aster.cloud aster.cloud
  • /
  • Platforms
    • Public Cloud
    • On-Premise
    • Hybrid Cloud
    • Data
  • Architecture
    • Design
    • Solutions
    • Enterprise
  • Engineering
    • Automation
    • Software Engineering
    • Project Management
    • DevOps
  • Programming
  • Tools
  • About
  • /
  • Platforms
    • Public Cloud
    • On-Premise
    • Hybrid Cloud
    • Data
  • Architecture
    • Design
    • Solutions
    • Enterprise
  • Engineering
    • Automation
    • Software Engineering
    • Project Management
    • DevOps
  • Programming
  • Tools
  • About
aster.cloud aster.cloud
  • /
  • Platforms
    • Public Cloud
    • On-Premise
    • Hybrid Cloud
    • Data
  • Architecture
    • Design
    • Solutions
    • Enterprise
  • Engineering
    • Automation
    • Software Engineering
    • Project Management
    • DevOps
  • Programming
  • Tools
  • About
  • Data
  • Platforms
  • Tech

Google Cloud Next 2019 | Machine Learning Framework for Liquidity Risk Management

  • root
  • June 4, 2019
  • 2 minute read

Google Cloud Next 2019 | Financial Services Sessions

Google Cloud Next 2019 | Machine Learning Framework for Liquidity Risk Management

Financial models have always been impacted by the lack of data (or many highly noisy data), by necessary mathematical simplifications such as normality or linearity assumptions and by a limited ability to use a wide set of features to better describe the problem and have greater predictive power. This is true in risk management, trading and portfolio construction, but even more so in liquidity models. Liquidity is a multi-dimensional beast that economists, quants and statisticians have tried to understand for several decades. This type of problem has a very high dimensionality and highly non-linear patterns and very sparse data.


Partner with aster.cloud
for your next big idea.
Let us know here.


cyberpogo

The nature of the problem lends itself to be faced with machine learning techniques.

We have therefore decided over the years to test some of these techniques in the calibration of models for liquidity.

In this research, leveraging GPUs and cloud, we focused on the estimation of market liquidity, in particular of the transaction cost.
In this research, we tested random forests and neural networks for the estimation of tradable volumes showing a significant increase in the out-of-sample performances. We are now extending the experiment to the entire transaction cost and not to a single component of it by testing deep learning and in particular deep reinforcement learning.

In the application of these more advanced and complex techniques, we are paying particular attention to the ongoing research on the interpretability (XAI), which is a necessary condition and not yet completely resolved for extensive use of Deep Learning in finance.

Speaker(s): Stefano Pasquali

Session ID: MLAI232

Citi I/O

Read More  Raise Green Engages IBM To Build A Solution To Support Solar Developers And Climate Entrepreneurs

Liwaiwai

DotLAH!


Our humans need coffee too! Your support is highly appreciated, thank you!

root

Related Topics
  • google
  • Google Cloud
  • Google Cloud Next 2019
  • Science
  • Technology
You May Also Like
View Post
  • Architecture
  • Platforms
  • Software
  • Solutions
  • Technology

What To Expect From Apple’s WWDC 2023

  • June 1, 2023
View Post
  • Tech

What Is Platform Engineering And Why Adopt It In Your Company?

  • June 1, 2023
View Post
  • Platforms

Build Next-Generation, AI-Powered Applications On Microsoft Azure

  • May 26, 2023
View Post
  • Automation
  • Computing
  • Data

IBM To Help Automate Cloud Data Protection With Acquisition Of Polar Security

  • May 25, 2023
View Post
  • Platforms
  • Solutions

MongoDB And Alibaba Cloud Extend Global Partnership

  • May 25, 2023
View Post
  • Computing
  • Platforms

Oracle Cloud Infrastructure Adds To Growing List Of Government Approved Cloud Services

  • May 22, 2023
View Post
  • Data
  • Public Cloud

Cloud Data Loss Prevention’s Sensitive Data Intelligence Service Is Now Available In Security Command Center

  • May 18, 2023
View Post
  • Engineering
  • People
  • Platforms

KubeCon Europe 2023 Highlights Kubernetes Explosion And Need For Instant Platform Engineering

  • May 17, 2023

Stay Connected!
LATEST
  • 1
    Building A Kubernetes Platform: How And Why To Apply Governance And Policy
    • June 4, 2023
  • 2
    Leave, This “United” “Kingdom”, This “Great” “Britain”
    • June 4, 2023
  • 3
    Amazing Federated Multicloud Apps
    • June 2, 2023
  • 4
    What’s The Future Of DevOps? You Tell Us. Take The 2023 Accelerate State Of DevOps Survey
    • June 2, 2023
  • 5
    Resolving Deployment Issues With Ts-node And Azure Development Pipelines
    • June 1, 2023
  • 6
    What To Expect From Apple’s WWDC 2023
    • June 1, 2023
  • 7
    What Is Platform Engineering And Why Adopt It In Your Company?
    • June 1, 2023
  • 8
    Four Steps To Managing Your Cloud Logging Costs On A Budget
    • May 31, 2023
  • 9
    Red Hat Puts Podman Container Management On The Desktop
    • May 30, 2023
  • 10
    The Agile Mindset: A Path to Personal Fulfillment and Growth
    • May 30, 2023
about
Hello World!

We are aster.cloud. We’re created by programmers for programmers.

Our site aims to provide guides, programming tips, reviews, and interesting materials for tech people and those who want to learn in general.

We would like to hear from you.

If you have any feedback, enquiries, or sponsorship request, kindly reach out to us at:

[email protected]
Most Popular
  • 1
    Huawei ICT Competition 2022-2023 Global Final Held In Shenzhen — 146 Teams From 36 Countries And Regions Win Awards
    • May 27, 2023
  • 2
    Huawei OceanStor Pacific Scale-Out Storage Tops IO500 Rankings
    • May 26, 2023
  • 3
    MongoDB And Alibaba Cloud Extend Global Partnership
    • May 25, 2023
  • 4
    Tricentis Launches Quality Engineering Community ShiftSync
    • May 23, 2023
  • 5
    G7 2023: The Real Threat To The World Order Is Hypocrisy.
    • May 27, 2023
  • /
  • Technology
  • Tools
  • About
  • Contact Us

Input your search keywords and press Enter.