
SUBTITLE: NOWCASTING, FORECASTING AND THE POWER OF ALTERNATIVE SCENARIOS
LECTURER: Dr. Gregory Gadzinski
DURATION: 4 x 3h
Dates on request
FORMAT: Online
- How to get better at predictions
- How to avoid being fooled by randomness
- Slow tails and paradigm shifts
CASE STUDY: Computing and updating your likelihood matrix
HOW TO BE AHEAD OF THE CURVE
- Best forecasting principles
- Trend versus noise
- Big models vs. small models
CASE STUDY: Nowcasting macroeconomic data with key indicators
CASTING AN AI-MODEL
- Big data versus small data : the curse of dimensionality
- Machine learning : the danger of overfitting
- Mixing human intelligence with AI
CASE STUDY: Forecasting credit data
BUILDING SCENARIOS
- Defining states of the world
- Stress testing your portfolio
- Market driven vs. subjective scenarios
CASE STUDY: Asset allocation with regime changes
Financial companies have widely adopted big data analytics to uncover hidden patterns or unknown correlations that can help them make better predictions and thus more-informed business decisions. However, if not supported by rigorous methodological criteria, these methods can be more than misleading.
This seminar covers a range of forecasting tools from small data and small models to big data and big models. Best forecasting principles are introduced and some of the most used methodologies in machine learning are
also studied. Participants will learn how to create plausible alternative scenarios and assess their impact on their investments.
With this online course, participants will now understand how to use scenarios in their decision making process. All together, participants get empowered through practical tools that can be applied back at their desk to fit their particular needs.
Gregory Gadzinski, PhD.
Quantitative Design Specialist / Panthera Solutions Sarl
Dr. Gadzinski is a full-time professor of Finance and Economics at the International University of Monaco, trusted with teaching a wide range of courses in the DBA, MBA and MFIN programs. He was previously an Assistant Professor of Economics at the Chair for International Economics in Cologne, Germany.
Dr. Gadzinski was also a full-time researcher at the Hedge Fund Research Institute in Monaco. His consultancy experience includes mandates at ALPSTAR Management, a multi-strategy hedge fund and at the European Central bank, DG Research, Frankfurt, Germany.
Dr. Gadzinski has a PhD from the Université de la Méditerranée, France, a postgraduate degree in Mathematical Economics and Econometrics and a “Magistère Ingénieur Economiste” from the University Aix-Marseille II. Furthermore he was a pre-doc Marie- Curie fellow at the Center of Operation Research (CORE) at the University of Louvain-la- neuve in Belgium.
Dr. Gadzinski has published several scientific articles in prestigious journals such as the Journal of Asset Management, the Journal of Hedge Funds and Derivatives, and the Journal of Investing.
• Wealth Managers
• Private Banks
• Regional Banks
• Trusts
• Financial Analyst
• Corporate Treasurer
• Management Consultant
• Performance Manager
• Legal & tax advisor

HAVE ANY QUESTIONS?
OUR MISSION IS
TO EMPOWER YOU
Panthera Solutions Sarl
5, Avenue Saint Laurent | MC 98000 | Monaco | info@panthera.mc | Company ID / 18S07917
