Powering Decisions with Data: From Energy Pricing to Explainable AI

PyData Milano - 3rd Meetup! 🎉

Get ready for another night of data science exploration and connections! 📊🔍

Date: April 17, 2024

Time:
18:30 🚪 Door Opening
19:00 🎤 Talks Start
20.30 🤝 Socializing & Networking
(Optional) 🍽️ Dinner (21.00 - Location TBD)

Location: Google Italy, Via Federico Confalonieri, 4, 20124 Milano MI

Talks:
Swing Option Pricing in Energy market: A Dynamic Programming Approach
by Edoardo Santilli & Matteo Gardini (Plenitude) 💹
This talk will provide an in-depth exploration of storage contracts, specifically focusing on commodities like gas. We will discuss how these complex American-style options allow holders to inject or withdraw a commodity to maximize revenue, subject to certain constraints.
The core of the talk will be a detailed walkthrough of a pricing methodology using the Bellman equation and the least-square approach by Longstaff and Schwartz [2001] for American options. We will also present a simulation-based algorithm for determining the contract’s value and optimal policy.

Explainable AI: opportunities and challenges
by Yuliya Butkova (Docebo) 🤖
This talk will make a brief introduction into the field of AI called explainable AI. We will introduce a few example techniques, show how they can be used in practice and in the end touch upon some of the challenges that practitioners may face when trying to use explainable AI.

I have a PhD degree in Computer Science and after graduation I have joined a startup called QuantPi as a Data Scientist. There I have spent a few years researching and implementing various explainable AI techniques.

Sign Up!
Space is limited, so RSVP today to secure your spot!

Please note:
Remember to RSVP using your full name for security reasons.
If you can't attend, please let us know by 15/04 so we can plan accordingly. We look forward to seeing you there! 🙌