Events

Brooklyn Quant Experience Lecture Series: Ioana Boier

Academic,
Lecture / Panel
 
Open to the Public

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Meeting ID: 963 6903 9340
Password: FREBQEIB

The Department of Finance and Risk Engineering welcomes Ioana Boier, Head of Quantitative Portfolio Solutions at Alphadyne Asset Management, to the BQE Lecture Series.

Title

Computer Science for Finance (Beyond Programming)

Abstract

Artificial intelligence and cryptocurrencies have taken finance into the realm of bold 21st century economic and tech experiments. From a quant perspective, it is exciting to witness a major shift from explicit modeling to a data-driven approach that extends beyond high-frequency and systematic trading to all styles of investing. For those embarking on a career in quantitative finance, it is important to be aware of the broader spectrum of modeling capabilities computer science has to offer. In this talk, I plan to highlight some of those techniques with concrete examples.

Bio

Ioana Boier is the Head of Quantitative Portfolio Solutions at Alphadyne Asset Management. Prior to joining Alphadyne in 2019, she held senior quantitative research and management roles at Citadel LLC, BNP Paribas, and the IBM T. J. Watson Research Center. Ioana is the author of multiple peer-reviewed publications, patents, and the recipient of several awards for applied research delivered into products. She has a Ph.D. in Computer Science and M.Sc. degrees in Computer Science and Mathematics.