[Physics opps] FW: D. E. Shaw Group Tech Talk, Nov 3rd, 4pm, Grier A

[8-opps@mit.edu]

-----Original Message-----
From: Cynthia Skier [mailto:cskier at MIT.EDU] 
Sent: Thursday, October 30, 2008 2:23 PM
To: physics-grad at mit.edu; physics-undergrad at mit.edu
Subject: D. E. Shaw Group Tech Talk, Nov 3rd, 4pm, Grier A

Please send this information to your students.  Thank you! 
--Cynthia Skier
*****************************************************
The EECS Industrial Connection Program presents a Technical Talk...

"Providing Efficiency for Fun and Profit: A Sketch of Quantitative Finance"

Guest Speaker: Jonathan Kaplan, Quantitative Analyst, the D. E. Shaw group

DATE:  Monday, November 3, 2008
TIME: 4:00-5:00 PM
PLACE:  34-401A (Grier Room side A)
Refreshments will be served

ABSTRACT:  Potentially now more than ever, finance provides an opportunity
to apply serious thought and quantitative methods to a world of problems
that no one fully understands.  As a result, the field attracts top
researchers from disciplines including computer science, mathematics, and
physics.  Most academic work tends to focus on the mechanics and
implications of a market which is assumed to be efficient.  In contrast,
this talk will outline how to think about market inefficiencies, and the
challenges which must be met in order to profit from them.

The talk will not discuss specific trading strategies.  Instead, it will
outline the problems associated with model-driven investment, in a general,
but technical, manner aimed at an interdisciplinary audience.

ABOUT THE SPEAKER, JONATHAN KAPLAN:  Before joining the D. E. Shaw group as
a quantitative analyst in 2007, Jonathan Kaplan was a Postdoctoral Fellow in
Stanford University's mathematics department and a Resident Fellow at the
Mathematical Sciences Research Institute in Berkeley, CA. Jonathan has a
Ph.D. in math from Harvard University, where his research involved the
intersection of harmonic analysis, differential geometry, and statistics.

ABOUT THE COMPANY:
The D. E. Shaw group is a global investment and technology development firm.
Since its organization in 1988, the firm has earned an international
reputation for financial innovation, technological leadership, and an
extraordinarily distinguished staff.  Headquartered in New York, the D. E.
Shaw group encompasses a number of closely related entities in North
America, Europe, and Asia with approximately 1,600 employees and $36 billion
in assets under management as of October 1, 2008.

For more information about the D. E. Shaw group, visit
http://www.deshaw.com/