Registration Link: www.quantinsti.com/research-presentations-29-se...
TUESDAY, SEPTEMBER 29, 2020
8:30 AM ET | 6:00 PM IST | 8:30 PM SGT
#10YEARSOFQUANTINSTI
As they say, knowledge is the greatest gift in life. While celebrating our 10 years of existence, we’ve planned this series to thank our community. We are thankful to you from the bottom of our heart for showing the love & support in our journey over the years!
ABOUT PRESENTATIONS
Topic 1: Credit Risk Modeling by Dr Xiao Qiao
Deep learning can be used to price and calibrate models of credit risk. Deep neural networks can learn structural and reduced-form models with high degrees of accuracy. For complex credit risk models, whose closed-form solutions are not available, deep learning offers a conceptually simple and more efficient alternative solution. We propose an approach that combines deep learning with the unscented Kalman filter to cali