Workshop: Machine Learning Models for Interest Rates by Alexander Sokol
Bobsguide
MAY 18, 2022
In this workshop, CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, will present a detailed overview of his award-winning models and their real-life applications and provide hands-on examples of how to create a machine learning model for interest rates in Python. Autoencoder short rate model in the Q- and P-measures.
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