april, 2017

27apr19:0022:00FFM Analytics Meetup - Inside The Black Box or Don't Mess With QuantsRead more >19:00 - 22:00 Platz der Einheit 2

Event Details

Reinforcement Learning Meets Hedging. ‎Miguel, FinTech and Machine Learning Ninja, Oxford graduate in mathematical finance, worked with startups,  experienced with Blockchain projects. And his colleague Walter, Expert in database technologies, is passionate about topological analysis. Math finance models, such as the famous Black Scholes model for option pricing, produce useful (and beautiful) results, sometimes relying on strong assumptions. Machine learning allows for more flexible models, but are they as good as the traditional ones? With a few toy examples, we’ll see how an exploring agent compares with traditional approaches. 
Science of High Frequency Trading. Stephanos, Financial Engineer Expert in high frequency trading (HFT), Cornell graduate in financial engineering. Stephanos will unbox the kitchen behind his daily work HFT. The speed race, an introduction to online algorithms; market microstructure and fast forward evolution of a strategy, its lifetime, and how easy it is to overfit time series data.
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(Thursday) 19:00 - 22:00



Platz der Einheit 2