Seminars

There are a number of different seminar series both hosted and sponsored by the Oxford-Man Institute.Oxford-Man Institute Seminars: Each week during term time the Institute will normally run an Institute seminar. About half of the seminars will focus on Institute themes such as alternative investments and financial econometrics. A further quarter of the seminars will be joint with the Said Business School on topics in financial economics. Another quarter will be joint with the Nomura Centre of Mathematical Finance on topics in mathematical finance. Stochastic Analysis Seminars: A series of seminars on topics surrounding Stochastic Analysis, organised and hosted by Professor Terry Lyons at the Oxford-Man Institute.

Forthcoming Seminars

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Turbulence, monetization and universality in financial markets
Tuesday, October 22, 2013 - 12:30

Mike Lipkin

OMI Seminar Series
with Nomura
Financial systems exhibit turbulence analogous to that seen in physical and biological systems. The presence of turbulence is an inherently out-of-equilibrium event which is monetizable, and the dissipation of this turbulence appears to exhibit sharp...
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Past Seminars

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Learning from the past, predicting the statistics for the future, learning an evolving system using Rough Paths Theory
Monday, June 10, 2013 - 15:45

Ni Hao (University of Oxford)

Stochastic Analysis Seminar Series
In this talk, we consider the setting: a random realization of an evolving dynamical system, and explain how, using notions common in the theory of rough paths, such as the signature, and shuffle product, one can provide a new united approach to the ...
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Simulation of BSDE’s and Wiener chaos expansions
Monday, June 10, 2013 - 14:15

Philippe Briand (Université de Savoie, France)

Stochastic Analysis Seminar Series
In this talk, we consider the setting: a random realization of an evolving dynamical system, and explain how, using notions common in the theory of rough paths, such as the signature, and shuffle product, one can provide a new united approach to the ...
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X-CAPM: An Extrapolative Capital Asset Model
Tuesday, June 4, 2013 - 12:30

Nick Barberis (Yale)

OMI Seminar Series
with SBS
Survey evidence suggests that many investors form beliefs about future stock market returns by extrapolating past returns: they expect the stock market to perform well (poorly) in the near future if it performed well (poorly) in the recent past. Such...
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