Global Derivatives will gather over 150 academics, financiers, regulators, quants, and technologists to discuss geopolitical issues, new trends in quant finance, liquidity risk, CCPs, regulation, dealing with negative interest rates, volatility, machine learning, artificial intelligence, big data, option pricing, commodities and more.
Peter’s session on day 1 will highlight his team’s latest research: “Machine learning case studies: Commodities and Equities”. On day 2, Peter will participate in the panel: ”Big Data- Successfully integrating SIGNAL into your existing strategies”.
You can see the full event agenda here
Peter will be available for personal debriefs during the event. You can connect with him on LinkedIn here.
Nov 1-3, 2017
The Four Seasons Hotel