Machine Learning for Long Risk Horizons: Market Generator Models
Get the latest research on machine learning in model validation by Alexander Sokol and Alexey Kondratyev that was presented at Risk Live 2020 and the Quantitative Finance Conference.
Download
Alexander Sokol Speaks at the Quantitative Finance Conference Spring Edition

CompatibL is excited to announce that its Executive Chairman, Alexander Sokol, will give a presentation on market generators—machine learning algorithms for generating realistic samples of market data—at the Quantitative Finance Conference Spring Edition, which will take place online from March 22 through March 30, 2021. He will also moderate a machine learning panel and host a post-conference workshop on practical machine learning.

Read More

We are proud to announce that CompatibL Cloud has been chosen as the winner of bobsguide’s Best Cloud Platform Award for 2020.

Read More

The Risk Live 2020 festival took place on November 9–13 as a virtual event with more than 800 registered attendees and 52 expert speakers. At the event, CompatibL’s Head of Quant Research, Alexander Sokol, and Standard Chartered Bank’s Head of Data Analytics, Alexei Kondratyev, had the pleasure of presenting a brand new machine learning approach to market generators for long risk horizons.

Read More

Alexander Sokol, CompatibL’s Executive Chairman and Head of Quant Research, and Alexei Kondratyev of Standard Chartered Bank will discuss the future of quantitative finance, focusing on the use of machine learning for long risk horizons in market generator models, on Friday November 13, 2020.

Read More

CompatibL is excited to announce that its esteemed Executive Chairman, Alexander Sokol, will be giving a speech at this year’s WBS Quantitative Finance Conference on Monday November 16, 2020. He will also chair a machine learning panel on Friday November 20 and host an FRTB workshop on Monday November 23 and Tuesday November 24.

Read More

CompatibL attends Risk South Africa 2019 as the key sponsor to be part of the trends and stay ahead of the global curve.

Read More

The CompatibL team is excited to share the highlights of Risk Live 2019, the biggest event for quants and developers.

Read More

The CompatibL team is excited to participate at Risk Live 2019, taking place in London. The event will bring together the leading quants and developers in risk management and risk transfer markets to share the latest insights on topics from Libor reform to machine learning and AI.

Read More

For his input into revealing hidden settlement risks, Alexander Sokol is named Quant of the Year at the 2018 Risk Awards.

Read More

Quant Summit Europe 2017 showcases the latest techniques and tools and discusses the most challenging regulatory topics.

Read More
Contact CompatibL
Submit your query and one of our experts will be in touch