QuantMinds International brings together leading experts in the field of quant finance. The conference provides a platform to move quant models forward.

Christian Kappen, manager and quant finance expert, will provide insights into the practical application of machine learning (ML) to the acceleration of risk calculations. In particular, he will report on a pre-study, recently carried out with one of our clients, regarding the ML-based valuation of embedded BGB §489 options in the context of market risk calculations. He will discuss deep neural networks (DNNs), Chebychev methods, and model lifecycle management of ML methods.

A preview of the talk is already available online.

QuantMinds International will take place in Barcelona from 7 - 10 November. Further information about the event and the option to register can be found here.