Talks and presentations

Upcoming talks

International Conference on Computational Finance 2019, July '19, A Coruna, Spain
International Congress on Industrial and Applied Mathematics 2019, July '19, Valencia, Spain
SIAM Conference on Financial Mathematics and Engineering 2019, June '19, Toronto, Canada

Conference talks

18th Winter school on Mathematical Finance, Lunteren, the Netherlands, January '19, Lunteren, the Netherlands
International Conference on Numerical Analysis and Applied Mathematics 2018 , September '18, Rhodes, Greece
2018 SIAM Annual Meeting July '18, Portland, Oregon
Quantitative Methods in Finance Conference 2017 December '17, Sydney, Australia
2nd International Conference on Computational Finance September '17, Lisbon, Portugal
SIAM Student Computational Finance Day 2016 May '16, Delft, the Netherlands
Second International Congress on Actuarial Science and Quantitative Finance June '16, Cartagena, Colombia

Poster presentations

International Conference on Artificial Neural Networks September '17, Alghero, Italy

Presentations to industry

‘Financial forecasting with neural networks’, presented at VORtech Delft, Prometeia Milan, EY Amsterdam
‘Efficient computation of various valuation adjustments (XVA) under local Lévy models’, presented at Banca IMI Milan, Prometeia Bologna