Quantitative Research and Machine Learning at J.P. Morgan

WHERE:

MR14 - Centre for Mathematical Sciences
Cambridge, United Kingdom
WHEN:

Tuesday, 14 November 2017
from 16:00 to 17:00
SPEAKERS:

J.P. Morgan
ABSTRACT
J. P. Morgan Quantitative Research is responsible for developing and
maintaining mathematical models, methodologies and tools used throughout
the firm to value and hedge financial transactions.

Join us for our seminar to find out how Machine Learning techniques can
be used in Quantitative Research.

We will discuss the limitations of the classical hedging approaches then
use Machine Learning (deep recurrent neural networks) to build optimal
hedging strategies for derivatives.

http://www.talks.cam.ac.uk/talk/index/94816

Please register to attend:
https://www.eventbrite.co.uk/e/quantitative-research-and-machine-learning-at-jp-morgan-tickets-39613605360