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How I Successfully Forecast The Results Of The UK General Election 2015
Paul Wilmott

Brought to you by Wilmott.com and the CQF Institute, Dr. Paul Wilmott talked about how he applied elementary quantitative finance techniques in the run up to the UK General Election 2015 to successfully predict the next government.
Comparisons are made between elections and derivatives valuation, and this allows forecasting pitfalls to be avoided, pitfalls that most, if not all, professional forecasters fell into. The results were thus far better than those made by said professionals.

CQF Turns Eleven
Wilmott Magazine

As the Certificate in Quantitative Finance marks its 11th year we take a look at the history of a program that has built a reputation on delivering far beyond expectations.

Can you count on your correlation matrix? : Finance Focus
Nicholas J Higham: University of Manchester 20211 Views

Correlation matrices play a fundamental role in portfolio selection. However they are often constructed from incomplete or inaccurate data and consequently need manipulating so as to make them satisfy the mathematical properties required of a correlation matrix. I will give a brief survey of the properties of correlation matrices and explain some simple tests that reveal when a matrix is not a correlation matrix. Then I will describe how to find the nearest correlation matrix to a given matrix, emphasizing the computational aspects. Finally, current research concerning a certain specially structured correlation matrix will be mentioned.

RISK DATA AGGREGATION & REPORTING - 24 - 25 September 2014, London - 10% Discount
24 - 25 September 2014, London

Achieving Compliance and Implementing Solutions for the New BCBS 239, DGI, LEIs and FDSF Risk Data Regulatory Requirements

10% Discount Available Courtesy of Wilmott

Join the FSB, European Regulators and Heads of Risk, Data and Architecture at European Banks to discuss the latest regulatory developments and industry practices within Risk Data.

Focusing on the BCBS 239 Risk Data Aggregation and Reporting principles, the Summit will bring together leading European regulators and banks to discuss evaluating the principles and steps to enhancing risk data governance, tools and processes in practice. With regulators and Heads of Risk, Data and Architecture sharing best practice in managing risk data, the Summit will prove valuable for all those involved in managing risk data, architecture and infrastructure within the bank.

Key highlights of what you can expect at Infoline's Risk Data Aggregation and Reporting Summit:

Regulatory insights and clarity on risk data regulation:
? Financial Stability Board: Data Gaps framework
? PRA Framework for risk data compliance
? Integrating work for BCBS 239, LEIs and the FDSF
? Regulatory roundtable: National interpretation of the Risk Data Aggregation and Reporting principles

Enhance aggregation and reporting capabilities within the bank:
? Achieving data aggregation across the group
? Practical steps to accuracy and integrity for data
? Reconciliation and control systems for data
? Developing an information delivery process 

Build appropriate data governance frameworks:
? Educating the Board on current risk data practices
? Effective governance structures for risk data
? Reassuring the regulator over governance
? Delivering lean reporting for risk data

Overcome architectural challenges to leverage risk data for the business:
? Ensuring data lineage processes
? Investing in operating models for data
? Leveraging risk data within the bank
? Overcoming legacy architecture

10% Discount Available Courtesy of Wilmott

To register: Visit the website
Call: +44 (0)20 7017 7702
Email: custserv@infoline.org.uk
Remember to quote your VIP Code FKM62862WMTL
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