QI Conference Series | Page 5 | CQF Institute

Using Machine Learning Algorithms to Estimate the Functional Form of Optimal Trading Strategies

36 mins

Alternatives to Deep Neural Networks for Function Approximations in Finance

38 mins

Data Driven Market Generators and their Model Governance

35 mins

Panel Discussion: How Can We Be More Ambitious with AI in Finance?

52 mins

On Accuracy Guarantees for Machine Learning in Derivatives Pricing

27 mins

Jensen

34 mins

Joint Calibration: The Case of Bank Regulatory Capital Securities

37 mins

Decentralized Finance, Central Bank Digital Coins, Automated Market Makers and Forex of the Future

35 mins

Cross-Currency Options and the Correlated SABR Model

34 mins

American Option Pricing in a Tick - Calibration in a Click

31 mins

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