Convex Optimization for Finance
11.6 هزار بار بازدید -
6 سال پیش
-
Convex Optimization for FinanceThis webinar
Convex Optimization for Finance
This webinar will provide an introduction to the theory and practice of convex optimization for financial applications. We will discuss the geometric intuition for convex objectives and constraints, demonstrate applications of convex optimization for portfolio construction, and discuss techniques for evaluating portfolio construction techniques from generative pricing models.
About the Speaker: Scott Sanderson, Senior Software Engineer, Quantopian
Scott Sanderson is a senior software engineer at Quantopian, where he is responsible for the design and implementation of Quantopian’s backtesting and research APIs. Outside of work, Scott is a contributor to several open source projects in the Python data science ecosystem, and he is a regular conference speaker on topics in numerical programming.
To learn more about Quantopian, visit http://www.quantopian.com.
Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.
In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
This webinar will provide an introduction to the theory and practice of convex optimization for financial applications. We will discuss the geometric intuition for convex objectives and constraints, demonstrate applications of convex optimization for portfolio construction, and discuss techniques for evaluating portfolio construction techniques from generative pricing models.
About the Speaker: Scott Sanderson, Senior Software Engineer, Quantopian
Scott Sanderson is a senior software engineer at Quantopian, where he is responsible for the design and implementation of Quantopian’s backtesting and research APIs. Outside of work, Scott is a contributor to several open source projects in the Python data science ecosystem, and he is a regular conference speaker on topics in numerical programming.
To learn more about Quantopian, visit http://www.quantopian.com.
Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.
In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
6 سال پیش
در تاریخ 1397/04/12 منتشر شده
است.
11,658
بـار بازدید شده