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Talk: Variational Autoencoders in Derivatives Pricing, March 22

By March 22, 2021April 5th, 2021No Comments

Riskfuel Director of R&D Maxime Bergeron presents at this year’s Quantitative Finance Conference hosted by WBS. Maxime shows us that variational autoencoders are powerful tools that we can use to explore the space of volatility surfaces.

WBS Training Ltd organizes workshops and conferences for the capital markets and treasury divisions of investment companies worldwide. Learn more about WBS