Free Webinar: Josef Teichmann - Deep Hedging

PLEASE NOTE THAT THIS WEBINAR WILL START ON TUESDAY MAY 5, 2020 AT 6:00PM EDT NEW YORK CITY TIME*

TITLE: Deep Hedging

ABSTRACT:
We will discuss the framework of deep hedging in general
market environments and its exciting relations in a financial context
to reinforcement learning, reservoir computing, scenario generation,
regularization and model calibration.

BIOGRAPHY
Professor for Mathematical Finance at ETH Zurich. Research
interests in Stochastic Finance, Rough Analysis and Machine Learning.