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Generative adversarial networks (GANs) are deep neural net architectures comprised of two net contesting with each other in a zero-sum game framework. The aim of GANs is to learn to to sample from... READ MORE
Reinforcement learning refers to goal-oriented algorithms, which learn how to maximise profits over many steps; for example, maximise the points won in a game over many moves. They can start from a blank... READ MORE
The implied volatility surface is a fundamental building block in derivative pricing. Interpolation techniques that recover a globally arbitrage-free implied volatility surfaces from market prices play an important factor. A crucial requirement for... READ MORE
The day ahead hourly price of electricity represents the price of electricity to be delivered at individual hours next day and serves as a key reference price in the electricity market and electricity... READ MORE
27-28 June 2018, Central London REGISTER HERE COURSE OVERVIEW In this course you’ll learn how to build and apply Machine Models for modelling the behaviour of asset prices and other time series, and... READ MORE