20 April 2023 | Seminar Futures of quantitative finance
Jean-François Chassagneux, Laboratoire de Probabilités, Statistique et Modélisation, Université Paris Cité. A dual approach to partial hedging We introduce a class of `weak hedging problem’ which contains as special examples the quantile hedging problem (Föllmer...
30 March 2023 | Seminar Futures of quantitative finance
Damien Challet, Laboratoire de Mathématiques et Informatique pour la Complexité et les Systèmes Fast information transfer detection between asynchronous time series Transfer Entropy (TE) from timeseries B to A measures how much information time series B adds to the...
