Workshop: Machine Learning Models for Interest Rates by Alexander Sokol
Financial establishments, central banks, and fintech start-ups alike have been exploring the potential of machine studying up to now few years. However, these advances have till now remained largely within the educational area.
In this workshop, CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, will current an in depth overview of his award-winning fashions and their real-life purposes and supply hands-on examples of methods to create a machine studying mannequin for rates of interest in Python.
Session one/Day 1 (Tuesday, June 7, 15:00–17:00 BST): Variational Autoencoder (VAE) for the Yield Curve*VAE for handwritten digits from the MNIST dataset*VAE for the yield curve*Hands-on examples in Python
Session two/Day 2 (Wednesday, June 8, 15:00–17:00 BST): Machine Learning Models in Q- and P-Measures*Autoencoder brief fee mannequin within the Q- and P-measures*Autoencoder ahead fee mannequin within the Q-measure*Autoencoder time period fee mannequin within the P-measure*Hands-on examples in Python
The workshop is open to software program engineers, information scientists, quantitative threat managers, and anybody who’s concerned about studying extra about machine studying fashions and their purposes in finance.
Register: https://bit.ly/3NgMtjA
About Alexander Sokol
Alexander Sokol is the founder, Executive Chairman, and Head of Quant Research at CompatibL. In 2022, he has been awarded the Fintech Person of the Year Award for his experience and developments on a brand new class of machine studying threat fashions that may work with brief pandemic-era historic time collection. Alexander additionally received the Quant of the Year Award in 2018 along with Leif Andersen and Michael Pykhtin, for their joint work revealing the true scale of the settlement hole threat that continues to be even within the presence of preliminary margin. Alexander’s different notable analysis contributions embody systemic wrong-way threat (with Michael Pykhtin, Risk Magazine), joint measure fashions, and the native worth of threat (with John Hull and Alan White, Risk Magazine), and imply reversion skew (Risk Books, 2014).
About WBS Training
WBS Training Ltd organizes workshops and conferences for the capital markets and treasury divisions of funding firms worldwide, centering its efforts on schooling. Its wealth of expertise permits WBS Training to bridge the hole between the most recent theoretical developments and confirmed sensible buying and selling ground necessities, enabling them to ship the standard and repair in monetary enterprise coaching that’s essential to their purchasers’ continued success within the market
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