Talks and presentations

Upcoming talks
Conference talks

Mathematical and Computational Finance Seminar University of Oxford, March 2020

Scientific Computation Seminar University of Nottingham, March 2020
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

Poster presentations

Thirty-sixth International Conference on Machine Learning 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