Talks and presentations
Machine Learning in Quantitative Finance and Risk Management July 2020, CWI Amsterdam, the Netherlands, A talk on "To interact or not: the convergence properties of stochastic mirror descent"
Mathematical and Computational Finance Seminar March 2020, University of Oxford, A talk on "Neural networks for solving PDEs, option pricing and calibration"
Scientific Computation Seminar March 2020, University of Nottingham, A talk on "Analytic expressions for the output of neural networks with applications to generalization"
SIAM Conference on Financial Mathematics and Engineering 2019 June 2019, Toronto, Canada
18th Winter school on Mathematical Finance, Lunteren, the Netherlands, January 2019, Lunteren, the Netherlands
International Conference on Numerical Analysis and Applied Mathematics 2018 , September 2018, Rhodes, Greece
2018 SIAM Annual Meeting July 2018, Portland, Oregon
Quantitative Methods in Finance Conference 2017 December 2017, Sydney, Australia
A poster on "To interact or not: the convergence properties of stochastic mirror descent" Workshop on "Beyond first-order methods in ML systems" at 36th International Conference on Machine Learning (ICML) July 2020, Vienna, Austria
A poster on "Generalization in fully-connected neural networks for time series forecasting" Time Series Workshop at the 36th International Conference on Machine learning (ICML), June 2019, Long Beach, USA )
A poster on "The effects of optimization on generalization in infinitely wide neural networks" Workshop on Understanding and Improving Generalization in Deep Learning at the 36th International Conference on Machine learning (ICML) June 2019, Long Beach, USA
International Conference on Artificial Neural Networks September 2017, Alghero, Italy
Presentations to industry
‘Financial forecasting with neural networks’, presented at VORtech Delft, Prometeia Milan, EY Amsterdam, JP Morgan
‘Efficient computation of various valuation adjustments under local Lévy models’, presented at Banca IMI Milan, Prometeia Bologna