On-line One-day Workshop "Machine Learning in Quantitative Finance and Risk Management"

Dear colleagues and students,

This is an

Announcement for an On-line One-day Workshop
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"Machine Learning in Quantitative Finance and Risk Management"
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Thursday July 2nd 2020,

organised by Kees Oosterlee and Kristoffer Andersson (CWI, Amsterdam).
The workshop times are CET, Central European Time:

10:00 AM: (Keynote) Christoph Reisinger (U. Oxford): "Deep xVA solver -- A neural network based counterparty credit risk management framework"
11:00 AM  Kristoffer Andersson, (CWI): “Learning exposure profiles for portfolios of exotic derivatives”
11:50 AM: Shashi Jain (IISc Bangalore): "Universal static hedging using a shallow neural network"

13:30PM: Anastasia Borovykh (Imperial College, London): “To interact or not? On the convergence properties of interacting particle optimization”
14:20PM: Shuaiqiang Liu, (TU Delft): "Deep learning for large time-step simulations of stochastic differential equations"
15:15PM: (Keynote) Yuying Li (U. Waterloo, Canada): "Asset allocation without pain: learning dynamic strategies directly from market data"

This workshop will take place, on-line, via zoom.us.
See https://www.cwi.nl/research/groups/scientific-computing/events/workshop-machine-learning-in-quantitative-finance-and-risk-management
for the log-in details.