Cancelled - ML and Advanced Quantitative Risk Management by Antoine Savine
This event has been cancelled due to the COVID-19 pandemic. We will return with more information when we have a new date for this event.
For our next event we present a heavy-weight machine learning profile within finance, currently the Chief Analyst for Quantitative Research and New Technologies at Danske Bank and is mostly known for his contribution to risk management, volatility and multi-factor interest rate models.
This lecture is a deep dive in analytics in the finance sphere where different models have been developed in-house for award winning implementations of risk management for derivatives. For our members who have a sincere interest in this industry, mathematics and love a challenge - this is for you! The lecture is followed by a panel debate to dvelve further into the subject and current hot topics.
Have a look at https://antoinesavine.com for his inspiration, books and publications.
18.00 - 19.30
Quantitative Risk Management made with Machine Learning - an advanced clinic from the financial industry with Antoine Savine
19.30 - 20.00
Panel discussion about Quantitative Risk Management with eminent regional profiles
20.00 - 21.00
Mingle - Wine & Cheese
We have been able to secure only 10 seats for this event for Barrel, so make sure to grab your spot quickly! You will also have to confirm your participation in order to reduce the number of no-shows.
Event is sponsored by NordAxon (www.nordaxon.com) and OQAM (www.oqam.se) in collaboration.
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