This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa

Jörg Kienitz
Lecturer at Faculty of Mathematics, Bergische Universität Wuppertal and University of Cape Town

Profile

Jörg has over 20 years of experience in financial institutions (PB Systems/Deutsche Postbank/Deutsche Bank), software vendor business (Reuters) and consulting (Deloitte/Quaternion). He lectures at the University of Wuppertal and the University of Cape Town. Currently he investigates the application of machine learning techniques to financial problems. Further information can be found at finciraptor.de.

Agenda Sessions

  • Exploring neural networks for pricing and calibration of stochastic volatility and term structure models

    16:30