Workshop: Machine Learning Models for Interest Rates by Alexander Sokol
Bobsguide
MAY 18, 2022
The workshop is open to software engineers, data scientists, quantitative risk managers, and anyone who is interested in learning more about machine learning models and their applications in finance. *Autoencoder forward rate model in the Q-measure. Autoencoder term rate model in the P-measure. Hands-on examples in Python. Register: [link].
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