most recent
16th WBS Quant Conference, virtual
Neural Networks applied to pricing and calibration of new stochastic volatility models, November 2020
Quant Minds
Hamburg, virtual, November 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/
Webinar: Neural Networks applied to pricing and calibration of new stochastic volatility models
The Thalesians, July 2020
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
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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