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Data Analytics in Finance

Introductory course on data mining for financial analysts, portfolio- and risk managers.

Leuven (Belgium), 16th of October 2015

WORKSHOP

The amount of data to manage the risk of a portfolio and the information needed to perform a thorough financial analysis of a company both grow at an ever increasing speed. On top of this, data are no longer gathered from one single source of information. This course introduces very popular and state-of-the-art methods to analyze “big data”. These statistical techniques will be illustrated on real-world case studies using Python and R.

REGISTRATION

Participation costs €250.

Only limited places available.

Registrations are closed.

WORKSHOP LEADERS

 

Jan De Spiegeleer

Jan De Spiegeleer is a guest professor at the Department of Mathematics of KU Leuven. Jan is further head of risk management at Jabre Capital Partners, a Geneva-based hedge fund. He earned an extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was managing director of the equity derivatives desk. He also ran his own market neutral statistical arbitrage hedge fund (EQM Europe) after founding Erasmus capital in 2004. Prior to this financial career, Jan served ten years in the Belgian Army as an Officer. With Wim Schoutens he co-authored several books on Hybrids published by Wiley and EuroMoneyBooks. Jan holds a PhD (KU Leuven) in Science: Mathematics.

Tim Verdonck

Tim Verdonck is a tenure track professor at the Department of Mathematics of KU Leuven. He has a degree in Mathematics and a PhD in Science: Mathematics, obtained at the University of Antwerp. During his PhD he successfully took the Master in Insurance and the Master in Financial and Actuarial Engineering, both at KU Leuven. He belongs to ROBUST@Leuven, the research group on Robust Statistics (KU Leuven) and is associated with the Insurance Research Group of the Faculty of Economics and Business (KU Leuven). He is a member of the Leuven Statistics research center (LStat) and the Leuven research center on insurance and financial Risk analysis (LRisk)

ORGANISATION AND CONTACT

Jan De Spiegeleer
Wim Schoutens
Tim Verdonck

organized in collaboration with ACP (Actuarial Contact Program)

Contact and more info : wim.schoutens@wis.kuleuven.be

KU Leuven, Celestijnenlaan 200B - box 2400,B-3001 Leuven, Belgium