Even before its official launch, as early as 2011, QMI members worked on increasing the initiative’s exposure by promoting the QMI and its research on several occasions. Renewed in 2017 with financial support of ADDSTONES-GFI and LFIS, the objectives remain to promote research in quantitative finance.
A collaborative initiative to advance shared knowledge, PARIS, 17 November 2011
Regularization of the Kalman Filter for Exogenous Outlier Removal: Application to Hedge Funds, 13-17 December 2011
The official launch of the research initiative was marked by the participation in the opening ceremony of the Parisian financial market: Ring the Bell Ceremony, PARIS, 1st February 2012.
Philippe Tastevin, Director Corporate Strategy, NYSE-EURONEXT, commended this initiative that aims to develop management on the Parisian financial market and expressed NYSE-EURONEXT’s full support.
Gaëlle Le Fol, Professor at the University Paris - Dauphine and Scientific director of the QMI reiterated the different stages that led to the creation of this initiative thanks to the drive, perseverance and trust of its partners, researchers and funding bodies. As she emphasised, the presence of all of them at the launch is the first sign of the success of this project.
She reasserted that the ambition of this initiative was to produce research of a world-class standard, and to diffuse it amongst the scientific community in renowned international journals and conferences but also within quantitative management companies.
This launch happened in the presence of all the members of the research initiative, the sponsors, the representatives of partner institutions and the members of QUANTVALLEY. It was the opportunity for a first exchange between management companies, researchers and institutional investors interested in the development of management in the Parisian financial market. The divided aspect of management does not naturally encourage these encounters. The valorisation of research as well as the regular presentation of results initiated by the QMI will encourage them.