This November, professionals, researchers, academics, and leading experts in quantitative finance from all over the world will take part in the three-day 17th Quantitative Finance Conference Online organized by World Business Strategies (WBS) to share their industry knowledge and discuss the latest innovations and research findings.

CompatibL is honored to be a sponsor as well as one of the main participants at the event. Executive Chairman and Head of Quant Research Alexander Sokol will speak on “Variational Encoder-Decoder Models for the Interest Rates” on Day 1 of the main conference, Thursday 18 November, 2021 11:00–11:45 GMT (12:00–12:45 CET). In this presentation, he will discuss a variational encoder-decoder model architecture for the interest rates in Q- and P-measure, analyze the difference between the proposed architecture and the classical variational autoencoder (VAE), and show how to build a wide variety of models with desirable properties depending on the available calibration data.

Alexander will also lead a Quantitative Finance Panel, Thursday 18 November 16:30–17:30 GMT (17:30–18:30 CET).

In a pre-conference workshop on Wednesday 17 November 13:00–17:00 GMT (14:00–18:00 CET), Alexander will present his research: “Machine Learning Models for the Interest Rates”. Key topics include:

  • Principles of interest rate model construction
  • Introduction to variational autoencoders (VAE)
  • Machine learning models for the interest rates

The conference will take place online over three days (17–19 November), with two workshops and three consecutive streams by more than 30 expert speakers from 09:00 till 15:00 GMT on each day. These will cover:

  • Volatility, Options Pricing, and Modeling
  • Machine Learning and Alt Data
  • Deep Learning and Monte Carlo
  • Ibor, ESG, and Climate Risk
  • XVA and Modeling

Register for the conference at WSB Training to gain access to many valuable insights.

About the Quantitative Finance Conference

Every year, WBS’s Quantitative Finance Conference brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new perspectives, and innovations in the industry. The 17th conference will be hosted exclusively via Zoom, with a live chat, and will include access to WBS’s online educational portal for all delegates.

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