In this event hosted by Bruno Dupire at Bloomberg’s headquarters, I will present advances in differential machine learning at 17:40. My talk will be followed at 18:30 by a tribute to the great mathematician Marco Avellaneda by some of his closest pairs, including Bruno, Raphael Douady, Mike Lipkin and Nassim Taleb. The talks are followed by a reception at 19:00.
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.