Alexander Sokol, CompatibL’s founder and head of quant research, sat down with Eugene Grygo of the Financial Technologies Forum (FTF) to talk about how trading and risk models are getting an exponential boost from machine learning.
The podcast covers:
- What a variational autoencoder (VAE) is and how CompatibL’s Autoencoder Market Models (AEMM) work
- How machine learning-enabled models might help with interest rate portfolios, managing limits and add-ons, as well as credit exposure concerns
- How cloud computing and the push for digital transformations are helping to advance autoencoder-based models
Click here to listen to the podcast.
About the Financial Technologies Forum
Founded in 2006, the Financial Technologies Forum is a women-owned media company focused on delivering news, other useful content, premier conferences, interactive webinars, podcasts, live stream discussions, and a variety of special events for the professionals that make capital markets work.