QuPodcast
QuPodcast
Sri Krishnamurthy
Machine Learning in Finance: Dr Paul Bilokon - Stochastic filtering and MCMC in finance
27 minutes Posted Dec 18, 2020 at 3:41 pm.
0:00
27:39
Download MP3
Show notes

Check out the upcoming speakers at: https://qufallschool.splashthat.com/

Subscribe to this podcast at www.anchor.fm/qupodcast

Or

On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003

Slides and video at: https://academy.qusandbox.com/#/market/5f3c39ff99aa4a24691da5f3

A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times!

Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc.

Topic: Stochastic filtering and MCMC in finance

While the focus in machine learning is on neural networks, we shall demonstrate that other algorithms can be considered in this paradigm. In particular, we shall introduce stochastic filtering and MCMC with applications to finance.