Implementing GenAI techniques in deep pricing

Youssef Elouerkhaoui, Managing Director and Global Head of Markets Quantitative Analysis at Citigroup, discusses the latest advancements in machine learning applications for pricing derivatives in finance. He delves into the use of classical deep learning methods like neural networks, Variational Autoencoders (VAEs), and Generative Adversarial Networks (GANs), highlighting challenges such as instability and calibration.

Save the date! QuantMinds International returns to London, 17-20 November 2025.