QuantMinds workshops

Led by SMEs, this is your chance to get up to speed with cutting edge techniques.

Rough Volatility Workshop

Hone your skills and get the latest on:

Econometrics and forecasting
Rough volatility models (under Q)
Affine models and their microstructural foundation
Computation

When?

Mon 18 Nov, pre-booking essential

Where?

Arora 13 & 16

Led by Jim Gatheral

Baruch College, CUNY

Machine Learning in Finance Workshop

Get to grips with:

Elements of deep learning
Deep learning for pricing and hedging
Deep calibration
Generative models

When?

Mon 18 Nov, pre-booking essential

Where?

Arcadia 1 & 2

Led by Blanka Horvath

University of Oxford

And Mikko Pakkanen

Imperial College

Mini workshops

Available on a first come first served basis

Practical techniques for building reliable LLM-based workflows

Led by Alexander Sokol, CompatibL, this session will focus on practical techniques for building reliable and effective LLM-based workflows for extracting accurate information from natural language documents or unstructured data.

When?

Tue 11:30-13:00

Where?

Arcadia 1 & 2

Quantum computing

Led by Davide Venturelli, USRA, this workshop will show the capabilities of quantum computing in finance and its impact on machine learning techniques.

When?

Thu 08:55-11:00

Where?

Arora 13 & 16

Latest in volatility modelling

Led by Julien Guyon, École nationale des ponts et chaussées, this mini workshop explores stochastic volatility and addresses the joint S&P 500/VIX smile calibration challenge.

When?

Thu 08:55-13:00

Where?

Cutty Sark 1 & 2