Throughout my academic—and sometimes less academic—career, I have experienced a series of “Eureka” moments. These often stemmed from a fresh perspective on data, a unique approach to visualization, or an innovative way of tackling a problem. Such insights have led to the discovery of new phenomena or the development of new models, whether in commodity markets, interconnected banking systems, or the dynamics of how news influences financial markets. The resulting models and research papers have become useful and well-known tools and prominent contributions to the field—achievements I am particularly proud of.

Using simple visual tools, I will guide you through these remarkable models, demonstrating how data and results visualization can serve as powerful instruments for uncovering new phenomena—not just in science broadly, but in quantitative finance specifically.

Dr Svetlana Borovkova is a quant researcher at Bloomberg where she is responsible for building climate risk quant models. Until recently, she has been an Associate Professor of Quant Finance at VU Amsterdam and a partner at Probability & Partners. Dr Borovkova is the author of over 60 scientific papers and books in diverse areas of quant finance ranging from commodity markets to financial stability and from derivatives pricing to alternative data and machine learning in finance. She is a frequent invited speaker at the major industry and academic events such as QuantMinds and Bachelier congress of mathematical finance.