Skip directly to content

Neural Parametric Models: Novel Modelling Methods in Finance

Speaker:Thijs Van Den Berg

CQF Institute is proud to bring you a free online talk with Thijs Van Den Berg on Neural Parametric Models: Novel Modelling Methods in Finance

This event can earn you up to 2 CPD credits.

Abstract

We present a novel generic machine learning modelling method to learn and extract parametric models and calibration algorithm directly from data. These techniques open up the doors to apply machine learning modeling to a wider range of financial modelling problems. We present various applied examples in finance that illustrate the power of NPMs.

Speaker's Bio

Thijs van den Berg is an independent consultant in Machine Learning and Quantitative Finance. For the last 15 years, Thijs has helped asset managers, banks, pension funds, government, trading firms, energy companies, and telecom in Europe with their modeling needs. He has given various courses (with Paul Wilmott) about using Machine Learning in finance. In the past, Thijs was manager Research and Modelling at a large energy firm, and before that an options trader at the trading floor of the European Options Exchange / Euronext. Thijs holds an MSC in Computer Science / Machine Learning from the Technical University of Delft and is currently working part-time on his Ph.D. thesis at the University of Amsterdam. Thijs ranked in the top 0.5% at Kaggle, a platform where AI coders compete on projects, he has won the annual Dutch National Science quiz twice. He’s also a contributor to open-source libraries like the Boost C++ libraries.