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With Mark Higgins (Co-Founder/COO, Beacon Platform).
Tuesday, September 17, 2019 at 06:00 PM   Absolutely Free
Metis Data Science, 27 E 28th St
 
     
 
 
              

              
 
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Recent work by JPMorgan's Quantitative Research team has developed a new technique for calculating optimal hedges for arbitrary derivatives portfolios that is based on training a deep learning neural network. This technique reduces to standard risk neutral hedges when the standard risk neutral assumptions hold: no transaction costs, no restrictions on hedge size, continuous rebalancing of hedges, & no unhedgeable risks. However, it cleanly generalizes to the cases where those assumptions are violated. This technique shows promise for hedging problems in less liquid markets, such as physical commodity asset optimization & variable annuity hedging.

SCHEDULE:
6:00-6:30pm Networking
6:30-7:30pm Talk
7:30-8:00pm Networking

Speaker: Dr. Mark Higgins, Beacon Platform Chief Operating Officer & Co-Founder

Dr. Higgins co-founded Beacon in 2014 after spending twenty years on trading floors as a quantitative developer, trader, & manager, developing industry-leading trading & risk management software.

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About Metis

Metis (https://thisismetis.com/) accelerates data science learning for individuals, companies, & institutions through corporate training & accredited, immersive bootcamps.

The Metis bootcamp curriculum is designed & delivered by highly educated & industry-experienced practitioners, & all bootcamp graduates receive hands-on career support until theyre hired. Campuses are located in Chicago, New York City, San Francisco, & Seattle.

On the corporate side, Metis works with large organizations who want to upskill their teams in data science & analytics to gain efficiencies, remain competitive, & improve their bottom lines. Metis is proud to be backed by Kaplan, a global leader in education.

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Join our Metis Community Slack channel!

Apply here: http://bit.ly/MetisCommunitySlack

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Metis Code of Conduct

Metis is dedicated to providing a harassment-free experience for everyone, regardless of gender identity, age, sexual orientation, disability, physical appearance, body size, race, or religion (or lack thereof).

We do not tolerate harassment of students, staff, or visitors in any form. Sexual language & imagery is not appropriate for any event including talks, workshops, parties, & other online media. Individuals & groups that do not abide by these rules will be asked to leave and, if necessary, prohibited from future events.

If you have any questions or you're made to feel uncomfortable by anyone on our campus or at one of our offsite events, please let one of the staff members know right away. The matter will be taken seriously & promptly addressed.

 
 
 
 
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