The conference is going to take place at Eötvös Loránd University, Budapest, Hungary Pázmány Péter Sétány 1/A, Harmony Hall.
Rama Cont (University of Oxford):
Universal feature of intraday price formation: perspectives from Deep Learning
Paolo Giudici (University of Pavia):
Network models for robot-advisory asset allocation
György Ottucsák (Morgan Stanley):
Machine Learning in Interest Rate Markets
László Ujfalusy- Attila Fekete (Morgan Stanley):
Credit risk early warning system based on sentiment analysis
Gábor Petneházi (University of Debrecen):
Exploring the predictability of range-based volatility estimators using RNNs
Josef Teichmann (ETH Zürich):
Machine Learning in Mathematical Finance
László Györfi (BMGE):
Machine learning aggregation of portfolio selection strategies
Horváth Blanka (King’s College and Imperial College London):
Learning Rough Volatility
Leonardo Ferro (Morgan Stanley):
Derivatives pricing using Neural Networks
Gábor Fáth (Morgan Stanley):
Pricing derivatives with Tensorflow
The workshop is free for registered participants. You can register until October 12, 2018. If you want to cancel your registration contact the organizers at firstname.lastname@example.org.
Note that abstracts of proposed talks are expected to arrive at the organizers before September 21, 2018.
With my registration I give consent to and permit image- and sound-recording to be taken of me on the event, and these recordings to be used by the organizer(s) in their internal and external communications (e.g. with aims as reporting and giving information about the event, propagating/publicizing the event, using them as reference).
These recordings of me can be used for the above mentioned goals by any media provider free of charge, without any place or time limitation, through any technology suitable for broadcasting to the public, without any limitations regarding the number of times being used, and through every known utilization method stated in the Act LXXVI of 1999 on Copyright.
- L. Márkus (chair),
- N.M. Arató,
- J. Gáll,
- Gy. Michaletzky,
- G. Molnár-Sáska,
- V. Prokaj,
- M. Rásonyi
- A. Zempléni (chair),
- Á. Backhausz,
- V. Csiszár
The main sponsors are