{"id":9237,"date":"2023-11-12T08:32:59","date_gmt":"2023-11-12T07:32:59","guid":{"rendered":"https:\/\/fermi.univ-tlse3.fr\/?post_type=tribe_events&#038;p=9237"},"modified":"2023-11-13T14:44:25","modified_gmt":"2023-11-13T13:44:25","slug":"physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h","status":"publish","type":"tribe_events","link":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/","title":{"rendered":"Physique et finances II. &#8211; (Mohamed Belkacem \/ LPT \/ Seminar). &#8211; 14\/11\/2023, 14 H."},"content":{"rendered":"<p><span style=\"font-size: 20px;\"><span style=\"color: #191970;\"><strong>Mohamed Belkacem <\/strong><\/span> (LPT)<\/span><\/p>\n<p><span style=\"background-color: #cecece;\">Seminar LPT, 14\/11\/2023, 14H, 3R1, seminar room, 3rd floor<\/span><\/p>\n<p><strong><span style=\"font-size: 20px; color: #191970;\">Summary<\/span> :<\/strong><br \/>\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.<\/p>\n<hr \/>\n<div class=\"leaflet-map WPLeafletMap\" style=\"height:300px; width:80%;\"><\/div><script>\nwindow.WPLeafletMapPlugin = window.WPLeafletMapPlugin || [];\nwindow.WPLeafletMapPlugin.push(function WPLeafletMapShortcode() {\/*<script>*\/\nvar baseUrl = atob('aHR0cHM6Ly97c30udGlsZS5vcGVuc3RyZWV0bWFwLm9yZy97en0ve3h9L3t5fS5wbmc=');\nvar base = (!baseUrl && window.MQ) ?\n    window.MQ.mapLayer() : L.tileLayer(baseUrl,\n        L.Util.extend({}, {\n            detectRetina: 0,\n        },\n        {\"subdomains\":\"abc\",\"noWrap\":false,\"maxZoom\":18}        )\n    );\n    var options = L.Util.extend({}, {\n        layers: [base],\n        attributionControl: false\n    },\n    {\"zoomControl\":true,\"scrollWheelZoom\":true,\"doubleClickZoom\":true,\"fitBounds\":true,\"minZoom\":9,\"maxZoom\":18,\"maxBounds\":null,\"attribution\":\"<a href=\\\"http:\\\/\\\/leafletjs.com\\\" title=\\\"Une biblioth\\u00e8que JS pour des cartes interactives\\\">Leaflet<\\\/a>; \\u00a9 <a href=\\\"http:\\\/\\\/www.openstreetmap.org\\\/copyright\\\">OpenStreetMap<\\\/a> contributeurs\"},\n    {});\nwindow.WPLeafletMapPlugin.createMap(options).setView([43.560705280387,1.4674275538563],16);window.WPLeafletMapPlugin.createScale({});});<\/script>\n<script>\nwindow.WPLeafletMapPlugin = window.WPLeafletMapPlugin || [];\nwindow.WPLeafletMapPlugin.push(function WPLeafletMarkerShortcode() {\/*<script>*\/\nvar map = window.WPLeafletMapPlugin.getCurrentMap();\nvar group = window.WPLeafletMapPlugin.getCurrentGroup();\nvar marker_options = window.WPLeafletMapPlugin.getIconOptions({});\nvar marker = L.marker(\n    [0,0],\n    marker_options\n);\nvar is_image = map.is_image_map;\n    marker.setLatLng( map.getCenter() );\nif (marker_options.draggable) {\n    marker.on('dragend', function () {\n        var latlng = this.getLatLng();\n        var lat = latlng.lat;\n        var lng = latlng.lng;\n        if (is_image) {\n            console.log('leaflet-marker y=' + lat + ' x=' + lng);\n        } else {\n            console.log('leaflet-marker lat=' + lat + ' lng=' + lng);\n        }\n    });\n}\nmarker.addTo( group );\nmarker.bindPopup(window.WPLeafletMapPlugin.unescape('Seminar room, 3R1'));window.WPLeafletMapPlugin.markers.push( marker );\n        });<\/script>\n","protected":false},"excerpt":{"rendered":"<p>Mohamed Belkacem (LPT) Seminar LPT, 14\/11\/2023, 14H, 3R1, seminar room, 3rd floor Summary : In this presentation, I will talk about my experience in the financial sector. After reviewing some&hellip;&nbsp;<a href=\"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/\" rel=\"bookmark\">Lire la suite &raquo;<span class=\"screen-reader-text\">Physique et finances II. &#8211; (Mohamed Belkacem \/ LPT \/ Seminar). &#8211; 14\/11\/2023, 14 H.<\/span><\/a><\/p>\n","protected":false},"author":5,"featured_media":0,"template":"","meta":{"neve_meta_sidebar":"","neve_meta_container":"","neve_meta_enable_content_width":"","neve_meta_content_width":0,"neve_meta_title_alignment":"","neve_meta_author_avatar":"","neve_post_elements_order":"","neve_meta_disable_header":"","neve_meta_disable_footer":"","neve_meta_disable_title":"","_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[48,313,233],"class_list":["post-9237","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-events","tribe_events_cat-lpt","tribe_events_cat-seminars","cat_events","cat_lpt","cat_seminars"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v28.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Physique et finances II. - (Mohamed Belkacem \/ LPT \/ Seminar). - 14\/11\/2023, 14 H. - FeRMI<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Physique et finances II. - (Mohamed Belkacem \/ LPT \/ Seminar). - 14\/11\/2023, 14 H. - FeRMI\" \/>\n<meta property=\"og:description\" content=\"Mohamed Belkacem (LPT) Seminar LPT, 14\/11\/2023, 14H, 3R1, seminar room, 3rd floor Summary : In this presentation, I will talk about my experience in the financial sector. After reviewing some&hellip;&nbsp;Lire la suite &raquo;Physique et finances II. &#8211; (Mohamed Belkacem \/ LPT \/ Seminar). &#8211; 14\/11\/2023, 14 H.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/\" \/>\n<meta property=\"og:site_name\" content=\"FeRMI\" \/>\n<meta property=\"article:modified_time\" content=\"2023-11-13T13:44:25+00:00\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Dur\u00e9e de lecture estim\u00e9e\" \/>\n\t<meta name=\"twitter:data1\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/event\\\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\\\/\",\"url\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/event\\\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\\\/\",\"name\":\"Physique et finances II. - (Mohamed Belkacem \\\/ LPT \\\/ Seminar). - 14\\\/11\\\/2023, 14 H. - FeRMI\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/#website\"},\"datePublished\":\"2023-11-12T07:32:59+00:00\",\"dateModified\":\"2023-11-13T13:44:25+00:00\",\"breadcrumb\":{\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/event\\\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\\\/#breadcrumb\"},\"inLanguage\":\"fr-FR\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/event\\\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\\\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/event\\\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Events\",\"item\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/events\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Physique et finances II. &#8211; (Mohamed Belkacem \\\/ LPT \\\/ Seminar). &#8211; 14\\\/11\\\/2023, 14 H.\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/#website\",\"url\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/\",\"name\":\"FeRMI\",\"description\":\"F\u00e9d\u00e9ration de Recherche Mati\u00e8re et Interactions\",\"publisher\":{\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/#organization\"},\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"fr-FR\"},{\"@type\":\"Organization\",\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/#organization\",\"name\":\"FeRMI\",\"url\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/\",\"logo\":{\"@type\":\"ImageObject\",\"inLanguage\":\"fr-FR\",\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/#\\\/schema\\\/logo\\\/image\\\/\",\"url\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/wp-content\\\/uploads\\\/2021\\\/09\\\/Logo_FERMI_web_bandeau350x131_blanc.png\",\"contentUrl\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/wp-content\\\/uploads\\\/2021\\\/09\\\/Logo_FERMI_web_bandeau350x131_blanc.png\",\"width\":350,\"height\":131,\"caption\":\"FeRMI\"},\"image\":{\"@id\":\"https:\\\/\\\/fermi.univ-tlse3.fr\\\/fr\\\/home\\\/#\\\/schema\\\/logo\\\/image\\\/\"}}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Physique et finances II. - (Mohamed Belkacem \/ LPT \/ Seminar). - 14\/11\/2023, 14 H. - FeRMI","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/","og_locale":"fr_FR","og_type":"article","og_title":"Physique et finances II. - (Mohamed Belkacem \/ LPT \/ Seminar). - 14\/11\/2023, 14 H. - FeRMI","og_description":"Mohamed Belkacem (LPT) Seminar LPT, 14\/11\/2023, 14H, 3R1, seminar room, 3rd floor Summary : In this presentation, I will talk about my experience in the financial sector. After reviewing some&hellip;&nbsp;Lire la suite &raquo;Physique et finances II. &#8211; (Mohamed Belkacem \/ LPT \/ Seminar). &#8211; 14\/11\/2023, 14 H.","og_url":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/","og_site_name":"FeRMI","article_modified_time":"2023-11-13T13:44:25+00:00","twitter_card":"summary_large_image","twitter_misc":{"Dur\u00e9e de lecture estim\u00e9e":"1 minute"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/","url":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/","name":"Physique et finances II. - (Mohamed Belkacem \/ LPT \/ Seminar). - 14\/11\/2023, 14 H. - FeRMI","isPartOf":{"@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/#website"},"datePublished":"2023-11-12T07:32:59+00:00","dateModified":"2023-11-13T13:44:25+00:00","breadcrumb":{"@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/#breadcrumb"},"inLanguage":"fr-FR","potentialAction":[{"@type":"ReadAction","target":["https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/event\/physique-et-finances-ii-mohamed-belkacem-lpt-seminar-14-11-2023-14-h\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Events","item":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/events\/"},{"@type":"ListItem","position":2,"name":"Physique et finances II. &#8211; (Mohamed Belkacem \/ LPT \/ Seminar). &#8211; 14\/11\/2023, 14 H."}]},{"@type":"WebSite","@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/#website","url":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/","name":"FeRMI","description":"F\u00e9d\u00e9ration de Recherche Mati\u00e8re et Interactions","publisher":{"@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/#organization"},"potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"fr-FR"},{"@type":"Organization","@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/#organization","name":"FeRMI","url":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/","logo":{"@type":"ImageObject","inLanguage":"fr-FR","@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/#\/schema\/logo\/image\/","url":"https:\/\/fermi.univ-tlse3.fr\/wp-content\/uploads\/2021\/09\/Logo_FERMI_web_bandeau350x131_blanc.png","contentUrl":"https:\/\/fermi.univ-tlse3.fr\/wp-content\/uploads\/2021\/09\/Logo_FERMI_web_bandeau350x131_blanc.png","width":350,"height":131,"caption":"FeRMI"},"image":{"@id":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/#\/schema\/logo\/image\/"}}]}},"_links":{"self":[{"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/tribe_events\/9237","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/tribe_events"}],"about":[{"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/types\/tribe_events"}],"author":[{"embeddable":true,"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/users\/5"}],"version-history":[{"count":1,"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/tribe_events\/9237\/revisions"}],"predecessor-version":[{"id":9238,"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/tribe_events\/9237\/revisions\/9238"}],"wp:attachment":[{"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/media?parent=9237"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/tags?post=9237"},{"taxonomy":"tribe_events_cat","embeddable":true,"href":"https:\/\/fermi.univ-tlse3.fr\/fr\/home\/wp-json\/wp\/v2\/tribe_events_cat?post=9237"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}