This November, CompatibL sponsored and participated in QuantMinds International 2022, a major conference showcasing the latest advances in quantitative finance.
The conference covered a wide range of topics from pricing and volatility to risk management and machine learning innovations.
Alexander Sokol, CompatibL’s founder and head of quant research, presented the company’s quant teams’ research on Autoencoder Market Models for Interest Rates. This highly successful presentation was attended by more than 100 quant professionals, who shared their feedback and engaged in detailed discussions on the topic. The slides can be downloaded via the link above.
Following the presentation, Alexander was interviewed by QuantMinds’ Joanna Simpson about how machine learning can benefit the financial industry.
The conference once again proved its position as a leading venue for quantitative finance professionals to create new connections and catch up with industry peers.
The CompatibL team would like to thank everyone involved in making this conference such an enjoyable experience and wish the organizers even greater success with next year’s event.
To learn more you can catch up with CompatibL’s latest interviews on the validation challenges of machine learning models and how interest rate models can be improved with machine learning.
About QuantMinds International
QuantMinds International is the largest event for quants around the world, bringing together leading practitioners and academics. It’s an invaluable opportunity to move quant models forward as well as to discuss pricing and volatility, alpha generation, machine learning and many more topics.
