FX , Commodities and Trading Innovations agenda
We've got a whole stream of content focused on FX, Commodities and Trading on Thursday 14 May. Key topics under discussion include:
- Modeling energy forward curves in the framework of the reproducing kernel hilbert spaces
- One step forwards, one step back: finite difference algebras and perfect discretization
- Deep learning hidden correlations in the FX market with jumps
- Opportunities in FI/FX hedging with the cross currency basis
- A lognormal type stochastic volatility model with quadratic drift
- Exploring neural networks for pricing and calibration of stochastic volatility and term structure models
- Modelling forward rates of commodities and the interaction between them
Hear from the experts in FX, commodities and trading innovations
Why Not Also Attend:
AI & ML Summit
Monday 11 May 2020
The AI and ML Summit brings together the best of buy-side, sell-side and academia to showcase the latest ways in which artificial intelligence and machine learning are changing the day-to-day role of the quant.
Modern Option Pricing Workshop
Friday 15 May 2020
Workshop Leader: Pierre Henry-Labordere, Quant, Global Markets Quantitative Research, Societe Generale & Julien Guyon, Senior Quant, Bloomberg L.P.
Modules include an introduction to the world of machine learning, supervised learning, unsupervised and reinforcement learning, and how it links with other financial innovations.