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6 - 9 December 2021
Hotel ArtsBarcelona

Quant Innovation agenda

We've got a whole stream of content focused on quant innovation on Tuesday 3 November. Key topics under discussion include:

  • Introduction to NLP
  • Deep learning calibration of option pricing models: some pitfalls, solutions and examples
  • Challenges faced when dealing with alternative data: an efficient time series and data proxy analysis
  • Proxying alternative data alongside traditional data
  • Modeling causality for quantitative finance
  • Large-scale and cost-efficient risk calculations in clouds
  • Deep pricing theory and practice