Quantitative Research and Machine learning at J.P. Morgan

Cambridge Centre for Analysis &  Cambridge SIAM-IMA Student Chapter

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.
 
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This is an industrial seminar and is part of the <A HREF="https://www.talks.cam.ac.uk/show/index/33003" TARGET="_blank" DATA-MSYS-CLICKTRACK="0" REL="nofollow noopener noreferrer">Cambridge Centre for Analysis talks</A> series. 
The seminar is followed by a reception with refreshments.

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Quantitative Research and Machine learning at J.P. Morgan

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Quantitative Research and Machine learning at J.P. Morgan

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