Slides from the speakers

Christoph Reisinger (U. Oxford): Deep xVA solver -- A neural network based counterparty credit risk management framework. Slides / Video

Kristoffer Andersson (CWI): Learning exposure profiles for portfolios of exotic derivatives. Slides / Video

Shashi Jain (IISc Bangalore): Universal static hedging using a shallow neural network. Slides / Video

Anastasia Borovykh (Imperial College, London): To interact or not? On the convergence properties of interacting particle optimization. Slides / Video

Shuaiqiang Liu (TU Delft): Deep learning for large time-step simulations of stochastic differential equations. Slides / Video

Yuying Li (U. Waterloo, Canada): Asset allocation without pain: learning dynamic strategies directly from market data. Slides / Video