Cass AIR-Quant Workshop with Olga Ponomarenko

by Actuarial, Insurance, Risk and Quants Society

Workshop

Mon, Jun 15, 2020

5:30 PM – 7:30 PM (GMT+1)

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Depending on your subject of study, the broad topic of data analysis can be taught to you under different names. Most likely it is “statistics”, or it could also be “econometrics”, or if you are lucky enough, “machine learning”. They all have their different angles and focus areas. For example, econometrics is the statistics of causality. Machine learning, on the other hand, is a collection of methods to fit a model to extremely non-linear relationships as accurately as humanely possible. There seems to be a lot of confusion surrounding statistics, especially around significance testing. Olga will be talking about how to stop memorising significance tests and start gaining confidence in your data analysis.

Prior to the workshop you will receive data sets, R code, and relevant packages to install. The Cass AIR-Quant workshop will start with Olga's introduction, her background and motivation for the topic. You are encouraged to engage and discuss your current knowledge of the topic as well. At the end of the introduction, you will have working knowledge of a problem. Then we will proceed with a case study. The workshop will be concluded with a Q&A session.
For further enquiries, please contact peter.vodicka@cass.city.ac.uk, adam.upenieks@cass.city.ac.uk, or evangelos.santas@cass.city.ac.uk

Speakers

Olga Ponomarenko's profile photo

Olga Ponomarenko

VP Quant - Barclays

Barclays

Olga Ponomarenko is currently a VP Quant at Barclays with a focus on implementing and developing statistical models. She holds a MSc in Quantitative Finance from Cass Business School, and an MSc in Financial Economics from the London School of Economics.

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