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          Lunch & Learn @Detralytics on May 20th
          09/05/2019
          Detralytics Consultants receive ARIA’s Brockett–Shapiro Actuarial Journal Award
          28/08/2019

          Detralytics will host its 6th Lunch and Learn (L&L) on June 17th. Thanks to the huge success we had for our 5th edition, we are pleased to announce that our Scientific Director, Donatien Hainaut, will hold another session on Recurrent neural networks for financial and actuarial modelling.

          Managing financial risks requires developing an economic scenario generator (ESG) that illuminates the nature of risks driving the financial variability of incomes. Today, the most popular ESG’s relies on continuous or discrete time econometric models.

          In these models, financial returns are linked to previous ones by a function, often linear and a priori chosen, like in ARIMA models. During this L&L, our Scientific Director, Donatien Hainaut will explore alternative approaches based on autoregressive and recurrent neural networks.

          He will also introduce Long Short Term Memory (LSTM) networks that have already been successfully applied to speech recognition and will show that it is also a promising tool for generating economic scenarii.

          More information :

          • Date : 17/06/2019
          • Topic : Recurrent neural networks for financial and actuarial modelling
          • Speakers : Donatien Hainaut/ Language : FR
          • Concept: Informal Brown Bag Lunch (bag will be provided), max 10 participants
          • Program: Arrival from 12.15 – Start 12.30 – End 13.30
          • Location: Detralytics offices @ Rue Belliard 2, 1040 Brussels
          • To Subscribe: Send an email to lunchandlearn@detralytics.eu

          First 10 subscriptions will be treated
          Free participation

          Share

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