Quant Summit Asia Virtual

Tuesday 24 November 2020 |
 9:00 am
 – 5:00 pm


Tuesday 24 November 2020

Start Time:  

9:00 am


Digital event


Quant Summit Asia conference


Quant Summit Asia will bring together top quants to deliver their latest research and insights in quantitative finance. Key themes include:


  • •  Machine Learning in pricing and risk management
  • •  Portfolio Construction
  • •  Initial Margin / MVA / CVA
  • •  Smart Beta / Factor Investing
  • •  LIBOR reform
  • •  Model risk, quantum computing
  • •  Volatility modelling and products

Programme: https://events.risk.net/quantsummitasia/programme


SESAMm Presentation:

ESG and Sentiment Data with Machine Learning to Improve Volatility Forecasting Models
  • Building alternative data indicators of Sentiment & ESG based on Natural Language Processing on news, blogs, social discussions
  • Forecasting the STOXX600’s least & most volatile stocks
  • Leveraging these technologies to:
    • Build quantitative strategies
    • Provide quantitative and discretionary ESG insights as alerts and scores



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