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Joseph Simonian on Model Validation in Finance
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In this episode, host Lotta Moberg is joined by Joseph Simonian to discuss the importance of understanding the field of model validation and how it applies to the financial industry.
His published work on the topic can be found here: https://rpc.cfainstitute.org/en/research/foundation/2024/investment-model-validation
Joseph Simonian is a globally renowned investor and researcher who has
conducted extensive research in quantitative finance, machine learning, factor
investing, and portfolio construction. Over the course of a 20-year career in the
investment industry, he has held senior portfolio management and research
positions in several prominent asset management firms. He is also the founder
and CIO of Autonomous Investment Technologies.
Simonian is a noted contributor to leading finance journals and a prominent
speaker at investment events worldwide. He is co-editor of the Journal of
Financial Data Science, is on the editorial board of the Journal of Portfolio
Management, chairman of the board of directors of the Financial Data
Professional Institute, and a member of the CFA Institute Research and Policy
Center Technical Commitee. Simonian has authored over 40 publications in
leading investment journals. He is co-author of the book Quantitative Global
Bond Portfolio Management and author of Computational Global Macro, slated
for release in 2024.
Financial Thought Exchange is the official podcast and video channel of the CFA Institute Research Foundation. If you would like to support the show and our work, please donate here: https://rpc.cfainstitute.org/en/research-foundation/donate
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