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Keynote Talks by Alex Lipton and Marcos Lopez de Prado

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The winners of the Buy-Side Quant of the Year Award of Risk.net 2021 present their vision on cutting edge technologies in finance in two talks: "Blockchain and distributed ledgers" and "Escaping The Sisyphean Trap: How Quants Can Achieve Their Full Potential".

Blanka Horvath, Finance Mathematics and MDSI Core Member, and Isabell WelpeStrategy and Organization, have invited Alex Lipton and Marcos Lopez de Prado to visit TUM.

As part of their stay, they will present the following two keynotes on Monday, 21 March, 13:30 - 15:00.

To participate in the event, please register via the following site: Zoom Registration

Blockchain and distributed ledgers

Prof. Alex Lipton (Hebrew University & Abu Dhabi Investment Authority)

Abstract: Distributed ledger technology (DLT) allows solving many complicated problems arising in economics, banking, and finance, industry, trade, and other fields. However, to reap the ultimate benefits, one has to overcome some of its inherent limitations and use it judiciously. In this seminar, we will discuss various misconceptions about its use, and practical applications of DLT.

Link: Book: Blockchain & DL

Escaping The Sisyphean Trap: How Quants Can Achieve Their Full Potential

Prof. Marcos Lopez de Prado (Cornell University & Abu Dhabi Investment Authority)

Abstract: While investment firms have attracted scientific talent, they have done a poor job at developing it. Firms hire specialists, but entice them to become generalists (e.g., portfolio managers). Under the ubiquitous silo/platform structure, quants succumb to the Sisyphean trap, and fail to achieve their full potential.

Links: Cornell FacultyQuantresearch