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6 - 9 December 2021
Hotel ArtsBarcelona

Marc Chataigner
PhD Candidate at University of Évry

Profile

Marc Chataigner is a last-year PhD candidate at University of Évry working on interaction between machine Learning and quantitative finance with Stéphane Crépey. He co-wrote several publications on arbitrage-free neural network, CVA compression and dataset completion. He holds a Master’s in Financial engineering from University of Paris-Saclay and an engineering degree from ENSIIE.


Agenda Sessions

  • Nowcasting

    11:30
  • Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints

    12:15