Actuary / M.Sc. Computer Science
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Specialized in Mathematical Finance
Objective: Using the equivalent martingale approach, find the value of an european option, \(V(t,T, S_t) \), when $$dS_t = \left(\alpha - \lambda \kappa \right)S_{t}dt + \sigma S_{t}dW_{t} + S_{t^-}dQ_{t}$$
$$V(t, T, S_t) = e^{-(T-t)} E_{\mathbb{P}} \left[ V(T, S_T)| \mathcal{F}_t \right]$$
Artificial Intelligence Laboratory
Objective: Learn a set of IF-THEN rules to generate a trading strategy that can beat the buy-and-hold strategy proposed by the Efficient Market Hypothesis.
The fields I would like to explore are related to the responsible use of AI:
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