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Quant Innovation agenda

We've got a whole stream of content focused on quant innovation on Tuesday 12 May. 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

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.

Portfolio Construction in the Age of Machine Learning Workshop

Friday 15 May 2020

Workshop Leader: Marcos Lopez de Prado, Founder & CIO, True Positive Technologies

The objective of this course is to train quants in the application of machine learning techniques for portfolio construction.