Presentation and lecture

Slides

Industry-leading content

Philippe G. LeFloch, Jean-Marc Mercier, and Shohruh Miryusupov: CodPy : a Python library for machine learning, mathematical finance, and statistics.

 

Claudio Albanese: Model Risk and Reverse Stress Testing

Jesper Andreasen: Next Generation Local Volatility

 

Jao Cao, Jacky Chen, John Hull, Zissis Poulos: Deep Hedging Using Reinforcement Learning

Thomas Wiecki: Bayesian Portfolio Allocation

Rolf Poulsen: Tales of Innumeracy

Uri Lee: Complex Networks in Finance

David Munoz Constantine: Synthetic Data Generation with MlFinLab

Saeed Amen: The Book of Alternative Data

Alexander Denev: The Book of Alternative Data

Valeriia Pervushyna: Statistical Arbitrage with the Ornstein-Uhlenbeck Model

Piotr Karasinski: Random Walk from Physics to Finance