London Marriott Hotel Regents Park, 128 King Henry's Rd, London, United Kingdom
Tuesday 6th March, 8:00am - Until Friday 9th March, 5:00pm
This award-winning event returns to London on the 7th-8th of March 2018. With separately bookable pre and post-conference forum and workshop on the 6th & 9th of March 2018.
The quant playing field has been gradually changing over the years. The proliferation of machine learning applications to trading, asset allocation, stock selection, portfolio optimization, risk management and compliance - to name just a few areas - is at the centre of the research projects of banks and investment firms. We have also seen the buy-side industry adopting a more systematic approach to investment management, creating a fertile ground for quantitative investment models, algorithmic trading and data science.
As well as these emerging trends, quantitative solutions to regulatory challenges remain a fundamentally important area in quant finance, thus XVA, the standard initial margin model, Fundamental Review of the Trading Book, stress-testing, and model validation remain an important part of Quant Summit Europe. We have also observed interesting developments in price modelling and computational techniques which we will showcase at the event this year.
Speakers: Youssef Elouerkhaoui, Andrew Green, Jessica James, Peter Jaeckel, David Jessop, Chris Kenyon, Alexei Kondratyev, Gordon Lee, George Lentzas, Maurizio Luisi, Uwe Naumann, Gabriele Susinno, Alexader Sokol, Colin Turfus
London Marriott Hotel Regents Park, 128 King Henry's Rd, London, United Kingdom NW3 3ST