Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A6497144840923463680
Financial Markets as Socio-technical Entities: On a related note, leading Financial Quants such as Emanuel Derman and Paul Wilmott arrived at concurring conclusions just around the Global Financial Crisis about a decade ago. That resulted in what became known as Financial Modelers’ Manifesto that I referred to in some of my Princeton Quant Trading Conference Presentations. Model Risk Management that resulted from above observations has been the subject of one Princeton presentation, while Model Risk Arbitrage which takes a ‘Black Hat’ approach to Finance was the focus of the other Princeton Presentation.
Access Princeton Quant Trading Conference Presentations at: ModelRiskArbitrage.com .
Access Model Risk Management Papers, Presentations, and, Post-Doctoral AI-Machine Learning R&D in Quantitative Finance & Trading, Cyber Security, Cyber Risk Insurance, Block Chain, Cryptocurrencies at SSRN: https://lnkd.in/eR6439j .
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