Risk podcast : Differential Machine Learning

Co-author Brian Huge and I were interviewed by Risk Magazine last week and got a chance to present differential ML and related algorithms in non-technical terms. The podcast is publicly available https://www.risk.net/cutting-edge/views/7880346/podcast-huge-and-savine-on-turbo-charging-derivatives-pricing

Podcast: Huge and Savine on turbo-charging derivatives pricing

Excellence in Risk Management and Modelling award | RiskMinds 2019 | Winner: Superfly Analytics at Danske Bank

From Risk Minds web page: “This award is for the team who has tirelessly designed, developed and implemented new models and risk management techniques that have helped their financial institution manage risk more accurately and/or helped their institution comply with regulatory requirements.”

RiskMinds is “the world’s largest risk management event. 700+ CROs and experts from banks, buy-side, regulators, academia and beyond cover every hot topic in risk.”

Superfly Analytics presented its One Analytic Engine and Deep Analytics: Risk Management with AI. See all the slides here.