UCL Financial Computing
Taming Complexity: from Spreading Processes to Higher Order Structure - Istvan Kiss
36:49
UCL Financial Computing
Trust as a collaboration mechanism in teams of LLM-based agents - Alice Plebe
33:19
UCL Financial Computing
Heterogeneity and Global Climate Action - Giorgio Ricchiuti
39:57
UCL Financial Computing
RL for optimal execution: time-varying liquidity and multiple-player games - Fabrizio Lillo
45:20
UCL Financial Computing
The Laplacian Renormalization Groups (LRG) unveils the organization of networks - Andrea Gabrielli
50:23
UCL Financial Computing
The social dynamics of group interactions - Iacopo Iacopini
42:00
UCL Financial Computing
M.Sc. Summer Projects Briefing and Networking event
3:50
UCL Financial Computing
Multiscalar spatial segregation - Elsa Arcaute
37:51
UCL Financial Computing
Benign Over-parametrization and Double Descent - Yufei Gui
29:13
UCL Financial Computing
JAX-LOB: A GPU-Accelerated limit order book simulator / Peer Nagy
24:41
UCL Financial Computing
Canonical Portfolios: Optimal Signal and Asset Combinations - Nick Firoozye
46:16
UCL Financial Computing
Privacy is Fungibility - Alexander Lynham
45:45
UCL Financial Computing
Introduction to UCL Financial Computing & Analytics Group - Sabrina Aufiero
0:29
UCL Financial Computing
Introduction to UCL Financial Computing & Analytics Group - Prof. Tomaso Aste (Head of the Group)
1:27
UCL Financial Computing
Introduction to UCL Financial Computing & Analytics Group - Dr. Ariane Chapelle
1:03
UCL Financial Computing
Introduction to UCL Financial Computing & Analytics Group - Dr. Maxime Nicolas
0:29
UCL Financial Computing
Introduction to UCL Financial Computing & Analytics Group - Dr. Riccardo Marcaccioli
1:05
UCL Financial Computing
Introduction to UCL Financial Computing & Analytics Group - Prof. Rosario Mantegna
2:03
UCL Financial Computing
UCL Financial Computing Live Stream
![[NO AUDIO] Fluctuations and heterogeneity in process on networks - Tim Rogers](/vi/9MNViijdbPA/hqdefault.jpg?sqp=-oaymwEjCNACELwBSFryq4qpAxUIARUAAAAAGAElAADIQj0AgKJDeAE=&rs=AOn4CLBvuW_YdMUS1fdfzNYJ3oRl7yJSpQ)
UCL Financial Computing
[NO AUDIO] Fluctuations and heterogeneity in process on networks - Tim Rogers
32:29
UCL Financial Computing
Common volatility shocks in the global carbon transition - Susan Campos-Martins
57:35
UCL Financial Computing
Using temporal network motifs to analyse NFT wash trading and dark markets - Richard Clegg
43:45
UCL Financial Computing
A bi-directional approach to comparing the modular structure of networks - Neave O'Clery
35:24
UCL Financial Computing
The transmission of Keynesian supply shocks - Ambrogio Cesa-Bianchi
45:05
UCL Financial Computing
Amplifying green growth and fossil fuel divestment in networked bank lending
27:54
UCL Financial Computing
Benign Autoencoders - Andrea Xu Teng
19:41
UCL Financial Computing
Spectral theory for networks and its application to economy - Izaak Neri
50:53
UCL Financial Computing
Emergent Bartering Behaviour in Multi-Agent Reinforcement Learning - Joel Z Leibo
49:19
UCL Financial Computing
Filtering time-dependent covariance matrices with time-independent eigenvalues - Christian Bongiorno
33:30
UCL Financial Computing
Systemic risk under ESG rating inflation - Davide Stocco
45:49
UCL Financial Computing
Multi-chain wallet and asset interoperability - Yimika Erinle
9:00
UCL Financial Computing
Factors influencing cryptocurrency liquidity on AMM-DEX - Xinlong Li
12:02
UCL Financial Computing
Modeling green hydrogen payoffs: an analysis of the UK subsidy scheme - Rory Fayed
10:11
UCL Financial Computing
Pricing crypto interest rate swaps - Harry Stobart
10:49
UCL Financial Computing
Machine learning for daily realised volatility prediction - Alexandra Gkolia
9:48
UCL Financial Computing
What do data on millions of U.S. workers reveal about lifecycle earnings dynamics?
43:47
UCL Financial Computing
Labor and supply chain networks - Anna Nagurney
46:09
UCL Financial Computing
Emilio Barucci - A deep dive into crypto-markets: we cannot compare oranges with apples
52:40
UCL Financial Computing
Charles Martin - Self-Regularization in Deep Neural Networks: Evidence from Random Matrix Theory
32:08
UCL Financial Computing
Zexuan Yin - Variational Methods for Conditional Volatility Forecasting
43:40
UCL Financial Computing
Carlo Campajola - MicroVelocity: rethinking the Velocity of Money for digital currencies
37:56
UCL Financial Computing
Adamantios Ntakaris - Online feature engineering for high-frequency trading limit order books
23:34
UCL Financial Computing
Vaiva Vasiliauskaite - Information dynamics of price and liquidity around the Bitcoin markets crash
37:30
UCL Financial Computing
Mihai Cucuringu - Graph clustering applications to equity markets
38:10
UCL Financial Computing
Tiziano Squartini - A network view of cryptocurrencies: the Bitcoin Lightning Network case-study
30:24
UCL Financial Computing
Leonie Neuhäuser - Opinion formation and consensus dynamics on (temporal) hypergraphs
40:40
UCL Financial Computing
Lan Zou - Determinants and Consequences of Poor Decisions in Health Insurance
25:44
UCL Financial Computing
Daniele Marazzina - An investigation of the Volatility Adjustment
45:38
UCL Financial Computing
Carlo Lucibello - Entropic algorithms and wide flat minima in neural networks
38:49
UCL Financial Computing
Sofiya Malamud - Momentum gender gap
35:42
UCL Financial Computing
Michael Recce - Fundamental Valuation of Companies Using New Data and Quant Methods
54:47
UCL Financial Computing
Samuel Unicomb - Dynamics of cascades on burstiness-controlled temporal networks
45:28
UCL Financial Computing
Carsten Gerner-Beuerle - Algorithmic trading and the limits of securities regulation
1:23:52
UCL Financial Computing
Isobel Seabrook - Evaluating structural edge importance in temporal networks
22:50
UCL Financial Computing
Jose Moran - Tâtonnement, Approach to Equilibrium and Excess Volatility in Firm Networks
31:48
UCL Financial Computing
Bertrand Hassani - Societal biases reinforcement through machine learning
20:13
UCL Financial Computing
Henry Ashton - Causal Campbell-Goodhart's law and Reinforcement Learning
35:10
UCL Financial Computing
Jiahua Xu - Learning (Not) to trade: Lindy's law in retail traders
39:54
UCL Financial Computing
Tomaso Aste - Data-driven modeling of socio-economic systems with networks
30:29
UCL Financial Computing
J. Bose - Few shot Link Prediction via Meta Learning
28:59
UCL Financial Computing
R. Marcaccioli - A Maximum Entropy approach to time series analysis
38:44
UCL Financial Computing
Andrea Perchiazzo - Pricing futures with a CARMA(p,q) model driven by a Time Changed Brownian Motion
19:58
UCL Financial Computing
R. Maria del Rio-Chanona - Supply and demand shocks: An industry and occupation perspective
14:53
UCL Financial Computing
Pier Francesco Procacci - Regime Detection in Financial time-series
24:16
UCL Financial Computing
UCL Financial Computing Live Stream
UCL Financial Computing
Riccardo Righi - Information Flow Simulations in the Investigation of Economic Complex Systems
40:39
UCL Financial Computing
Blanka Horvath - A rough perspective on Modern Market Generators
1:00:24
UCL Financial Computing
Tim Evans - Networks and The Arrow of Time
51:22
UCL Financial Computing
Federico Turkheimer - From Brain to Markets: a fractal journey
42:08
UCL Financial Computing
Lucas Lacasa - Identifying the hidden multiplex architecture of complex systems
42:05
UCL Financial Computing
Chiara Cammarota - Rough landscapes: from Machine Learning to Glasses and back
53:23
UCL Financial Computing
Financial Computing Seminar / Fabián Aguirre López - Maximum Entropy Random Loopy Graphs
34:51
UCL Financial Computing
Presentation of the YouTube Channel of the Financial Computing and Analytics group at UCL
1:45
UCL Financial Computing
Financial Computing Seminar / Adriano Koshiyama - cGANs for Trading Strategies
44:48
UCL Financial Computing
FCA Seminar / Stephen Pasteris - MaxHedge/ MaxGrace
36:03
UCL Financial Computing
FCA Seminar / Elias Carroni - Superstars in two-sided markets: exclusives or not?
52:27
UCL Financial Computing
FCA Seminar / Prof Lillo - Market impact and optimal execution with transient models
51:13