About Event
The first FMTC-BR took place from 8-18 August 2018 at FGV, Rio de Janeiro. The teams consisted of Masters students from Brazil and PhD students from Australia, Canada, and the USA. The team mentors joined the FMTC-BR from Brazil (FGV), Canada (University of Toronto), South Africa (University of Cape Town) and the USA (University of California, Santa Barbara). The 2018 research topics were in:
- Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning (prof. Yuri Saporito, FGV EMAp)
- Machine Learning the Greeks (prof. Mike Ludkowski, UCSB)
- Machine Learning and Stochastic Control in Algorithmic Trading (prof. Sebastian Jaimungal, Univ. of Toronto)
- A Calibration of the Lognormal Forward LIBOR Model (prof. Tom McWalter, University of Cape Town)
Location
Endereço
Praia de Botafogo, 190
Botafogo - Rio de Janeiro/RJ