Kay Giesecke

Serge Kassibrakis

Kay Giesecke Stanford University
Serge Kassibrakis Swissquote
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Summary

Deep learning is increasingly being applied to financial market data to generate new insights. We will hear from two experts who are developing new applications of deep learning. Kay Giesecke (Stanford University, Infima Technologies) and Serge Kassibrakis (Swissquote) are practitioners with a strong academic grounding, who are willing to give us a look at their latest innovations in this space.

We will discuss applications of deep learning to:

  • Implied volatility calculation
  • Mortgage Backed Securities (MBS) markets

Presenters

Kay Giesecke: Stanford University, Professor of Management Science & Engineering, Director of the Advanced Financial Technologies Laboratory, Director of the Mathematical and Computational Finance Program. Founder, Executive Chairman and Chief Scientist of Infima Technologies
Serge Kassibrakis: Swissquote Group Ltd: Head of  Quantitative Asset Management, Director, Member of Senior Management


moderated by Anton Seidel, board member at Swiss Risk Association

Agenda

18:00 Opening and speeches
19:00 Q&A
19:30 end

Chapter Event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practices on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Risk Analytics and Models.

 

  • Deep Learning in Financial Market Analytics
    17. May 2022
    18:00 - 19:30

Venue:  

Address:
(Zoom login infos sent in registration confirmation), Switzerland

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