Webinar

Bloomberg Quant (BBQ) Seminar Series – February 2024

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Please register to join us virtually from 5:30 - 7:00 pm for the Bloomberg Quant (BBQ) Seminar Series, streamed live from our Bloomberg Lexington Avenue office. A link to the webcast will be emailed to you immediately upon registration.  In this seminar chaired by Bruno Dupire, Ioana Boier, Senior Principal Solutions Architect at Nvidia, will present the keynote, followed by “lightning talks” of 5 minutes each in quick succession.

5:30 PM
Keynote Q&A: Ioana Boier
Senior Principal Solutions Architect at Nvidia

Quantitative Finance Through the Lens of Generative AI
In this talk, we address modeling support capabilities of generative AI, shifting the focus from its widely recognized role in operational efficiency to its applicability to quant finance. Fundamentally, generative techniques center on sequence and distribution modeling, which are also key ingredients of quant techniques. Our exploration will cover a range of generative methodologies, shedding light on their underlying principles from compression and quantization to diffusion, residual learning, and auto-regression. We will offer insights, leave some questions open, and aspire to spark further thought and discussion.

6:30 PM
Lightning Talks

- Nitin Jain | Bloomberg
  The inspection paradox

- Felix Hoefer | Princeton University
  Principal-agents models and applications for finance 

- Lorelei Durand-Agache | Columbia University
  Tools for demography analysis

- Steve Taylor | Geodesic Solutions
  Doing university properly: innovation, research, entrepreneurship

Speakers

Bruno Dupire

Global Head of Quantitative Research, CTO Office

Bloomberg

Bruno Dupire is the Global Head of Quantitative Research, CTO Office at Bloomberg, which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame”. He is the recipient of the 2006 “Cutting edge research” award of Wilmott Magazine and of the Risk Magazine “Lifetime Achievement” award for 2008. He runs and organizes the Bloomberg Quant (BBQ) seminar, the largest monthly event of this kind.

Ioana Boier

Senior Principal Solutions Architect

Nvidia

Ioana Boier is a senior principal solutions architect at Nvidia. Her background is in Quantitative Finance and Computer Science. Prior to joining Nvidia, she was the Head of Quantitative Portfolio Solutions at Alphadyne Asset Management and led research teams at Citadel LLC, BNP Paribas, and IBM T.J. Watson Research. She has a Ph.D. in Computer Science from Purdue University and has authored over 30 peer-reviewed publications and 15 patents. She has also won several awards for applied research instrumental to the development of products used worldwide.

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