Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies

Podcast Description

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.

Developments and Applications in (explainable) ML in Portfolio Management

Podcast Description

In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will be participating in a panel discussion at the conference.

Renee discusses the issues of explainable machine learning within portfolio management, the takeaways we can expect from the conference’s panel discussion, the rise of machine learning, and Renee’s own career path through quant finance.

Machine Learning in Systematic Futures Allocation

Podcast Description

Tony discusses the role of research in quantitative investment, the current debates in the quant community including p-hacking and the importance of peer-reviewing, and where his excitement for quant finance first came from.

Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning

Podcast Description

QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, ‘Smiling in Action’, and the exciting advancements happening in machine learning.

Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies

Podcast Description

QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what researchers should prioritize when using artificial intelligence and machine learning in building automated trading strategies, his career path in quantitative finance and machine learning, and where his research will take him next.

Navigating New Waters of Extreme Change in Quant Finance

Podcast Description

With the pace of change in financial markets becoming more rapid, QuantSpeak is joined by Dr. Misha Fomytskyi, Co-Founder of Vola Dynamics, to discuss his journey into quant finance, lessons learned from the previous ‘new world’ of 2008, and why quants should be focusing on Machine Learning over the next 5 years.

How can Quants Engage with Deep Learning?

Podcast Description

QuantSpeak host, Dan Tudball, is joined by NVIDIA’s Tim Wood and John Ashley to discuss deep learning in finance and how quants can engage with these artificial neural networks.