BARUCH DISTINGUISHED LECTURE SERIES
The Baruch Distinguished Mathematics Lecture Series Presents
From earthquakes to financial risks via football: about statistical modeling with Hawkes processes
Mathieu Rosenbaum
(Ecole Polytechnique)
Thursday, May 15th, 5:00pm
Mathieu Rosenbaum is a full-time professor at Ecole Polytechnique, where he holds the chair “Analytics and Models for Regulation”. His research mainly focuses on statistical finance problems, such as market microstructure modeling and designing statistical procedures for high frequency data and on regulatory issues, especially in the context of high frequency trading.
His accolades include the Europlace Award for Best Young Researcher in Finance in 2014, the European Research Council Grant in 2015, and the 2020 Louis Bachelier Prize. He and Baruch College’s Jim Gatheral were named Quants of the Year in 2021 by Risk.net.
Address: 55 Lexington Avenue, between 24th street and 25th street. Room 14-270 on the 14th floor.
Agenda:
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5pm: Snacks and mingling.
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5:30pm-6:30pm: Lecture.
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6:45pm: Dinner at TBD.
If you consider attending, please register here, even if you may not eventually come. Registration will prevent difficulties entering the building and helps us to estimate the number of dinner seats needed.
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The event is free. Guests pay for their own food at the restaurant.
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For any additional questions, contact Adam Sheffer at
adam.sheffer@baruch.cuny.edu or Karol Koziol at karol.koziol@baruch.cuny.edu.
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