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Mehdi Tomas
PhD Student at École Polytechnique

Profile

Mehdi is currently a PhD student at École Polytechnique. His research focuses on multi asset market impact but he is also interested in applications of statistical learning for options. He previously worked on FX options at HSBC and holds a master’s in Mathematical Finance from Imperial College and a master’s in Engineering from École Centrale Paris.

Mehdi Tomas's Network

Agenda Sessions

  • How to use the machine learning results for (rough) volatility in practice?

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  • Deep Learning Volatility

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