National Meeting of Women in Financial Mathematics

April 27 - 28, 2017


All times in this Schedule are Pacific Time (PT)

Thursday, April 27, 2017

9:35 - 10:00
Tanya Beder (SBCC Group)

The Here-to-Stay Roles of Big Data and Machine Learning
PDF Presentation

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
PDF Presentation

11:00 - 11:25
11:30 - 11:55
Alexandra Chronopoulou (University of Illinois at Urbana-Champaign)

Recent Advances in Factional Stochastic Volatility Models
PDF Presentation

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.
PDF Presentation

2:00 - 2:25
Kim Weston (University of Texas at Austin)

Equilibrium with Transaction Costs
PDF Presentation

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
PDF Presentation

3:40 - 4:05
Yuchong Zhang (Columbia University)

Optimal Reward and Mean Field Game of Racing
PDF Presentation