#StayHappening
Fri Oct 09 2026 at 02:30 pm to 03:30 pm UTC-04:00

Portfolio Optimization through Information Theory: Discrete Models

  • International Affairs Building, Room 417 · New York
  • From USD 0.00
Columbia MA Statistics Department Publisher / Host Columbia MA Statistics Department
Share
Portfolio Optimization through Information Theory: Discrete Models
Advertisement
Join us for a workshop with Jan Vecer exploring Portfolio Optimization through Information Theory: Discrete Models (Prediction Markets)
About this Event

Jan Vecer is a faculty member at Charles University in Prague and a Visiting Professor at the Frankfurt School of Finance & Management. He received his Ph.D. in mathematical finance from Carnegie Mellon University in 2000 and served on the faculty of Columbia University from 2001 to 2010. His research and publications span quantitative finance, portfolio choice, derivative pricing, and the connections between financial markets, statistics, and information theory. Alongside his academic work, he has developed market-making bots for prediction and energy markets. He is the author of the forthcoming book Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective (Chapman & Hall/CRC).

Advertisement

Event venue & nearby stays

International Affairs Building, Room 417, 420 West 118th Street, New York, United States

Tickets USD 0.00
Concerts, fests, parties, meetups — all the happenings, one place.

Discover more events by tag

Ask AI if this event suits you

Keep the plans coming

More events in New York

New York is happening.

See everything else that’s on — concerts, markets, comedy and more.