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DTSTART;TZID=Europe/Paris:20231114T140000
DTEND;TZID=Europe/Paris:20231114T153000
DTSTAMP:20260422T060019
CREATED:20231112T073259Z
LAST-MODIFIED:20231113T134425Z
UID:9237-1699970400-1699975800@fermi.univ-tlse3.fr
SUMMARY:Physique et finances II. - (Mohamed Belkacem / LPT / Seminar). - 14/11/2023\, 14 H.
DESCRIPTION:Mohamed Belkacem  (LPT) \nSeminar LPT\, 14/11/2023\, 14H\, 3R1\, seminar room\, 3rd floor \nSummary :\nIn this presentation\, I will talk about my experience in the financial sector. After reviewing some aspects of the financial markets\, I will focus on the areas where a physicist (or a mathematician) can make use of his/her scientific skills to help develop tools and instruments useful for the financial sector users. Among the various skills\, I will briefly talk about how stochastic differential equations are used for predicting future price distributions (for derivatives pricing and risk management). Joint distribution functions and correlations are also aspects widely used to manage portfolios. Moreover\, expertise in the various types of regression (linear and non-linear parametric regression\, non-parametric regression) and optimization (brute force\, simplex\, annealing\, genetic algorithms\, etc) is used to construct efficient and robust portfolios as well as in developing and testing trading strategies. I will end my talk by presenting two of the tools applied during my stay\, a trading strategy based on the concept of auto-correlations and a risk management process using the concept of entropy and number of independent bets.
URL:https://fermi.univ-tlse3.fr/event/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h/
LOCATION:salle de séminaire 3ème étage\, Bâtiment 3r1 Université Toulouse III\, Toulouse\, 31400\, France
CATEGORIES:Events,LPT,Seminars
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