Quantitative Research and Machine learning at J.P. Morgan

J. P. Morgan Quantitative Research is responsible for developing and maintaining mathematical models, methodologies and tools used throughout the firm to value and hedge financial transactions.

Join us for our seminar to find out how Machine Learning techniques can be used in Quantitative Research.

We will discuss the limitations of the classical hedging approaches then use Machine Learning (deep recurrent neural networks) to build optimal hedging strategies for derivatives.

Please register if you would like to attend https://www.eventbrite.co.uk/e/quantitative-research-and-machine-learning-at-jp-morgan-tickets-39613605360.

Industrial Seminar

• Speaker: Greg Sidier and Ben Wood, J. P. Morgan
• Tuesday 14 November 2017, 16:00–17:00
• Venue: MR14.
• Series: Cambridge Centre for Analysis talks; organiser: CCA.