
- 5 and 6 March 2020 from 09h00 to 17h00
- Protea Hotel Balalaika
Sandton, Johannesburg
This workshop gave a detailed overview of machine learning techniques applied to finance. The masterclass offered insights into the latest use of such techniques for modelling financial markets, focussing on pricing and calibration. In addition to the theoretical underpinnings, participants received practical guidance and live demonstrations of the computational methods involved.