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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

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.

Learn more about the summit
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.

Learn more about the workshop