The Curious Quant

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We speak to Prof Rob Hyndman about the ideas around forecasting, COVID19, and why causality doesn't matter as much as it should.

Show Notes

Prof Rob Hyndman discusses the interesting elements of his work as editor of the Internal Journal of Forecasting, his work on forecasting COVID for the Australian government, time-series and causality. 

What is The Curious Quant?

The Curious Quant series, hosted by Michael Kollo, is a discussion between technically-minded professionals in the financial services, technology and data science fields. It examines the application of new data and new methodologies to common problems in financial markets.

Michael Kollo has a PhD in Finance is from the London School of Economics where he lectured in quantitative finance in addition to Imperial College and at the University of New South Wales. He has created models and led quantitative research teams at Blackrock, Fidelity and Axa Rosenberg in the UK before more recently moving to Australia where he established the quantitative team for the $50 billion industry superannuation fund, HESTA.

The aim is to promote better discussions about these emerging areas, and a better understanding of new technologies for practitioners and academics alike.

Consider it a sort of scientific, quantitative banter, at its finest. But don’t worry, no equations, I promise, unless you are into that kind of thing.

Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice.