Speaker

Speaker
Alexander Sokol Executive Chairman of CompatibL,Quant of the Year Award Winner (2018) Fintech Person of the Year (2022)
Course Description
The course is intended for those who already know Python scripts and Jupyter notebooks but would like to learn how to build large scale enterprise software packages in Python as part of a professional software development organization.
- · Principles of large scale software design for Python
- · Best practices in using classes and inheritance
- · Best practices in test development
- · Working with complex data – dataclass, attrs, pydantic
- · Designing and responsibly versioning microservices
- · Creating useful and concise documentation
- · Best practices in version control and issue tracking
- · Packaging your software for distribution
Course Schedule
Dates:
Lecture 1 – August 8 (Mon)
Lecture 2 – August 10 (Wed)
Lecture 3 – August 15 (Mon)
Lecture 4 – August 17 (Wed)
Register
The number of participants is limited. Register to reserve your space today.
You will be notified with event details via the email address indicated on your application.
For additional information, please email us at training@compatibl.com
You will be notified with event details via the email address indicated on your application.
For additional information, please email us at training@compatibl.com
Workshop
Machine Learning Models for Interest Rates by Alexander Sokol
- VAE for handwritten digits from the MNIST dataset
- VAE for the yield curve
- Autoencoder short rate model in the Q- and P-measures
- Autoencoder forward rate model in the Q-measure
- Autoencoder term rate model in the P-measure
- Hands-on examples in Python