<img height="1" width="1" style="display:none" src="https://www.facebook.com/tr?id=717202372148975&amp;ev=PageView&amp;noscript=1">

SP Jain's

EVENTS

Topics

SEE ALL

Events By Month

SEE ALL

New Dimensions of Quantitative Finance – A session with Dr Lawrence Pohlman

 

SP Jain School of Global Management hosted an exclusive session with Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston, on the new dimensions of quantitative finance at the Mumbai campus on November 13, 2019. The session was coupled with a meet-and-greet with SP Jain’s data science students and graduates, recruiters, professionals and distinguished professors.

SP Jain School of Global Management hosted an exclusive session with Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston, on the new dimensions of quantitative finance at the Mumbai campus on November 13, 2019. The session was coupled with a meet-and-greet with SP Jain’s data science students and graduates, recruiters, professionals and distinguished professors.

Dr Pohlman is a seasoned researcher and practitioner in the field of financial investment management. He has close to three decades of experience working for Wall Street firms and has previously held the position of Chief Investment Officer at BNP Paribas, New York. He holds a PhD in Finance, MBA in Finance and Management Science, MS in Operations Research and BS in Nuclear Engineering, all from Columbia University, USA. He is presently a Visiting Professor of Data Science at SP Jain.

Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston
Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston

The session focused on the technique of regime switching. This method is adopted by most quantitative investment analysts for active investment management. Primarily designed by engineers, it has become a solution used by macroeconomists to model business cycles. It functions by identifying signals that indicate noteworthy changes in the market and assist in forming an active portfolio by switching between the High Return and Low Return portfolio regimes.

Explaining the concept of regime switching, Dr Pohlman said, “One of the most exciting new developments in quantitative finance is the use of regime switching techniques to model asset prices and select portfolios. A set of statistical and machine learning methods, sometimes called Hidden Markov Models, has been developed to estimate the underlying state or regime from observations of prices, volumes, etc. Our world is moving towards absolute data orientation, it was great to witness the enthusiasm amongst students to know more about the subject and their hunger to acquire advanced knowledge.”

Dr Abhijit Dasgupta, Director – Big Data & Visual Analytics and Bachelor of Data Science, SP Jain, and Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston
(From left to right) Dr Abhijit Dasgupta, Director – Big Data & Visual Analytics and Bachelor of Data Science, SP Jain, and Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston

Speaking about the collaboration with Dr Pohlman, Dr Abhijit Dasgupta, Director – Big Data & Visual Analytics and Bachelor of Data Science, SP Jain, said, “The workshop unfurled in myriad hues mainly focusing on enhancing one’s knowledge about the subject of regime switching and the need for data science in today’s world. The topic which was discussed acquires great importance and the students were very keen to gain a deeper insight on the same. Dr Pohlman is an institution in himself, his unique ways of facilitating the masterclass and making complex things simple are commendable. He not only imparted the much-needed information but also provided perspective. The meet-and-greet was highly successful as like-minded people coming from different walks of life sat under one roof and gleefully discussed their take on the subject.”

Here are more pictures from the event:

VK Menon, CEO and Head of Campus (Mumbai), SP Jain
VK Menon, CEO and Head of Campus (Mumbai), SP Jain
Dr Debashis Guha, Associate Professor and Director – Machine Learning, SP Jain
Dr Debashis Guha, Associate Professor and Director – Machine Learning, SP Jain
Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston, with our students
Dr Lawrence Pohlman, Professor of Finance & Engineering, University of Massachusetts Boston, with our students

The event has been featured in the print edition of leading publications like Hindu Business Line and Mid-day and on online portals such as India Education Diary, Easy Shiksha, The Education Times and Digital Conqurer.

 

RELATED EVENTS

Supply Chain and Procurement Operations Redefined through Digital Transformation
Exploring the Grandeur of St Regis Mumbai - Batch 13
Exploring the Grandeur of St Regis Mumbai - Batch 1
Exploring Mumbai's Green Treasure: The Godrej Mangroves
National Girl Child Day celebration with Girl Up Club
BBA Jaguars' Excursion to Della Adventure Park
A Glimpse into the World of Luxury Yacht Industry
Redefining Excellence: MIHB Students Dive into Luxury at Rambagh Palace
SP Jain Global welcomes its inaugural cohort of MIHB students
Navigating the Luxury Landscape: MGLuxM Batch 13 Orientation
The Luxury Chronicle: MGLuxM Students Visit Taj Lands End