Thrilled and honored to present Deep Analytics in Tokyo next month.
TensorFlow makes it particularly easy to implement simple Monte-Carlo simulations on GPU. To be followed.
Thrilled and honored to introduce Deep Analytics for Oxford University in Central London, Thursday 12th December 2019.
Slides here: www.deep-analytics.org
Flying Monday to Amsterdam with my colleagues from Superfly Analytics of Danske Bank, including Brian Huge and Ove Scavenius, to attend the RiskMinds 2019 risk management conference and the award ceremony, where our group is nominated for ‘Excellence in risk management and modeling’.
EDIT: Superfly Analytics now won the award:
We will be presenting our vision of modern risk management systems and the ‘One Analytics’ platform: full front to back consistency with scripting of cash-flows , model hierarchies and AAD. Further, we will present ‘Deep Analytics’: leveraging risk management systems with AI to learn revaluation and risk analytics on the fly. For those unable to attend, we posted our slides online here:
By Brian Huge and Antoine Savine
Deep learning derivatives pricing, and risk, with differential regularisation
See our slides here: