We are excited to invite you to the 2nd Quantitative Finance Conference Spring Edition, organized by World Business Strategies (WBS). This is an annual in-person event in London for quant finance and risk management professionals dealing with:

  • Volatility, Pricing, and Hedging
  • The Latest Modeling Techniques
  • Machine Learning and Deep Learning
  • ESG
  • Alt Data and Decentralized Finance (DeFi)
  • Risk and Regulations

The conference will open with a workshop day on May 17, where CompatibL’s executive chairman, Alexander Sokol, will talk about Advanced Topics in Autoencoders and Autoencoder Market Models (AEMM) in two sessions with a coffee break in between and a Q&A afterwards.

  • Session One: Machine Learning Architecture (VAE, VEGD), 13:30–15:00
  • Coffee Break, 15:0015:30
  • Session Two: Application to Interest Rate Models, 15:30–17:00
  • Q&A, 17:0017:30

On Conference Day One (May 18, 09:45–10:30), as part of the AI & Machine Learning Stream, Alexander will give a presentation on Autoencoder Market Models for Interest Rates.

Alexander says:

“While there are applications for AI and ML in the financial industry, the stakes are so high that we must find a balance between being at the cutting edge of technology and remaining extremely conservative in implementation. The models for the financial markets that we’ve developed at CompatibL are fully compliant, with trustworthy ML criteria, where you can understand exactly what a model does with the data it is trained on. You can also control which data you train the models on, and in that sense, they’re as transparent as the traditional financial models based on stochastic differential equations, which have been used on Wall Street successfully for several decades.”

From 17:00 to 18:00 on the same day, Alexander will also moderate a panel on Machine Learning Models covering the topics:

  • ML models for valuation, XVA, and risk
  • Natural language processing (NLP) and sentiment analysis in quant finance
  • ML and investing

The QFC Spring Edition will be held over three days (May 17May 19) at Level39, in the heart of Canary Wharf, London.

Follow the link to register.

Looking forward to seeing you there!

About the Quantitative Finance Conference

The 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.

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