Quantitative Research and Machine learning at J.P. Morgan

Add to your list(s) Download to your calendar using vCal

• Greg Sidier and Ben Wood, J. P. Morgan
• Tuesday 14 November 2017, 16:00-17:00
• MR14.

If you have a question about this talk, please contact CCA.

Industrial Seminar

J. P. Morgan Quantitative Research is responsible for developing and maintaining mathematical models, methodologies and tools used throughout the firm to value and hedge financial transactions.

Join us for our seminar to find out how Machine Learning techniques can be used in Quantitative Research.

We will discuss the limitations of the classical hedging approaches then use Machine Learning (deep recurrent neural networks) to build optimal hedging strategies for derivatives.

Please register if you would like to attend https://www.eventbrite.co.uk/e/quantitative-research-and-machine-learning-at-jp-morgan-tickets-39613605360.

This talk is part of the Cambridge Centre for Analysis talks series.

This talk is included in these lists:

• All CMS events
• CMS Events
• Cambridge Centre for Analysis talks
• DPMMS info aggregator
• Hanchen DaDaDash
• Interested Talks
• MR14
• My seminars
• bld31

Note that ex-directory lists are not shown.