Generative Adversarial Networks for Finance

Logo
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.
Related topics:

More from this channel

Upcoming talks (0)
On-demand talks (265)
Subscribers (55727)
Dataiku is the world’s leading platform for Everyday AI, systemizing the use of data for exceptional business results. Organizations that use Dataiku elevate their people (whether technical and working in code or on the business side and low- or no-code) to extraordinary, arming them with the ability to make better day-to-day decisions with data. More than 450 companies worldwide use Dataiku to systemize their use of data and AI, driving diverse use cases from fraud detection to customer churn prevention, predictive maintenance to supply chain optimization, and everything in between.