Seminars

OMI hosts a varied seminar programme during term-time. Please see details below of seminars open to members of the University.

Forthcoming Seminars

Extracting Latent States from High Frequency Option Prices
Thursday, May 9, 2019 - 16:00

Geneviève Gauthier (HEC Montréal)

Oxford-Man Institute Quantitative Finance Seminar Series
Oxford-Man institute welcomes Geneviève Gauthier - HEC Montréal to give a talk as part of the OMI Quantitative Finance seminar series. Abstract We propose the realized option variance as a new observable variable to integrate high frequency opti...

Past Seminars

Reinforcement Learning for Algorithmic Trading: Double Deep-Q Learning and Reinforced Deep Kalman Filters
Wednesday, March 6, 2019 - 16:00

Sebastian Jaimungal (University of Toronto)

Oxford-Man Institute Quantitative Finance Seminar Series
Oxford-Man institute welcomes Prof. Sebastian Jaimungal - University of Toronto to give a talk as part of the OMI Quantitative Finance seminar series.   Abstract Much research into optimal execution uses stringent model assumptions and applies conti...
Best Short
Wednesday, February 6, 2019 - 13:30

Robert Kosowski (Imperial College, London) 

Oxford-Man Institute Quantitative Finance Seminar Series
Oxford-Man institute welcomes Prof. Robert Kosowski - Imperial College, London & OMI Associate to give a talk as part of the new Quantitative Finance seminar series. Abstract We use publicly disclosed short positions for EU stock markets from...
Universal feature of intraday price formation: perspectives from Deep Learning
Thursday, November 1, 2018 - 16:00
Oxford-Man Institute Quantitative Finance Seminar Series
Oxford Man iInstitute welcomes Prof. Rama Cont to give the first talk as part of the new Quantitative Finance seminar series. Abstract: Using a Deep Supervised Learning approach applied to a high-frequency database containing billions of electronic...