Frontiers in Quantitative Finance Seminar

Frontiers in Quantitative Finance is a monthly seminar series which brings novel research on quantitative modelling in finance and risk management to a broad audience of academic researchers, industry professionals and regulators.  

The seminar provides a forum for academics and practitioners to discuss and debate new ideas in the modelling, management and regulation of financial risks and an opportunity for networking. Students, academics and professionals from the finance and government sector are welcome to attend the seminar and the reception. Attendance is free of charge but requires prior online registration.

Frontiers in Quantitative Finance is brought to you by the Oxford Mathematical and Computational Finance Group and sponsored by CitiGroup, Mosaic SmartData, and Qube RT.

Visit our TicketSource page to register for our upcoming events.

Past events

12 December: Dr Roel Oomen 
Hedging of fixing exposures in currency markets

21 November: Carlos Veiga & David Shelton
Exit strategies for market-makers

24 October 2024:  Dr Nikolai Nowaczyk 
Backtesting with correlated data

12 September 2024: Dr Olivier Daviaud 
Profit and loss attribution for options: a new framework

6 June 2024: Prof. Steve Heston 
Model-free Hedging of Option Variance and Skewness

16 May 2024: Julien Turc
Turning tail risks into tail winds: using information geometry for portfolio optimisation

11 April 2024: Prof Grigory Vilkov
0DTEs: Trading, Gamma Risk and Volatility Propagation

 22 February 2024: Prof Samuel N Cohen
Statistical Predictions of Trading Strategies in Electronic Markets

11 January 2024: Prof Emmanuel Gobet
Mathematical modeling and analysis of Uniswap v3

7 December 2023: Dr Ioana Boier
Large Language Models for Quantitative Finance

9 November 2023: Dr Xavier Brokmann
Tackling Nonlinear Price Impact with Linear Strategies

5 October 2023: Dr Jesper Andraesen
Decoding the Auto Encoder

6 July 2023:  Stefan Zohren (Oxford Man Institute)
The Momentum Transformer: An Intelligent and Interpretable Deep Learning Trading Strategy

1 June 2023: Kevin Webster (Columbia University)
Disentangling alpha from impact using causal machine learning

For recordings of past seminars, visit our YouTube channel.