Conferences / Seminar Talks

most recent 

Webinar: Neural Networks Applied to Pricing and Calibration of Stoch Vol Models

The Machine Learning Institute / WBS Training / QuantsHub, May 2020
View Slides PDF

https://www.youtube.com/channel/UC0YjnxNjofkoHC6N7in0Rvg 
https://quantshub.com

Quant Minds

Hamburg, May 2020

Talk: Exploring neural networks for pricing and calibration of stochastic volatility and term structure models
https://informaconnect.com/quantminds-international/speakers/jrg-kienitz-1/

WBS The 4th Machine Learning & AI in Quantitative Finance Conference

March 2020

Panel: Machine Learning, AI & Quantum Computing in Quantitative Finance
Talk: Model Selection & Validation for Neural Networks

Machine Learning – Option Pricing, Calibration

Masterclass, Johannesburg, March 2020

Download Slides (34 MB)
https://github.com/Lapsilago/machine-learning-examples
https://github.com/niknow/machine-learning-examples

Machine Learning – Option Pricing, Calibration, Hedging

WBS Quant Conference, Rome, October 2019

Download Slides (17 MB)

Regression for Dynamic Initial Margining – The JLSMC Method

WBS Fixed Income Conference, Nice, September 2018

Regression for Dynamic Initial Margining – The JLSMC Method

Bachelier Conference, Dublin, July 2018

Volatility Modelling for FRTB

WBS Fixed Income, Florence, October 2017

Quantization Methods in Finance

(together with Ralph Rudd and Thomas McWalter)
WBS Fixed Income, Florence, October 2017

Quantization Methods in Finance

(together with Ralph Rudd and Thomas McWalter)
Global Derivatives, Barcelona, May 2017

AIMS Summer School 

(Invited Speaker)
Cape Town, February 2017

Quantization Methods in Finance

(with T. McWalter)
WBS Fixed Income, Berlin, October 2016

Exposure Modelling

WBS Fixed Income, Berlin, October 2016

Quantization Methods in Finance

(with T. McWalter)
Bachelier, New York, July 2016

Financial Mathematics

(Invited Speaker)
Vysoke Tatry, Algorithmy, March 2016

 
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