Lectures related to Copula (probability theory)

Covers rank correlations, tail dependence, and copula fitting methods.

Introduces Principal Component Analysis, focusing on maximizing variance in linear combinations to summarize data effectively.

Covers elliptical distributions, including properties, applications, and risk management implications.

Explores high frequency trading, ethical dilemmas in finance, and the importance of structural reforms in the industry.

Explores algorithmically hard problems and deep learning using statistical physics methods.

Explores linear strategies in risk management, translating signals into positions and exploiting predictability.