Aitor Muguruza GonzalezHead of Scientific Research and Data Analytics at Kaiju Capital ManagementSpeaker
Profile
Aitor Muguruza is the Head of Scientific Research and Data Analytics at Kaiju Capital Management. He is also a visiting Lecturer at Imperial College London. Aitor has previously served as a Quantitative Research Analyst at Natixis, where he worked in the equities division.
Aitot holds a PhD in Mathematics from Imperial College London and his research interests include stochastic volatility modelling, machine learning and AI in finance.
He was recipient of the Rising Star Award in Quantitative Finance by Risk Magazine in 2020 due to the seminal paper "Deep Learning Volatility" and the Natixis Foundation for Quantitative Research 2017 prize for best Master’s thesis.
Agenda Sessions
Clustering market regimes using the Wasserstein Distance II: multi-dimensional case
, 16:30View Session