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Damien Ackerer
Risk Modeling & Analytics Specialist at UBS

Profile

Damien joined UBS in 2020 after working several years for the leading online broker in Switzerland. He holds a PhD degree in Finance from EPFL and the Swiss Finance Institute. He lectures a course on machine learning for financial engineers at EPFL.

Damien's research has appeared in top field journals and conferences including Mathematical Finance, Finance and Stochastics, and NeurIPS

Agenda Sessions

  • Smoothing and simulating the implied volatility surface with neural networks

    17:10