London Quant Group, and other upcoming events


London Quant Group

2013 December 9, London.

Pat Burns on “Exploring the efficacy of higher moments in portfolio optimisation”.

Abstract: Typically portfolio optimisation only uses the first two moments — expected returns and variance.  Is it useful to also use skewness and kurtosis?  This talk will take a new look at optimisation, and then from that perspective explore how useful the two higher moments might be for equities.  We’ll end with a few words on an approach to estimate the higher moments.

See the LQG website for details and free registration.

R for Finance Workshop

A two-day course introducing R as applied to finance.

2013 December 3 & 4, London.

Lead by Ron Hochreiter with appearances by Pat Burns and others. Details at the Unicom site.

New Events

Systemic Risk Centre

2013 November 28 at 6PM, London.

“Models and Crises: Do Financial Models Affect the Incidence and Severity of Financial Crises?”.

Speakers are Jon Danielsson (SRC, LSE), Robert Macrae (Arcus Investment), Jonathan Martin (Markham Rae), Mark Salmon (University of Cambridge), Wolf Wagner (Tilburg University).

See details at the SRC website.

Thalesians — London

2013 December 3.  Gregory Zuckerman talking about his book The Frackers: The Outrageous Inside Story of the New Billionaire Wildcatters.

Details on the Thalesian website.


2013 December 10.  Linkage between Brand Strength and ESG Performance & Leveraged Long-Term Index Products

Quant 2014

2014 February 28, Venice.

Details on the website.

Quant Europe

2014 April 1-3, London.

Deadline for abstracts is 2013 December 9.

Details on the conference website.

Previously Announced


2012 December 3.

Details at

14-10 Club

2013 December 4.

John Oxford: Exhumation, Pathology & Genetics are Basic Ingredients to Reconstruct the Spanish Influenza

Roberto Trotta: Astrophysics, Statistical Challenges in Cosmology

Details at the 14-10 website.

Big Data in the Context of Financial Analytics and Social Media

2013 December 5. London.

See details at the Unicom website.

Computational and Financial Econometrics 2013

2013 December 14 – 16, London.

Details at the conference website.

14-10 Club

2014 January 9. Jessica James on Physics to Finance (Data to Dollars).

Second speaker to be confirmed.

Details at the 14-10 website.

14-10 Club

2014 February 27. Rama Cont on Financial modelling with jump processes.

Second speaker to be confirmed.

Details at the 14-10 website.

14-10 Club

2014 March 13.

Russell Foster on The nocturnal bottleneck and the evolution of the activity patterns in mammals.

Paul Cannon on Extreme space weather — impacts on the UK, engineering infrastructure.

Details at the 14-10 website.

Forecasting Financial Markets

2014 May 21-23, Marseille.

Abstracts accepted until 2014 February 14.

Details on the conference website.


2014 June 30 through July 3. Los Angeles.

Twitter: @user2014_ucla

Details at the conference site.

Even more events

MoneyScience has an events calendar.

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