This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International
18 - 21 November 2024
InterContinental O2London

FX , Commodities and Trading Innovations agenda

We've got a whole stream of content focused on FX, Commodities and Trading on Thursday 5 November. Key topics under discussion include:

  • Modeling energy forward curves in the framework of the reproducing kernel hilbert spaces
  • One step forwards, one step back: finite difference algebras and perfect discretization
  • Deep learning hidden correlations in the FX market with jumps
  • Opportunities in FI/FX hedging with the cross currency basis
  • A lognormal type stochastic volatility model with quadratic drift
  • Exploring neural networks for pricing and calibration of stochastic volatility and term structure models
  • Modelling forward rates of commodities and the interaction between them