Yves J. Hilpisch
where else to find them
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what they talk about
all 5 in the filters
where they keep going back
no series more than once — all 6 in the filters
on a stage with
never shared a talk
who talks about the same things
- Kalyan Prasad9 talks
- Sam Hames4 talks
- Uwe Ziegenhagen3 talks
- Jake VanderPlas3 talks
- Catherine Devlin10 talks
- Piero Ferrante5 talks
| title | conference | date |
|---|---|---|
| Reinforcement Learning for Finance | PyCon DE & PyData 2025 | 2025-04-23 |
Covers applying Deep Q-Learning to finance with runnable notebooks (TensorFlow originals plus PyTorch notebooks and Google Colab links), trading and hedging… | ||
| Closing Keynote | PyCon APAC 2018 | 2018-05-31 |
An AI-powered trading machine is presented that standardizes data ingestion, backtesting and live execution for mid-frequency (5–10 minute) algo strategies… | ||
| Why Python Has Taken Over Finance | PyCon.DE 2017 | 2017-10-25 |
Argues that Python wins because concise code actually produces results: a few lines of pandas vectorized backtest builds positions, computes returns and plots… | ||
| Keynote | PyCon Singapore 2016 | 2016-06-23 |
Argument: open source code, open data APIs and cloud compute let finance move from closed, slow toolchains to reproducible, fast workflows. Examples: Python +… | ||
| Lightning Talk: Bitcoin mining on Python | PyCon Singapore 2016 | 2016-06-23 |
Shows a concrete Python implementation using hashlib (md5 for demo, double SHA-256 for Bitcoin) that iterates a numeric nonce and recomputes the header hash… | ||
| Interactive Analysis of (Large) Financial Data Sets | PyData Berlin 2014 | 2014-07-25 |
Shows concrete results: uses NumPy, pandas, PyTables/HDF5, IPython/Jupyter and multiprocessing to do portfolio optimization, PCA and Monte Carlo; runs 2,500… | ||
| Derivatives Analytics with Python & Numpy | EuroPython 2011 | 2011-06-20 |
Prototype claims that Python with NumPy and pandas runs production-grade derivatives analytics: Monte Carlo with least-squares Monte Carlo regression, variance… | ||
| Derivatives Analytics with Python & Numpy | EuroPython 2011 | 2011-06-20 |
Claim: Python plus NumPy and pandas implements Monte Carlo derivatives pricing with Longstaff‑Schwartz least‑squares regression, variance reduction and… | ||
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