Recent Q Group Events

Q Group – Actuaries Institute joint seminar “Achieving Optimal Decisions in Dynamic Portfolio and Lifecycle Products"

Date: 
20 Sep 2018
Speaker: 

Dr. Zili Zhu

Location: 

KPMG Melbourne office
Tower Two, 727 Collins Street,
Docklands

Dear Q Group members,

You are invited to attend a Q Group – Actuaries Institute joint seminar “Achieving Optimal Decisions in Dynamic Portfolio and Lifecycle Products” given by Dr. Zili Zhu, at 12pm Thursday 20 September 2018, at KPMG Melbourne office (Tower Two, 727 Collins Street, Docklands).

Registration:

Please register via Actuaries Institute website (https://www.actuaries.asn.au/events/calendar?id=2066) and also send an email to qrsvp@qgroup.org.au

mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_20_September_2018

Agenda:

Sydney Monthly Lunch Series - What Matters in the Long Term?

Date: 
19 Sep 2018
Speaker: 

Discussion leaders: Michael Kollo and Nick Wade

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 19th September 12:30 - 13:30 (with option to continue to 14:00)

Discussion leaders: Michael Kollo (HESTA) and Nick Wade (Northfield)

Discussion Topic: What Matters in the Long Term?

Additional notes: Following on from Geoff's discussion last month of Utility-based maximization for long term asset allocation, Nick and Michael will jointly lead a more general discussion on the features of asset returns at long horizons. Potential questions for discussion include:

*Are concepts like volatility and drawdown useful in ‘the long term’?

RiskLab - Q Group Melbourne Seminar - The social science of superannuation: understanding messy human problems

Date: 
22 Aug 2018
Speaker: 

Dr. Erin B. Taylor

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands, Melbourne

Dear Q Group members,

You are invited to attend a seminar “The social science of superannuation: understanding messy human problems” given by Dr. Erin B. Taylor of Indiana University, at 5pm Wednesday 22 August 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Erin will present several case studies on online pension provider, robo-advice, online pensions village, personalised videos from Australia and overseas.

Abstract

Sydney Monthly Lunch Series - Mean-variance sucks! Why not just apply some utility function?

Date: 
15 Aug 2018
Speaker: 

Discussion leader: Geoff Warren

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 15th August 12:30 - 13:30 (with option to continue to 14:00)

Additional notes: Geoff has recently done some work on this topic, and for those who wish to do some reading before the event, a summary of his results is attached to this flyer. The summary also contains a link to the full paper hosted on SSRN.

If you would like to attend, please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=[SYDNEY]_I_would_like_to_attend_lunch_series_August_2018

Q-Group Monthly Lunch Series - Why the downward sloping risk / return trade-off of Australian Superannuation Funds is consistent with portfolio theory

Date: 
18 Jul 2018
Speaker: 

Discussion leader: John Peterson

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 18th July 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: John Peterson

Discussion Topic: Why the downward sloping risk / return trade-off of Australian Superannuation Funds is consistent with portfolio theory.

Q-Group Monthly Lunch Series-Machine Learning Tools for High Dimensional Data

Date: 
20 Jun 2018
Speaker: 

Discussion leader: Berowne Hlavaty

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 20th June 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Berowne Hlavaty

Discussion Topic: Machine Learning Tools for High Dimensional Data

Abstract: One application of machine learning techniques is in the field of dimension reduction of high dimensional datasets. In this discussion, Berowne will describe some of these tools, and how they differ from more traditional methods typically used in Finance, such as Principal Components Analysis.

If you would like to attend, please rsvp using the following link:

RiskLab - Q Group Seminar Melbourne: Panel discussion on forecasting models, the uncertainties and associated risks

Date: 
28 May 2018
Speaker: 

Henry Wong, Andrew Mathews, Rob Hyndman

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands

Dear Q Group members,

You are invited to attend a panel discussion on forecasting models, the uncertainties and associated risks given by Henry Wong (Head of Quantitative Solutions, Cbus), Andrew Mathews (Chief Actuary, Medibank), Rob Hyndman (Professor, Monash University), at 5pm Monday 28 May 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne. Each presentation will be of a 10 minute duration with a interactive panel discussion to follow.

Agenda: Monday 28 May 2018

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Q-Group Monthly Lunch Series - Robust statistics and financial economics

Date: 
16 May 2018
Speaker: 

Discussion leader: Colin Bowers

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 16th May 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Colin Bowers

Discussion Topic: Robust statistics and financial economics

Q-Group Monthly Lunch Series-The ETF industry and its relevance in Australia

Date: 
18 Apr 2018
Speaker: 

Discussion leader: Roger Cohen (PortableBeta)

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 18th April 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Roger Cohen (PortableBeta)

Discussion Topic: The ETF industry and its relevance in Australia

Abstract: Growth in the range and uptake of ETFs is a massive ongoing global phenomenon. We focus on the industry in Australia and review the latest developments, as well as some of the products and structures that underlie ETFs.

If you would like to attend, please rsvp using the following link:

RiskLab - Q Group Seminar Melbourne: Risk Communication & Online Risk

Date: 
11 Apr 2018
Speaker: 

Professor L. Jean Camp

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands

Dear Q Group members,

You are invited to attend a seminar “Risk Communication & Online Risk” given by Professor L. Jean Camp of Indiana University, at 5pm Wednesday 11 April 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Seminar Title: Risk Communication & Online Risk

Abstract: