The Current State of AI Modeling for Finance: Day 2

Date Time
12 Aug 2020
9:30 PM EDT

Overview

In this session, we will address new features in MATLAB® and how they can be applied to the industry, explain the decisions being made by our models and create a system to mitigate the model risk associated with this technology.

Agenda Day 2: August 13

Time Title
11:30am – 12:00pm

What’s New in MATLAB for Finance

  • Learn about the latest features across a variety of needs, including object-oriented frameworks, risk management tools and more inbuilt options to design, price and hedge complex financial instruments.
12:15 – 12:45pm

Reinforcement Learning

  • Explore reinforcement learning to determine efficient hedging strategies
1:00-1:30pm

Model Governance in the age of SR11-7

  • Mitigate model risk and navigate the regulatory climate with MathWorks’ model risk management solution

Productionization Challenges

  • Deploy your models to a production environment without recoding
1:45pm End of Day

Highlights

  • New features and toolboxes supporting computational finance
  • Explore reinforcement learning to determine efficient hedging strategies
  • Mitigate model risk and navigate the regulatory climate with MathWorks’ model risk management solution
  • Deploy your models to a production environment without recoding

About the Presenter

Peter Brady is an application engineer with MathWorks striving to accelerate our customer’s engineering and scientific computing workflows across maths, statistics, finance and machine learning.  Prior to joining MathWorks, Peter worked in computational fluid and thermodynamics as well as high performance computing for a number of defence and civil contractors as well as a few universities.  He has worked in fields as diverse as cavitation, wave/turbulence interactions, rainfall and runoff, nano-fluidics, HVAC and natural convection including scale out cloud simulation techniques.  Peter holds doctorate in free surface computational fluid dynamics and a bachelor of civil engineering both from the University of Technology Sydney.

Frank Fu is an Industry Manager at MathWorks. He covers financial services sector in Asia-Pacific region, specializing in application of MATLAB in financial modeling for various financial institutions such as central banks and asset management companies. Before joining MathWorks in 2018, he worked at Deloitte in Shanghai as risk management specialist, serving different local financial institutions such as commercial banks and securities companies. In his current role, Frank has worked with different MathWorks offices across APAC, helping local customers in the financial services industry to adopt MATLAB to facilitate their daily work, introducing latest features and updates, and getting their feedback on MATLAB products. Frank holds a master’s degree in international business from the University of Applied Science in Berlin and a master’s degree in finance from the University of Munich (LMU).

Product Focus

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