The UPC-UAB Study Group in Computational Finance

This is the web site for making public  the Seminars from the UPC-UAB Study Group in Computational Finance . This group is to meet (ir)regularly  subject to participants willingness to present their research. In the drop-down menu you can navigate to  the slides of the talks given by the participants.

So far we had the following talks:

Jan. 20, 2016, 16:00, at UPC (Universitat Politécnica de Catalunya), Computer Science, room S205. Speakers and titles:
Guillermo Navas: "Portfolio credit risk: models and numerical methods"
Argimiro Arratia: "Introduction to Conic Finance".

Feb. 4, 2016, 16:00,  at UAB (Universitat Autònoma de Barcelona) Dept. Matemàtiques, room C3b/158. Speakers and titles:
Alex Serés: “Causality via Transfer Entropy”
Gero Junike: "Introduction to Limit Order Books”

March 31, 2016, 16:00, at UPC (Universitat Politécnica de Catalunya), Computer Science, room S205. Speakers and titles:
Sergi Ferrer: "Optimisation of Conic Portfolios"