SEDS news and updates



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SEDS Annual Summit 2019

SEDS were delighted to host the SEDS Annual Summit at LSE on Monday 20 May and Tuesday 21 May 2019.

The goal of this summit was to bring together academics, students and industrial participants with interests in applied and methodological aspects of data science. The event helped provide an opportunity for people across the LSE to connect, discuss and showcase various ongoing activities – as well as facilitate future collaborations in the data science area.

The programme featured invited talks by academic and industry speakers as well as poster sessions showcasing the work of current LSE students. There were also presentations of data dcience research and opportunities for study at the LSE.

Click here to see the full programme


Machine learning in finance workshop

Tuesday 26 February - Wednesday 6 March 2019

Over the course of four sessions in Lent Term 2019 SEDS were delighted to host Henri Waelbroeck, who delivered a series of in-depth and practical workshops and seminars spanning theories, debates and application of machine learning in finance. Over the course of the sold-out sessions, students and academic staff were introduced to the topic, before exploring microstructures, trade execution algorithms, alpha profiling, options pricing and more. 

Click here to keep up to date with our latest events.


Seminar recording released | The Structure of a Jump: Volatility Forecasting

On Wednesday 6 March 2019 Henri Waelbroeck (Vice President and Director of Research for Portfolio Management & Trading solutions at FactSet) delivered a seminar that explored the key role that volatility forecasting plays in risk and options pricing. The seminar was well-attended, and we were delighted to see over seventy LSE students and members of staff sign-up to the event. 

If you were unable to attend or would be interested in finding out more you can listed to a full recording of the seminar here.

Click here to see upcoming and past SEDS seminars