Generative Adversarial Networks for Finance

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Presented by

Alexandre Hubert, Lead Data Scientist, Dataiku

About this talk

The Gaussian assumption in the Black-Scholes formula for option pricing has proven its limits. Today, Generative Adversarial Networks (GANs) are the new golden standard for simulation. It has worked wonders in image generation, but can it be applied to option pricing? Here is the story of how 2 data scientists (inc. a former trader) deployed a GAN for option pricing in real-time, in 10 days.
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Dataiku is the platform for Everyday AI, enabling data experts and domain experts to work together to build data into their daily operations, from advanced analytics to Generative AI. Together, they design, develop and deploy new AI capabilities, at all scales and in all industries. Organizations that use Dataiku enable their people to be extraordinary, creating the AI that will power their company into the future. More than 600 companies worldwide use Dataiku, driving diverse use cases from predictive maintenance and supply chain optimization, to quality control in precision engineering, to marketing optimization, Generative AI use cases, and everything in between.