XVA sees your trading book valuation problem and raises it by whatever magnitude induces hyperventilation. Ryan Ferguson discusses how a moment of inspiration led to total domination of the XVA compute problem […]
BMO Harnesses AI Technology for Capital Markets Structured Note Pricing and Scenario Analysis […]
A powerful AI platform originally developed with the goal of putting Deep Neural Networks to work on European public health policy issues has steadily gained a reputation for being one of the most compelling technologies […]
Thijs van den Berg, a consultant and author on machine learning in quantitative finance will present a talk on neural parametric models, novel modeling methods in finance for the CQF Institute on 22nd September. Thijs […]
Spikes of considerable magnitude have become more common in equity markets, particularly over the last three years. This phenomenon has provided an opportunity to re-examine traditional approaches to predicting value and risk. Ongoing research by […]
Stephen Wolfram’s recent blog post on the launch of Mathematica and Wolfram Language 11 presents a number of innovations that Quants will find worth exploring In an extensive blog post to mark the launch of […]
© All material, including contents and design, copyright Wilmott Electronic Media Limited | Privacy | About |Contact us