Workshop: New Ideas in Quantitative Finance

Date: November 4-5, 2019  
Venue: Stony Brook University (S-24Contact Information: Math Tower), Stony Brook, NY

Workshop Outline

This workshop will bring together top academics and practitioners in Quantitative Finance area. The objective is to exchange recent ideas and approaches focusing on numerical methods and applications. Possible topics include:

  • Portfolio optimization
  • Pricing of financial securities
  • Risk management
  • Machine learning approaches, such as, neural networks and classification
  • Forecasting of distributions

Workshop presentations are by invitation only.

List of Speakers, Schedule, Abstracts and Presentations

List of Speakers
Tentative Schedule
Presentations    (download zipped file)


For speakers of the workshop a prepaid block of rooms is reserved at the hotel: Holiday Inn Express Stony Brook-Long Island (arrival November 3, departure November 6). The reservation code to access this block of room will be provided in the e-mail message.   Reservation should be made by October 25.

At the Holiday Inn Express Stony Brook-Long Island hotel, the block of rooms is also reserved for non-speakers (arrival November 3, departure November 6). Non-speakers should use the AMS code to reserve the room with the special workshop rate $119.99 by using this link   Quantitative Finance Workshop   Reservation should be made by October 25.

Reservations at the   Holiday Inn Express Stony Brook-Long Island  hotel includes Complimentary Deluxe Breakfast and Complimentary Shuttle (To/from Islip MacArthur Airport, Stony Brook University, Stony Brook Train Station and 3-5 miles radius of hotel).  

Non-speakers can book a room also at
Hilton Garden Inn hotel
Danfords Hotel & Marina

Note that, only Hilton Garden Inn is within a walking distance from the workshop venue.

Transportation to the Stony Brook University

Information on the transportation to the Stony Brook University is posted at this link:

Organizers and Sponsors

Organizers:  Stan Uryasev and George Pertaia, Stony Brook University
Sponsors:  Quantitative Finance Program at the Stony Brook University

Contact Information

Mr. George Pertaia
Cell Phone: (352) 727-3163

Prof. Stan Uryasev
Frey Family Endowed Chair in Quantitative Finance
Applied Mathematics and Statistics
Stony Brook University
Stony Brook, NY 11794-3600 Cell Phone: (352) 213-3457