Join me and the CQF upcoming September 22, 2020 for a very exciting talk on building real-time-calibratable parametric neural network models. I’ll be discussing density fitting, implied volatility modeling, and more. Registration is Free for everyone!
Date: Tuesday, 22nd September
Time: 18:00 BST
Speakers: Machine Learning and Quantitative Finance Consultant, Thijs van den Berg
This talk will present a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data. These techniques open up the doors to apply machine learning modeling to a wider range of financial modelling problems. Thijs will present various applied examples in finance that illustrate the power of Neural Parametric Models.