What's New in <em>Mathematica</em> 10 and the Wolfram Language

About the Event

Wolfram Research and UnRisk, in collaboration with Fitch Learning, have teamed up to invite you to a free evening of inspiring quant finance sessions from machine learning, clustering, and classification and prediction techniques to risk management of dynamic strategy indices. We will also discuss the complexities of xVA calculations, including exposure modeling and incremental xVA calculations.

The evening has been designed to give attendees the chance to see how sophisticated computation and algorithmic agility can be seamlessly injected into the finance workflow. With three specialist talks from prominent finance practitioners and plenty of opportunity to pose questions and network, the evening promises to be both informative and enjoyable.

Who Should Attend

  • Quantitative Analysts
  • Financial Engineers
  • Financial Analysts
  • Risk Managers
  • Actuaries
  • Data Scientists
  • Developers
  • Fund Managers

For More Information

To learn more about this event, email sallys@wolfram.com.

About the Presenters

Igor Hlivka

Igor Hlivka is Principle Partner at Quant Solutions Group. A senior quantitative analyst and financial products specialist with a long-term presence in international markets in trading, structuring, quantitative modeling, systems development, and risk management capacities, he is a financial derivatives expert for all major tradable assets classes with complete product coverage across the entire value chain.

Cyril Godart

Dr. Cyril Godart is a senior consultant at QuBits Research. He has been working in finance and held positions as a quantitative analyst, trader, and risk manager for large investment banks in the UK, the US, and Asia. He has experience in fixed income, equity, and commodity derivatives products and personal interests in automatic trading and quantitative trading strategies.

Michael Aichinger

Michael Aichinger has a PhD in theoretical physics, and after several years as a senior postdoc at the Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences, he became the CEO of uni software plus in 2014.