Alexander Sokol Will Speak on Market Generators at the Quantitative Finance Conference Spring Edition

Mar 18, 2021

On March 22, 2021 11:00 EDT, CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, will give a presentation on market generators for long time horizons—machine learning algorithms for generating realistic samples of market data when historical time series have insufficient length or gaps. In this presentation, he will describe a family of market generators that use machine learning to generate market scenarios with accurate probability distributions over long time horizons from limited time series.

On March 26, 2021 12:00 EDT, Alexander will moderate a panel discussion on the topics of:

  • The unique challenges of using machines in finance
  • Dealing with model risk in machine learning
  • Important machine learning techniques for the future
  • The potential for machine learning in systematic trading
  • Successful machine learning applications in finance
  • Global trends in using artificial intelligence and machine learning in financial services

At 09:00 EST on March 29 and 30, 2021, Alexander will host a post-conference workshop on “Practical Machine Learning for Quantitative Finance”, where important practical ideas and techniques in machine learning will be presented.

About the Quantitative Finance Conference

Every year, 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. The Quantitative Finance Conference Spring Edition will include two streams and more than 40 world class speakers across the financial sector who will share their insights, best practices, and innovative solutions that address current and future challenges, risks, and opportunities.

Registration is available at WBS Training until March 22.

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