It’s with great pleasure that we announce that @MatRosenbaum is the winner of the 2020 Louis Bachelier Prize of the @LondMathSoc https://t.co/dDCWYuxqCs
Please check the video ( https://t.co/4DVbX0Dsnr ) and the paper ( "How to build a cross-impact model from first principles: Theoretical requirements and empirical results" https://t.co/g8zJbBFZcG ) of the recent @thalesians presentation with Mehdi Tomas https://t.co/iWHD9rRT3k
"Solving the enigma of volatility smiles: Has the problem of jointly calibrating the volatility smiles of the Vix and S&P 500 been solved?" https://t.co/9oySeaiIA0 at @RiskDotNet w/different approaches by (i) @julienguyon1977 and (ii) @MatRosenbaum@jim_gatheral and Paul Jusselin
Congratulations to Blanka Horvath, Aitor Muguruza and Mehdi Tomas ( https://t.co/iWHD9rRT3k ) for the Rising Stars award ( https://t.co/3KBhWcxlLH @RiskDotNet ) based on the paper Deep Learning Volatility ( https://t.co/0ay5krw7T7 ).
Congratulations to Blanka Horvath, Aitor Muguruza and Mehdi Tomas ( https://t.co/iWHD9rRT3k ) for the Rising Stars award ( https://t.co/3KBhWcxlLH @RiskDotNet ) based on the paper Deep Learning Volatility ( https://t.co/0ay5krw7T7 ).
New paper: Improving reinforcement learning algorithms: towards optimal learning rate policies
by Othmane Mounjid and Charles-Albert Lehalle
https://t.co/brit4Dhy5z