SEDS was replaced by the Data Science Institute in September 2020. This new unit continues the interdisciplinary activities begun by SEDS but at a much more central level within the ÐÓ°ÉÂÛ̳'s institutional structure.
The 2019 SEDS Annual Summit was hosted at ÐÓ°ÉÂÛ̳ on Monday 20 May and Tuesday 21 May 2019.
This summit brought together academics, students and industrial participants with interests in applied and methodological aspects of data science. The event helped provide an opportunity for attendees from ÐÓ°ÉÂÛ̳ and beyond to connect, discuss and showcase various ongoing activities – as well as facilitate future collaborations in the data science area.
The programme featured invited talks by academic and industry speakers as well as poster sessions showcasing the work of current ÐÓ°ÉÂÛ̳ students. There were also lectures on data dcience research projects at the ÐÓ°ÉÂÛ̳ and presentations of data science courses taught at ÐÓ°ÉÂÛ̳.
The programme featured invited talks by academic and industry speakers as well as poster sessions showcasing the work of current ÐÓ°ÉÂÛ̳ students. There were also presentations of data dcience research and opportunities for at the ÐÓ°ÉÂÛ̳.
Click here to see the full programme.
Machine learning in finance workshop
Tuesday 26 February - Wednesday 6 March 2019
Over the course of four sessions in Lent Term 2019 SEDS were delighted to host Henri Waelbroeck, who delivered a series of in-depth and practical workshops and seminars spanning theories, debates and application of machine learning in finance. Over the course of the sold-out sessions, students and academic staff were introduced to the topic, before exploring microstructures, trade execution algorithms, alpha profiling, options pricing and more.
Seminar recording released | The Structure of a Jump: Volatility Forecasting
On Wednesday 6 March 2019 Henri Waelbroeck (Vice President and Director of Research for Portfolio Management & Trading solutions at ) delivered a seminar that explored the key role that volatility forecasting plays in risk and options pricing. The seminar was well-attended, and we were delighted to see over seventy ÐÓ°ÉÂÛ̳ students and members of staff sign-up to the event.
If you were unable to attend or would be interested in finding out more you can listed to a full recording of the seminar here.