Shimko (NYU) | [Valuation for Financial Engineers](https://www.stevens.edu/events/valuation-for-financial-engineers?ref=fsc.stevens.edu) | | 2/16/2023 | Samir Abrol and Siddharth Dagar (Santander US) | [ Quantitative Opportunities within the Model Risk Group](https://www.stevens.edu/events/quantitative-opportunities-within-the-model-risk-group?ref=fsc.stevens.edu) | | 3/2/2023 | Kevin Lu (UWashington) | [Parameter estimation and pairs trading for some Levy-driven Ornstein-Uhlenbeck processes](https://www.stevens.edu/events/parameter-estimation-and-pairs-trading-for-some-levy-driven-ornstein?ref=fsc.stevens.edu) | | 3/23/2023 | Henry Schellhorn (Claremont Graduate University) | [How Financial Engineering can help cure COVID](https://www.stevens.edu/events/how-financial-engineering-can-help-cure-covid?ref=fsc.stevens.edu) | | 4/13/2023 | Cagin Ararat (Bilkent/USC) | [Dynamic Mean-Variance Problem: Recovering Time-Consistency](https://www.stevens.edu/events/dynamic-mean-variance-problem-recovering-time-consistency?ref=fsc.stevens.edu) | | 4/20/2023 | Lingjiong Zhu (FSU) | [ The Heavy-Tail Phenomenon in SGD](https://www.stevens.edu/events/the-heavy-tail-phenomenon-in-sgd?ref=fsc.stevens.edu) | | 5/4/2023 | Ioannis Kyriakou (City University London, UK) | [Quantifying model estimation risk: A simple analytical approach](https://www.stevens.edu/events/quantifying-model-estimation-risk-a-simple-analytical-approach?ref=fsc.stevens.edu) | ## **Fall 2022** | Date | Speaker | Title | | ---------- | --------------------------- | -------------------------------------------------------------------- | | 9/29/2022 | Orcan Ogetbil (Wells Fargo) | Calibrating FX local volatility wih standard Monte Carlo simulations | | 11/17/2022 | Frederic Vrins (UCLouvain) | Optimal and robust combination of forecasts | | 12/08/2022 | Carlo Acerbi (UCLouvain) | Backtesting risk measures | ## **Spring 2022** | Date | Speaker | Title | | ---------- | ----------------------- | ---------------------------------------------------------------------------------- | | 02/17/2022 | Ruimeng Hu | Convergence of Empirical Measures, Mean-Field Games and Signatures | | 02/24/2022 | Lingjiong Zhu | Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization | | 04/07/2022 | Nathan Lassance | On the risk of out-of-sample portfolio performance | | 04/21/2022 | Andreas Sojmark | Structual modelling for CDS indices: common exposures and feedback from defaults | | 04/28/2022 | Rosario Nunzio Mantegna | High frequency markets and networked markets | ## **Summer 2021** | Date | Speaker | Title | | ---------- | ------------------ | ------------------------------------------------------------- | | 05/27/2021 | Gasan Abdulaev | Quantitative methods in private banking and wealth management | | 06/03/2021 | George Papaioannou | Global head of scientific implementation, BofA | | 07/15/2021 | Gabriel Stein | El Salvador and Bitcoin - A silly decision | | 08/12/2021 | Alan Lewis | The Equity Risk Premium: Unified Modeling + Python Automation | ## **Spring 2021** | Date | Speaker | Title | | --------- | -------------------------------- | -------------------------------------------------------------- | | 2/11/2022 | Harvey Stein (Bloomberg) | Speeding up VaR with VDR | | 2/25/2022 | Bernhard + Narayan (Wells Fargo) | TBA | | 3/11/2022 | Maxim Bichuch (JHU) | Deep PDE Solutions of BSDEs | | 3/25/2022 | Tai-Ho Wang (Baruch College) | Optimal Execution with Transaction Costs | | 4/8/2022 | Rene Carmona (Princeton) | TBA | | 4/15/2022 | Agus Sudjianto (Wells-Fargo) | Managing Machine Learning Risk: Interpretability and Robustnes | ## **Fall 2021** | Date | Speaker | Title | | ---------- | ----------------- | --------------------------------------------------------------------------- | | 9/30/2022 | Hao Xing | Robustness and Dynamic Sentiment | | 10/07/2022 | Agostino Capponi | The Adoption of Blockchain-based Decentralized Exchanges | | 10/21/2022 | Jose Barrionuevo | Global Monetary and Sustainability Challenges | | 10/28/2022 | Wei Xu | Risk Based Capital for Variable Annuity under Stochastic Interest Rate | | 11/18/2022 | Yildiray Yildirim | Deep Learning for disentangling Liquidity-constrained and Strategic Default | | 12/02/2022 | Steven Kou | A Theory of FinTech |