keyboard_arrow_right
Search & Filter keyboard_arrow_right
keyboard_arrow_left Hide
Main Conference Day Three - GMT (Greenwich Mean Time, GMTZ)
keyboard_arrow_leftSearch & Filter
search
Streams
Clear
Formats
Main Conference Day Three - GMT (Greenwich Mean Time, GMTZ)
search
Streams
Clear
Formats
Showing 2 of 2 Streams
Quantum Computing mini workshop
Latest in volatility mini workshop
08:55 - 09:00
Chair's welcome remarks
- Davide Venturelli - Associate Director - Quantum Computing & Research Scientist, USRA
09:00 - 09:20
The quantum ecosystem: Players & trends
- David Shaw - Chief Analyst, Global Quantum Intelligence
09:20 - 10:00
The state of quantum optimisation solvers
- Davide Venturelli - Associate Director - Quantum Computing & Research Scientist, USRA
10:00 - 10:20
Universal approximations of Quantum neural networks
- Jack Jacquier - Professor, Imperial College
10:20 - 10:40
Quantum ML for Finance
- Marco Paini - VP Financial Services and EMEA, Rigetti Computing
10:40 - 10:50
Ising machines
- Saavan Patel - Chief Technology Officer, Infinity Q
10:50 - 11:00
Combinatorial Reasoning: Enhanced LLM performance and explainability on complex tasks with quantum-inspired optimization
- Mert Esencan - CEO, Icosa Computing
08:55 - 09:00
Chair's welcome remarks
- Julien Guyon - Professor of Applied Mathematics, École nationale des ponts et chaussées
09:00 - 11:00
Stochastic volatility
- The flaws of the Heston model
- Variance curve models
- Rough volatility
- The term-structure of the equity at-the-money skew
- Time-shifted power-law model
- Bergomi models
- Path-dependent volatility
- Julien Guyon - Professor of Applied Mathematics, École nationale des ponts et chaussées
Showing 1 of 1 Streams
Latest in volatility mini workshop
11:40 - 13:00
Joint S&P 500/VIX smile calibration
- Why it is a difficult problem
- Approximate fits by parametric models
- Minimum-entropy calibration: VIX constrained martingale Schrödinger bridges
- Julien Guyon - Professor of Applied Mathematics, École nationale des ponts et chaussées
Get the Latest Event Updates
Sign up to get the latest event updates and information.
Filter
Streams
Clear
Formats